# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0001752724-25-132205
**Filing Date:** 2025-6
**Character Count:** 1393316
**Document Hash:** 0a9e38b8ad25b5332289c277afb92116
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-132205.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001752724-25-132205

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $171674704100.80

- **Amortized Cost of Portfolio Securities:** $171663752023.61

- **Cash:** $9229795120.48

- **Total Other Assets:** $368485619.20

- **Total Liabilities:** $2499276901.90

- **Net Assets of Series:** $178762755861.39

- **Number of Shares Outstanding (Series):** 178836042156.9800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $132645080929.06          | $146084722046.03           | 75.8200%                  | 83.5000%                   |
| 2025-05-02 | $133658055192.63          | $147859121629.44           | 75.5400%                  | 83.5700%                   |
| 2025-05-05 | $134823519829.12          | $148618766558.66           | 75.7100%                  | 83.4500%                   |
| 2025-05-06 | $129437425278.29          | $144033022875.17           | 74.6000%                  | 83.0200%                   |
| 2025-05-07 | $136397101538.11          | $150542737345.57           | 75.8900%                  | 83.7700%                   |
| 2025-05-08 | $138098949573.70          | $151234814967.46           | 76.1600%                  | 83.4000%                   |
| 2025-05-09 | $137346570425.87          | $148899648461.60           | 76.5500%                  | 82.9900%                   |
| 2025-05-12 | $137747979680.28          | $149301126989.04           | 76.6100%                  | 83.0300%                   |
| 2025-05-13 | $134687108921.85          | $146701121527.40           | 76.3100%                  | 83.1100%                   |
| 2025-05-14 | $133451161947.64          | $144566242701.07           | 76.5300%                  | 82.9100%                   |
| 2025-05-15 | $131281977606.69          | $142863420845.32           | 76.0700%                  | 82.7800%                   |
| 2025-05-16 | $132703277188.39          | $144271780219.66           | 76.2700%                  | 82.9200%                   |
| 2025-05-19 | $137374834505.61          | $148237830906.41           | 77.2000%                  | 83.3100%                   |
| 2025-05-20 | $138022507809.80          | $148990222417.11           | 77.2900%                  | 83.4300%                   |
| 2025-05-21 | $139051024702.68          | $149566747896.83           | 77.6100%                  | 83.4800%                   |
| 2025-05-22 | $137642852728.14          | $148448676708.46           | 77.5000%                  | 83.5900%                   |
| 2025-05-23 | $137258614921.12          | $148675635529.97           | 77.1900%                  | 83.6100%                   |
| 2025-05-27 | $137668160612.90          | $150729373307.35           | 77.2800%                  | 84.6100%                   |
| 2025-05-28 | $139700409972.81          | $152761982606.14           | 77.5400%                  | 84.7900%                   |
| 2025-05-29 | $141668055370.38          | $153669435370.38           | 78.2300%                  | 84.8600%                   |
| 2025-05-30 | $141060977947.67          | $153673556072.67           | 77.9000%                  | 84.8600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3900%             |
| 2025-05-02 | 4.4000%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.4000%             |
| 2025-05-07 | 4.3900%             |
| 2025-05-08 | 4.3900%             |
| 2025-05-09 | 4.3800%             |
| 2025-05-12 | 4.3700%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3600%             |
| 2025-05-15 | 4.3600%             |
| 2025-05-16 | 4.3700%             |
| 2025-05-19 | 4.3700%             |
| 2025-05-20 | 4.3700%             |
| 2025-05-21 | 4.3700%             |
| 2025-05-22 | 4.3700%             |
| 2025-05-23 | 4.3600%             |
| 2025-05-27 | 4.3600%             |
| 2025-05-28 | 4.3600%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9996                      |
|  |  |
| 2025-05-02 | 0.9997                      |
|  |  |
| 2025-05-05 | 0.9996                      |
|  |  |
| 2025-05-06 | 0.9996                      |
|  |  |
| 2025-05-07 | 0.9996                      |
|  |  |
| 2025-05-08 | 0.9996                      |
|  |  |
| 2025-05-09 | 0.9997                      |
|  |  |
| 2025-05-12 | 0.9996                      |
|  |  |
| 2025-05-13 | 0.9996                      |
|  |  |
| 2025-05-14 | 0.9996                      |
|  |  |
| 2025-05-15 | 0.9996                      |
|  |  |
| 2025-05-16 | 0.9996                      |
|  |  |
| 2025-05-19 | 0.9996                      |
|  |  |
| 2025-05-20 | 0.9996                      |
|  |  |
| 2025-05-21 | 0.9996                      |
|  |  |
| 2025-05-22 | 0.9996                      |
|  |  |
| 2025-05-23 | 0.9997                      |
|  |  |
| 2025-05-27 | 0.9996                      |
|  |  |
| 2025-05-28 | 0.9996                      |
|  |  |
| 2025-05-29 | 0.9996                      |
|  |  |
| 2025-05-30 | 0.9997                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $178181.17

- **Number of Shares Outstanding:** 178254.1400

- **Expense Reimbursement/Waiver:** 52.48

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $6902.35                  | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $3088.10                  | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $101.23                   | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $1507.37                |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $5382.67                  | $0.00                   |
| 2025-05-30 | $547.76                   | $0.00                   |

**Total Gross Subscriptions (Month):** $16022.11

**Total Gross Redemptions (Month):** $1507.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7100%           |
| 2025-05-02 | 3.7200%           |
| 2025-05-05 | 3.7200%           |
| 2025-05-06 | 3.7200%           |
| 2025-05-07 | 3.7100%           |
| 2025-05-08 | 3.7100%           |
| 2025-05-09 | 3.7000%           |
| 2025-05-12 | 3.6900%           |
| 2025-05-13 | 3.6800%           |
| 2025-05-14 | 3.6800%           |
| 2025-05-15 | 3.6800%           |
| 2025-05-16 | 3.6900%           |
| 2025-05-19 | 3.6900%           |
| 2025-05-20 | 3.6900%           |
| 2025-05-21 | 3.6900%           |
| 2025-05-22 | 3.6900%           |
| 2025-05-23 | 3.6800%           |
| 2025-05-27 | 3.6800%           |
| 2025-05-28 | 3.6800%           |
| 2025-05-29 | 3.6800%           |
| 2025-05-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 44.0300%         | 0.0000%              |
| Retail investor |  | 20.6100%         | 0.0000%              |
| Retail investor |  | 14.8400%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3944868146.68

- **Number of Shares Outstanding:** 3946485748.3100

- **Expense Reimbursement/Waiver:** 51244.71

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $8630980.36               | $113170129.64           |
| 2025-05-02 | $55104861.67              | $26068296.79            |
| 2025-05-05 | $75829047.15              | $4549162.43             |
| 2025-05-06 | $10004980.94              | $10546673.97            |
| 2025-05-07 | $52852666.24              | $40838929.28            |
| 2025-05-08 | $61160795.14              | $29963348.70            |
| 2025-05-09 | $11168293.16              | $100395228.75           |
| 2025-05-12 | $264949896.00             | $755658.06              |
| 2025-05-13 | $86220659.65              | $24519803.08            |
| 2025-05-14 | $80867932.49              | $106409096.83           |
| 2025-05-15 | $13514616.85              | $76123308.24            |
| 2025-05-16 | $11087638.29              | $188401053.30           |
| 2025-05-19 | $62331558.62              | $16523910.18            |
| 2025-05-20 | $0.00                     | $51724081.66            |
| 2025-05-21 | $34191682.89              | $42556140.23            |
| 2025-05-22 | $25438879.93              | $35170815.97            |
| 2025-05-23 | $50884611.02              | $73037219.66            |
| 2025-05-27 | $25999305.18              | $108371001.72           |
| 2025-05-28 | $66616460.51              | $169450566.11           |
| 2025-05-29 | $108583647.09             | $158269412.07           |
| 2025-05-30 | $10232135.44              | $66663248.78            |

**Total Gross Subscriptions (Month):** $1115670648.62

**Total Gross Redemptions (Month):** $1443507085.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9700%           |
| 2025-05-02 | 3.9800%           |
| 2025-05-05 | 3.9800%           |
| 2025-05-06 | 3.9800%           |
| 2025-05-07 | 3.9700%           |
| 2025-05-08 | 3.9700%           |
| 2025-05-09 | 3.9600%           |
| 2025-05-12 | 3.9500%           |
| 2025-05-13 | 3.9400%           |
| 2025-05-14 | 3.9400%           |
| 2025-05-15 | 3.9400%           |
| 2025-05-16 | 3.9500%           |
| 2025-05-19 | 3.9500%           |
| 2025-05-20 | 3.9500%           |
| 2025-05-21 | 3.9500%           |
| 2025-05-22 | 3.9500%           |
| 2025-05-23 | 3.9400%           |
| 2025-05-27 | 3.9400%           |
| 2025-05-28 | 3.9400%           |
| 2025-05-29 | 3.9400%           |
| 2025-05-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.2300%         | 0.0000%              |
| Depository institution or other banking institution |  | 49.5300%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $334152756.94

- **Number of Shares Outstanding:** 334289967.3200

- **Expense Reimbursement/Waiver:** 3915.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $651849.91                | $6844521.78             |
| 2025-05-02 | $3946851.14               | $1754177.70             |
| 2025-05-05 | $3839148.57               | $790571.33              |
| 2025-05-06 | $6197399.73               | $4308232.54             |
| 2025-05-07 | $13482365.52              | $3594841.16             |
| 2025-05-08 | $1576726.36               | $3658535.25             |
| 2025-05-09 | $1798649.88               | $6026328.26             |
| 2025-05-12 | $2627651.14               | $5081528.25             |
| 2025-05-13 | $4704059.17               | $2197633.19             |
| 2025-05-14 | $4550807.42               | $1773092.93             |
| 2025-05-15 | $5765242.95               | $4087462.77             |
| 2025-05-16 | $7095183.63               | $3850168.10             |
| 2025-05-19 | $5384879.66               | $2371221.84             |
| 2025-05-20 | $3601000.07               | $4871262.80             |
| 2025-05-21 | $1327188.53               | $3372543.31             |
| 2025-05-22 | $8056912.22               | $9573733.05             |
| 2025-05-23 | $2599539.41               | $6386822.53             |
| 2025-05-27 | $2591817.77               | $1394203.37             |
| 2025-05-28 | $3602897.67               | $3086060.61             |
| 2025-05-29 | $2129743.80               | $2195111.49             |
| 2025-05-30 | $9679925.51               | $605657.10              |

**Total Gross Subscriptions (Month):** $95209840.06

**Total Gross Redemptions (Month):** $77823709.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1700%           |
| 2025-05-02 | 4.1800%           |
| 2025-05-05 | 4.1800%           |
| 2025-05-06 | 4.1800%           |
| 2025-05-07 | 4.1700%           |
| 2025-05-08 | 4.1700%           |
| 2025-05-09 | 4.1600%           |
| 2025-05-12 | 4.1500%           |
| 2025-05-13 | 4.1400%           |
| 2025-05-14 | 4.1400%           |
| 2025-05-15 | 4.1400%           |
| 2025-05-16 | 4.1500%           |
| 2025-05-19 | 4.1500%           |
| 2025-05-20 | 4.1500%           |
| 2025-05-21 | 4.1500%           |
| 2025-05-22 | 4.1500%           |
| 2025-05-23 | 4.1400%           |
| 2025-05-27 | 4.1400%           |
| 2025-05-28 | 4.1400%           |
| 2025-05-29 | 4.1400%           |
| 2025-05-30 | 4.1500%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $19406774.56

- **Number of Shares Outstanding:** 19414282.2100

- **Expense Reimbursement/Waiver:** 171.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 1.0017          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $750000.00                | $0.00                   |
| 2025-05-02 | $1000000.00               | $0.00                   |
| 2025-05-05 | $500000.00                | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $300000.00              |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $1800000.00             |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $13000000.00            |
| 2025-05-14 | $13500000.00              | $0.00                   |
| 2025-05-15 | $0.00                     | $3300000.00             |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $10000000.00              | $7000000.00             |
| 2025-05-23 | $4000000.00               | $0.00                   |
| 2025-05-27 | $2000000.00               | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $50519.37                 | $0.00                   |

**Total Gross Subscriptions (Month):** $31800519.37

**Total Gross Redemptions (Month):** $25400000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 48.5700%         | 0.0000%              |
| Depository institution or other banking institution |  | 51.4300%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $14112064.91

- **Number of Shares Outstanding:** 14117852.2000

- **Expense Reimbursement/Waiver:** 170.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $32542.32                 | $0.00                   |

**Total Gross Subscriptions (Month):** $32542.32

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 35.3300%         | 0.0000%              |
| Retail investor                                     |  | 63.9300%         | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $51628.18

- **Number of Shares Outstanding:** 51649.4100

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $184.39                   | $0.00                   |

**Total Gross Subscriptions (Month):** $184.39

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.1900%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.1900%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2000%           |
| 2025-05-30 | 4.2000%           |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7215791516.32

- **Number of Shares Outstanding:** 7218749438.9000

- **Expense Reimbursement/Waiver:** 89033.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $67999338.32              | $1030042.28             |
| 2025-05-02 | $31626895.35              | $83437402.31            |
| 2025-05-05 | $29968690.46              | $109029.16              |
| 2025-05-06 | $8526394.88               | $8612934.03             |
| 2025-05-07 | $44790850.51              | $36980230.27            |
| 2025-05-08 | $87513940.87              | $39879.19               |
| 2025-05-09 | $10119878.47              | $29318747.04            |
| 2025-05-12 | $4619682.85               | $13840954.19            |
| 2025-05-13 | $261702.86                | $120601264.15           |
| 2025-05-14 | $24932171.46              | $22582603.23            |
| 2025-05-15 | $82278.12                 | $144357031.97           |
| 2025-05-16 | $1471718.07               | $139326054.06           |
| 2025-05-19 | $10565977.56              | $17393399.78            |
| 2025-05-20 | $47040596.46              | $321173.82              |
| 2025-05-21 | $53843930.73              | $57756609.31            |
| 2025-05-22 | $235496299.67             | $58464.12               |
| 2025-05-23 | $479385.22                | $146389186.44           |
| 2025-05-27 | $725547.86                | $21179461.83            |
| 2025-05-28 | $71361092.66              | $109690367.38           |
| 2025-05-29 | $177444259.12             | $77633783.76            |
| 2025-05-30 | $15772477.45              | $129158267.56           |

**Total Gross Subscriptions (Month):** $924643108.95

**Total Gross Redemptions (Month):** $1159816885.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1200%           |
| 2025-05-02 | 4.1300%           |
| 2025-05-05 | 4.1300%           |
| 2025-05-06 | 4.1300%           |
| 2025-05-07 | 4.1200%           |
| 2025-05-08 | 4.1200%           |
| 2025-05-09 | 4.1100%           |
| 2025-05-12 | 4.1000%           |
| 2025-05-13 | 4.0900%           |
| 2025-05-14 | 4.0900%           |
| 2025-05-15 | 4.0900%           |
| 2025-05-16 | 4.1000%           |
| 2025-05-19 | 4.1000%           |
| 2025-05-20 | 4.1000%           |
| 2025-05-21 | 4.1000%           |
| 2025-05-22 | 4.1000%           |
| 2025-05-23 | 4.0900%           |
| 2025-05-27 | 4.0900%           |
| 2025-05-28 | 4.0900%           |
| 2025-05-29 | 4.0900%           |
| 2025-05-30 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 58.0100%         | 0.0000%              |
| Depository institution or other banking institution |  | 39.3400%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $72999240.88

- **Number of Shares Outstanding:** 73029046.7800

- **Expense Reimbursement/Waiver:** 893.84

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1639376.00               | $0.00                   |
| 2025-05-02 | $1184176.00               | $0.00                   |
| 2025-05-05 | $0.00                     | $2049086.00             |
| 2025-05-06 | $1179318.00               | $0.00                   |
| 2025-05-07 | $1026121.00               | $0.00                   |
| 2025-05-08 | $0.00                     | $1200048.00             |
| 2025-05-09 | $1001705.00               | $0.00                   |
| 2025-05-12 | $1341229.00               | $0.00                   |
| 2025-05-13 | $0.00                     | $187408.00              |
| 2025-05-14 | $0.00                     | $8157676.00             |
| 2025-05-15 | $2625289.00               | $0.00                   |
| 2025-05-16 | $10365827.00              | $0.00                   |
| 2025-05-19 | $1471010.00               | $0.00                   |
| 2025-05-20 | $723724.00                | $0.00                   |
| 2025-05-21 | $0.00                     | $2809273.00             |
| 2025-05-22 | $0.00                     | $3807969.00             |
| 2025-05-23 | $1598720.00               | $0.00                   |
| 2025-05-27 | $0.00                     | $2001709.00             |
| 2025-05-28 | $0.00                     | $7998806.00             |
| 2025-05-29 | $1542128.00               | $0.00                   |
| 2025-05-30 | $6623505.22               | $0.00                   |

**Total Gross Subscriptions (Month):** $32322128.22

**Total Gross Redemptions (Month):** $28211975.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.8300%          | 0.0000%              |
| Depository institution or other banking institution |  | 34.1600%         | 0.0000%              |
| Depository institution or other banking institution |  | 58.7500%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $63309306.10

- **Number of Shares Outstanding:** 63335235.5000

- **Expense Reimbursement/Waiver:** 776.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $100000.00              |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $500000.00                | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $200000.00              |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $600000.00                | $0.00                   |
| 2025-05-28 | $0.00                     | $1200000.00             |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $327439.70                | $0.00                   |

**Total Gross Subscriptions (Month):** $1427439.70

**Total Gross Redemptions (Month):** $1500000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 47.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.7900%          | 0.0000%              |
| Non-financial corporation                           |  | 44.1700%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $683813389.71

- **Number of Shares Outstanding:** 684093800.8700

- **Expense Reimbursement/Waiver:** 8078.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $777970.40                | $829386.36              |
| 2025-05-02 | $38096.68                 | $135886.92              |
| 2025-05-05 | $293886.41                | $418092.25              |
| 2025-05-06 | $82727.05                 | $329379.26              |
| 2025-05-07 | $31618.45                 | $1660303.20             |
| 2025-05-08 | $8676705.45               | $210190.61              |
| 2025-05-09 | $21793.37                 | $176265.11              |
| 2025-05-12 | $147288.61                | $1937000.45             |
| 2025-05-13 | $201522.32                | $4157514.94             |
| 2025-05-14 | $67963.81                 | $375269.11              |
| 2025-05-15 | $893798.33                | $86250.70               |
| 2025-05-16 | $316513.49                | $2177886.62             |
| 2025-05-19 | $30040.15                 | $137311.87              |
| 2025-05-20 | $13397837.61              | $54688.92               |
| 2025-05-21 | $92101.56                 | $2123572.06             |
| 2025-05-22 | $2835677.19               | $2017910.57             |
| 2025-05-23 | $3280118.92               | $220686.06              |
| 2025-05-27 | $10277627.70              | $3077949.57             |
| 2025-05-28 | $1176476.44               | $156121.76              |
| 2025-05-29 | $37976.26                 | $118752.05              |
| 2025-05-30 | $2050381.25               | $1226218.03             |

**Total Gross Subscriptions (Month):** $44728121.45

**Total Gross Redemptions (Month):** $21626636.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7300%           |
| 2025-05-02 | 3.7300%           |
| 2025-05-05 | 3.7400%           |
| 2025-05-06 | 3.7300%           |
| 2025-05-07 | 3.7300%           |
| 2025-05-08 | 3.7200%           |
| 2025-05-09 | 3.7200%           |
| 2025-05-12 | 3.7000%           |
| 2025-05-13 | 3.7000%           |
| 2025-05-14 | 3.7000%           |
| 2025-05-15 | 3.7000%           |
| 2025-05-16 | 3.7000%           |
| 2025-05-19 | 3.7100%           |
| 2025-05-20 | 3.7100%           |
| 2025-05-21 | 3.7000%           |
| 2025-05-22 | 3.7000%           |
| 2025-05-23 | 3.7000%           |
| 2025-05-27 | 3.6900%           |
| 2025-05-28 | 3.6900%           |
| 2025-05-29 | 3.7000%           |
| 2025-05-30 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.8300%         | 0.0000%              |
| Non-financial corporation |  | 7.5600%          | 0.0000%              |
| Non-financial corporation |  | 79.8600%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1780894189.99

- **Number of Shares Outstanding:** 1781620786.8700

- **Expense Reimbursement/Waiver:** 20276.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $343000000.00             | $0.00                   |
| 2025-05-02 | $0.00                     | $68750000.00            |
| 2025-05-05 | $207000000.00             | $50000000.00            |
| 2025-05-06 | $300000000.00             | $0.00                   |
| 2025-05-07 | $9900000.00               | $75000000.00            |
| 2025-05-08 | $52500000.00              | $128750000.00           |
| 2025-05-09 | $0.00                     | $386250000.00           |
| 2025-05-12 | $75000000.00              | $246500000.00           |
| 2025-05-13 | $600000000.00             | $0.00                   |
| 2025-05-14 | $0.00                     | $326000000.00           |
| 2025-05-15 | $0.00                     | $342400000.00           |
| 2025-05-16 | $0.00                     | $290000000.00           |
| 2025-05-19 | $550000000.00             | $0.00                   |
| 2025-05-20 | $723500000.00             | $50000000.00            |
| 2025-05-21 | $0.00                     | $101000000.00           |
| 2025-05-22 | $0.00                     | $400000000.00           |
| 2025-05-23 | $0.00                     | $645000000.00           |
| 2025-05-27 | $321250000.00             | $0.00                   |
| 2025-05-28 | $0.00                     | $255000000.00           |
| 2025-05-29 | $100000000.00             | $97500000.00            |
| 2025-05-30 | $618062413.47             | $150000000.00           |

**Total Gross Subscriptions (Month):** $3900212413.47

**Total Gross Redemptions (Month):** $3612150000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 23.9400%         | 0.0000%              |
| Depository institution or other banking institution |  | 30.8400%         | 0.0000%              |
| Depository institution or other banking institution |  | 38.4100%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $321550641.41

- **Number of Shares Outstanding:** 321682536.5100

- **Expense Reimbursement/Waiver:** 11665.09

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $7435133.57             |
| 2025-05-02 | $9194582.11               | $127.23                 |
| 2025-05-05 | $14663035.30              | $0.00                   |
| 2025-05-06 | $3089878.63               | $0.00                   |
| 2025-05-07 | $94.46                    | $4801605.07             |
| 2025-05-08 | $0.00                     | $12800853.18            |
| 2025-05-09 | $0.00                     | $4413057.71             |
| 2025-05-12 | $3690379.18               | $0.00                   |
| 2025-05-13 | $1853.42                  | $6097182.76             |
| 2025-05-14 | $40.73                    | $573043.18              |
| 2025-05-15 | $15503990.55              | $0.00                   |
| 2025-05-16 | $10699.23                 | $107902.84              |
| 2025-05-19 | $797045.45                | $0.00                   |
| 2025-05-20 | $4182726.99               | $0.00                   |
| 2025-05-21 | $1946217.04               | $0.00                   |
| 2025-05-22 | $0.00                     | $2424532.06             |
| 2025-05-23 | $0.00                     | $3737381.81             |
| 2025-05-27 | $0.00                     | $20913912.70            |
| 2025-05-28 | $500.00                   | $5043438.38             |
| 2025-05-29 | $41.47                    | $38876143.79            |
| 2025-05-30 | $1150176.27               | $28078407.46            |

**Total Gross Subscriptions (Month):** $54231260.83

**Total Gross Redemptions (Month):** $135302721.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.3900%           |
| 2025-05-02 | 3.4000%           |
| 2025-05-05 | 3.4000%           |
| 2025-05-06 | 3.4000%           |
| 2025-05-07 | 3.3900%           |
| 2025-05-08 | 3.3900%           |
| 2025-05-09 | 3.3800%           |
| 2025-05-12 | 3.3700%           |
| 2025-05-13 | 3.3600%           |
| 2025-05-14 | 3.3600%           |
| 2025-05-15 | 3.3600%           |
| 2025-05-16 | 3.3700%           |
| 2025-05-19 | 3.3700%           |
| 2025-05-20 | 3.3700%           |
| 2025-05-21 | 3.3700%           |
| 2025-05-22 | 3.3700%           |
| 2025-05-23 | 3.3600%           |
| 2025-05-27 | 3.3600%           |
| 2025-05-28 | 3.3600%           |
| 2025-05-29 | 3.3600%           |
| 2025-05-30 | 3.3700%           |

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

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3603255655.83

- **Number of Shares Outstanding:** 3604734975.1000

- **Expense Reimbursement/Waiver:** 43603.55

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $8579607.53               | $6657792.03             |
| 2025-05-02 | $6082656.45               | $6790975.41             |
| 2025-05-05 | $11525041.66              | $5273961.16             |
| 2025-05-06 | $6263683.06               | $5863337.51             |
| 2025-05-07 | $4771137.82               | $5921359.30             |
| 2025-05-08 | $9073674.09               | $4051570.67             |
| 2025-05-09 | $5211697.91               | $12655010.55            |
| 2025-05-12 | $7110951.03               | $21710477.54            |
| 2025-05-13 | $12623460.37              | $44303231.14            |
| 2025-05-14 | $6844127.69               | $20642063.11            |
| 2025-05-15 | $17232583.35              | $7018092.89             |
| 2025-05-16 | $7201517.42               | $5148680.12             |
| 2025-05-19 | $15266646.73              | $7054131.48             |
| 2025-05-20 | $5466702.29               | $5092364.00             |
| 2025-05-21 | $10574373.70              | $5981228.87             |
| 2025-05-22 | $8228290.29               | $6848799.53             |
| 2025-05-23 | $4626559.12               | $6506762.18             |
| 2025-05-27 | $4557438.90               | $12534439.23            |
| 2025-05-28 | $6532512.90               | $6038022.91             |
| 2025-05-29 | $12055632.01              | $4025300.83             |
| 2025-05-30 | $13660560.63              | $41551057.11            |

**Total Gross Subscriptions (Month):** $183488854.95

**Total Gross Redemptions (Month):** $241668657.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.5100%         | 0.0000%              |
| Broker-dealer |  | 88.0500%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4086666124.21

- **Number of Shares Outstanding:** 4088342169.2900

- **Expense Reimbursement/Waiver:** 49080.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $266131565.55             | $212339952.31           |
| 2025-05-02 | $282205644.37             | $252494410.92           |
| 2025-05-05 | $216919000.20             | $146807919.27           |
| 2025-05-06 | $192134637.00             | $259743530.55           |
| 2025-05-07 | $184998343.81             | $173097332.59           |
| 2025-05-08 | $168161193.38             | $311403414.60           |
| 2025-05-09 | $154360565.89             | $164837634.00           |
| 2025-05-12 | $177119134.96             | $158792617.00           |
| 2025-05-13 | $198518513.05             | $219638939.60           |
| 2025-05-14 | $230593727.77             | $170492760.19           |
| 2025-05-15 | $144967754.21             | $193876851.29           |
| 2025-05-16 | $281912000.55             | $177781322.68           |
| 2025-05-19 | $268992038.80             | $231916671.41           |
| 2025-05-20 | $170458660.21             | $224388788.68           |
| 2025-05-21 | $174912812.47             | $184674093.72           |
| 2025-05-22 | $121192107.53             | $169397413.58           |
| 2025-05-23 | $161852820.23             | $161598338.00           |
| 2025-05-27 | $169552351.61             | $158060115.67           |
| 2025-05-28 | $207718797.05             | $177434880.96           |
| 2025-05-29 | $150446310.33             | $169950046.89           |
| 2025-05-30 | $215127434.96             | $181408876.16           |

**Total Gross Subscriptions (Month):** $4138275413.93

**Total Gross Redemptions (Month):** $4100135910.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.8200%           |
| 2025-05-02 | 3.8300%           |
| 2025-05-05 | 3.8300%           |
| 2025-05-06 | 3.8300%           |
| 2025-05-07 | 3.8200%           |
| 2025-05-08 | 3.8200%           |
| 2025-05-09 | 3.8100%           |
| 2025-05-12 | 3.8000%           |
| 2025-05-13 | 3.7900%           |
| 2025-05-14 | 3.7900%           |
| 2025-05-15 | 3.7900%           |
| 2025-05-16 | 3.8000%           |
| 2025-05-19 | 3.8000%           |
| 2025-05-20 | 3.8000%           |
| 2025-05-21 | 3.8000%           |
| 2025-05-22 | 3.8000%           |
| 2025-05-23 | 3.7900%           |
| 2025-05-27 | 3.7900%           |
| 2025-05-28 | 3.7900%           |
| 2025-05-29 | 3.7900%           |
| 2025-05-30 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.3300%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $156621706244.50

- **Number of Shares Outstanding:** 156685916413.5700

- **Expense Reimbursement/Waiver:** 1826148.75

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9996          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9996          |
|  |  |
| 2025-05-06 | 0.9996          |
|  |  |
| 2025-05-07 | 0.9996          |
|  |  |
| 2025-05-08 | 0.9996          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9996          |
|  |  |
| 2025-05-13 | 0.9996          |
|  |  |
| 2025-05-14 | 0.9996          |
|  |  |
| 2025-05-15 | 0.9996          |
|  |  |
| 2025-05-16 | 0.9996          |
|  |  |
| 2025-05-19 | 0.9996          |
|  |  |
| 2025-05-20 | 0.9996          |
|  |  |
| 2025-05-21 | 0.9996          |
|  |  |
| 2025-05-22 | 0.9996          |
|  |  |
| 2025-05-23 | 0.9997          |
|  |  |
| 2025-05-27 | 0.9996          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9996          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $5167232211.49            | $3448284816.13          |
| 2025-05-02 | $3502850737.83            | $3450632887.89          |
| 2025-05-05 | $3351179095.02            | $3026616999.93          |
| 2025-05-06 | $3568358176.71            | $2686932334.75          |
| 2025-05-07 | $3834757739.51            | $2890381118.94          |
| 2025-05-08 | $3792425209.52            | $2753218080.11          |
| 2025-05-09 | $3323566325.28            | $4093531068.85          |
| 2025-05-12 | $4519255072.67            | $3298904784.21          |
| 2025-05-13 | $4089856997.07            | $2952556134.82          |
| 2025-05-14 | $3546188432.47            | $6474555846.88          |
| 2025-05-15 | $4399280156.32            | $5308536947.89          |
| 2025-05-16 | $5249261226.42            | $3396561116.22          |
| 2025-05-19 | $4094128709.02            | $2849947187.87          |
| 2025-05-20 | $4114794307.08            | $3008144293.64          |
| 2025-05-21 | $3110651410.62            | $4731945776.58          |
| 2025-05-22 | $3967543150.84            | $3562419231.02          |
| 2025-05-23 | $4827001260.32            | $3977438528.31          |
| 2025-05-27 | $5354463430.24            | $3776136744.73          |
| 2025-05-28 | $5020104695.47            | $3716958423.52          |
| 2025-05-29 | $4981792523.25            | $4154771304.35          |
| 2025-05-30 | $6070951512.25            | $5672023508.94          |

**Total Gross Subscriptions (Month):** $89885642379.40

**Total Gross Redemptions (Month):** $79230497135.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2300%           |
| 2025-05-06 | 4.2300%           |
| 2025-05-07 | 4.2200%           |
| 2025-05-08 | 4.2200%           |
| 2025-05-09 | 4.2100%           |
| 2025-05-12 | 4.2000%           |
| 2025-05-13 | 4.1900%           |
| 2025-05-14 | 4.1900%           |
| 2025-05-15 | 4.1900%           |
| 2025-05-16 | 4.2000%           |
| 2025-05-19 | 4.2000%           |
| 2025-05-20 | 4.2000%           |
| 2025-05-21 | 4.2000%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.1900%           |
| 2025-05-27 | 4.1900%           |
| 2025-05-28 | 4.1900%           |
| 2025-05-29 | 4.1900%           |
| 2025-05-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.9100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.1400%          | 0.0000%              |
| Broker-dealer                                       |  | 36.0800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEXY6
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $300.00            | $296.44            | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | N/A     | $294282100.00      | $283110562.92      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $2000000.00        | $1943560.14        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $493253000.00      | $498916680.89      | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $165000.00         | $173995.90         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $2100.00           | $2082.07           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | N/A     | $19058300.00       | $18783691.64       | U.S. Treasuries (including strips) |
| BILL 08/26/25    | 2025-08-26      | 0.0000%  | N/A     | $954600.00         | $945067.36         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $141120400.00      | $133722877.24      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $5241200.00        | $5219040.78        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $3200.00           | $3310.23           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $299999000.00      | $249670007.66      | U.S. Treasuries (including strips) |
| BILL 06/17/25    | 2025-06-17      | 0.0000%  | N/A     | $1471900.00        | $1469306.51        | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $700.00            | $733.69            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $289005600.00      | $263063251.90      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $80.65             | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $130100.00         | $98133.50          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $110682100.00      | $107794580.77      | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | N/A     | $200000.00         | $195302.40         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $56016300.00       | $53391890.97       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $93659600.00       | $95529943.44       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $800.00            | $486.36            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $50232500.00       | $49603933.24       | U.S. Treasuries (including strips) |
| 4 3/4 NOTE BE 25 | 2025-07-31      | 4.7500%  | N/A     | $434400.00         | $441424.53         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $200.00            | $179.88            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $12000000.00       | $12178441.52       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $50515000.00       | $49470848.23       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $97315100.00       | $94982338.04       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | N/A     | $33497000.00       | $26780301.55       | U.S. Treasuries (including strips) |
| BILL 09/02/25    | 2025-09-02      | 0.0000%  | N/A     | $34221500.00       | $33852010.46       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE P 25  | 2025-08-31      | 2.7500%  | N/A     | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $100000.00         | $96925.27          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $466056000.00      | $453221815.59      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $137395100.00      | $102057187.04      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $1000.00           | $961.58            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AS 25 | 2025-09-15      | 3.5000%  | N/A     | $1441000.00        | $1447598.72        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $4806200.00        | $3531637.98        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $7693100.00        | $6221101.48        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $1747000.00        | $1246985.51        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $200000.00         | $194713.87         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $247903600.00      | $239036769.96      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $25037000.00       | $25276455.09       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $103700000.00      | $106250340.56      | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25 | 2025-08-31      | 0.2500%  | N/A     | $13435000.00       | $13309318.36       | U.S. Treasuries (including strips) |
| 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | N/A     | $110000.00         | $111056.85         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25  | 2025-11-30      | 2.8750%  | N/A     | $899900.00         | $906255.11         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $896800.00         | $863777.52         | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $258505000.00      | $237275094.11      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $50199200.00       | $50924582.61       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 4.4919%  | N/A     | $53263000.00       | $53455682.52       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | N/A     | $1460700.00        | $1440991.52        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $400000000.00      | $401548115.20      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $97.02             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $204600.00         | $181918.96         | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 4.5063%  | N/A     | $113012800.00      | $113507724.19      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $282421600.00      | $282687723.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $3644100.00        | $3658697.08        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | N/A     | $201000.00         | $193452.07         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $8300.00           | $8019.63           | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $1000.00           | $578.48            | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDKSEXQ3
- **C.18 - Value (incl. sponsor support):** $344000000.00
- **C.18.a - Value (excl. sponsor support):** $344000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-08-01      | 5.0000%  | N/A     | $7001.00           | $1134.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2035-10-20      | 4.7500%  | N/A     | $45431.00          | $1083.50           | Agency Mortgage-Backed Securities         |
| GNMA_12-133B                                                     | 2042-10-20      | 0.0000%  | N/A     | $70076063.00       | $44707.50          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $146.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-01-01      | 5.0000%  | N/A     | $1008.00           | $966.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $739.16            | Agency Mortgage-Backed Securities         |
| FNMA_23-27A                                                      | 2050-08-25      | 4.0000%  | N/A     | $11428143.00       | $10535543.60       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-10-20      | 3.5000%  | N/A     | $2000.00           | $639.17            | Agency Mortgage-Backed Securities         |
| GNMA_21-193E                                                     | 2050-02-20      | 3.0000%  | N/A     | $6786400.00        | $481423.29         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 3.0000%  | N/A     | $7000.00           | $4446.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-09-01      | 6.5000%  | N/A     | $5477.00           | $339.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $88000.00          | $10519.41          | Agency Mortgage-Backed Securities         |
| FNMA_21-46A                                                      | 2048-12-25      | 2.5000%  | N/A     | $14048632.00       | $1632813.29        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $200011.00         | $23160.60          | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                                       | 2055-01-20      | 0.8217%  | N/A     | $50000000.00       | $1844880.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $560.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-01-20      | 6.5000%  | N/A     | $118000.00         | $11992.66          | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $573517.00         | $356507.78         | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                                      | 2053-12-25      | 17.9144% | N/A     | $2805717.00        | $3741595.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2043-09-20      | 4.0000%  | N/A     | $1002.00           | $57.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 4.0000%  | N/A     | $7000.00           | $1639.99           | Agency Mortgage-Backed Securities         |
| FNMA_21-49A                                                      | 2048-10-25      | 2.5000%  | N/A     | $400009.00         | $39602.94          | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                                       | 2053-01-20      | 2.8217%  | N/A     | $20937735.00       | $1533590.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010                | 2050-09-25      | 2.5000%  | N/A     | $100007.00         | $12125.62          | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                                      | 2055-04-20      | 0.8517%  | N/A     | $50000000.00       | $1995801.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $5902.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-12-01      | 4.5000%  | N/A     | $2885.00           | $144.23            | Agency Mortgage-Backed Securities         |
| FHLMC_5389D                                                      | 2051-10-25      | 2.5000%  | N/A     | $129334.00         | $15739.20          | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                                       | 2050-08-25      | 2.5000%  | N/A     | $4099999.00        | $525423.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5123F                                                      | 2048-08-25      | 2.5000%  | N/A     | $5923232.00        | $602945.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_5418A                                                      | 2054-06-25      | 0.0000%  | N/A     | $10996718.00       | $6513990.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43L                                                      | 2054-03-20      | 2.8717%  | N/A     | $30628352.00       | $1527935.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-08-20      | 4.5000%  | N/A     | $3174643.00        | $2439923.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-08-20      | 3.5000%  | N/A     | $1000.00           | $93.71             | Agency Mortgage-Backed Securities         |
| FHLMC_5364A                                                      | 2053-12-25      | 0.0000%  | N/A     | $2069732.00        | $1132322.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-09-20      | 4.0000%  | N/A     | $15351146.00       | $11752047.94       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $1010.00           | $846.73            | Agency Mortgage-Backed Securities         |
| GNMA_24-4C                                                       | 2054-01-20      | 2.6217%  | N/A     | $99999918.00       | $5269403.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 3.0000%  | N/A     | $7000.00           | $1597.41           | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $200002.00         | $22787.75          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                                      | 2055-02-20      | 1.6517%  | N/A     | $251875157.00      | $13911390.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-05-01      | 6.0000%  | N/A     | $7000.00           | $845.10            | Agency Mortgage-Backed Securities         |
| FHLMC_5539C                                                      | 2055-05-25      | 5.8220%  | N/A     | $29545259.00       | $29636896.78       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2040-08-15      | 5.0000%  | N/A     | $28091848.00       | $696936.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 5.5000%  | N/A     | $15070746.00       | $12272997.78       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $7000.00           | $6989.05           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-05-20      | 4.0000%  | N/A     | $1024.00           | $90.75             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.5000%  | N/A     | $1001.00           | $1048.68           | Agency Mortgage-Backed Securities         |
| GNMA_22-197M                                                     | 2052-11-20      | 0.0000%  | N/A     | $3754644.00        | $2073815.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $325.07            | Agency Mortgage-Backed Securities         |
| GNMA_23-150D                                                     | 2053-10-20      | 6.0000%  | N/A     | $742404.00         | $749103.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.5420%  | N/A     | $1024.00           | $1034.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $204.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1018.39           | Agency Mortgage-Backed Securities         |
| FHLMC_5474A                                                      | 2054-11-25      | 2.8780%  | N/A     | $29594802.00       | $3416673.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-03-20      | 6.0000%  | N/A     | $625000.00         | $139294.75         | Agency Mortgage-Backed Securities         |
| GNMA_20-65F                                                      | 2046-04-20      | 0.1852%  | N/A     | $78776162.00       | $728266.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $1040.73           | Agency Mortgage-Backed Securities         |
| GNMA_20-148E                                                     | 2050-10-20      | 2.5000%  | N/A     | $100000.00         | $8706.08           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-02-20      | 4.0000%  | N/A     | $1024.00           | $103.23            | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $8545988.00        | $4896859.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $1045.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-07-01      | 5.0000%  | N/A     | $7000.00           | $6105.08           | Agency Mortgage-Backed Securities         |
| GNMA_24-157C                                                     | 2053-06-20      | 0.0000%  | N/A     | $46906249.00       | $31541495.35       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-07-01      | 4.0000%  | N/A     | $7000.00           | $1133.22           | Agency Mortgage-Backed Securities         |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $10800001.00       | $1143852.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                                      | 2054-04-20      | 1.6496%  | N/A     | $30051456.00       | $1306524.72        | Agency Collateralized Mortgage Obligation |
| FNMA_25-29K                                                      | 2055-05-25      | 5.8220%  | N/A     | $29549898.00       | $29335374.55       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-09-20      | 6.5000%  | N/A     | $2160511.00        | $1247711.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-03-20      | 5.5000%  | N/A     | $68925.00          | $4938.74           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $7000.00           | $5978.11           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5085                                           | 2051-03-25      | 2.0000%  | N/A     | $1500710.00        | $142374.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.5000%  | N/A     | $7000.00           | $5672.15           | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $5231350.00        | $3021553.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $6000.00           | $3719.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $7000.00           | $5007.88           | Agency Mortgage-Backed Securities         |
| GNMA_23-24C                                                      | 2053-02-20      | 1.9217%  | N/A     | $719854.00         | $36944.53          | Agency Collateralized Mortgage Obligation |
| FNMA_07-30                                                       | 2037-04-25      | 2.3035%  | N/A     | $48672317.00       | $420809.78         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | 2051-02-25      | 2.5000%  | N/A     | $400000.00         | $51824.56          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-04-01      | 4.0000%  | N/A     | $7000.00           | $2310.94           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2039-10-01      | 4.5000%  | N/A     | $7058.00           | $143.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.5000%  | N/A     | $8080.00           | $8027.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $964.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $30635663.00       | $31309964.14       | Agency Mortgage-Backed Securities         |
| FNMA_21-54F                                                      | 2049-05-25      | 2.5000%  | N/A     | $2056400.00        | $186433.39         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1016.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-11-01      | 3.5000%  | N/A     | $7000.00           | $2052.87           | Agency Mortgage-Backed Securities         |
| GNMA_22-178C                                                     | 2052-10-20      | 0.0000%  | N/A     | $11927799.00       | $6997596.42        | Agency Collateralized Mortgage Obligation |
| FNMA_11-41                                                       | 2041-05-25      | 2.1435%  | N/A     | $31387088.00       | $92690.60          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                                           | 2028-08-15      | 4.3032%  | N/A     | $1777.00           | $0.16              | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                                      | 2054-03-20      | 2.0717%  | N/A     | $11959731.00       | $485817.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-02-20      | 5.5000%  | N/A     | $1632000.00        | $1612576.10        | Agency Mortgage-Backed Securities         |
| FHLMC_4454D                                                      | 2045-03-15      | 3.0000%  | N/A     | $1100.00           | $657.89            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $960.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-01-20      | 3.0000%  | N/A     | $1004.00           | $376.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $3330334.00        | $3384739.44        | Agency Mortgage-Backed Securities         |
| GNMA_24-27B                                                      | 2054-02-20      | 5.5000%  | N/A     | $5219944.00        | $942909.39         | Agency Collateralized Mortgage Obligation |
| FNMA_03-123                                                      | 2033-12-25      | 6.0000%  | N/A     | $1000.00           | $264.14            | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                                       | 2055-05-25      | 0.5780%  | N/A     | $113686954.00      | $3555705.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 6.0000%  | N/A     | $9705492.00        | $6703927.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $956.18            | Agency Mortgage-Backed Securities         |
| FNMA_21-43C                                                      | 2051-06-25      | 2.5000%  | N/A     | $802662.00         | $93955.17          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-09-20      | 7.0000%  | N/A     | $6200811.00        | $5277163.34        | Agency Mortgage-Backed Securities         |
| FHLMC_5431A                                                      | 2054-07-25      | 9.1682%  | N/A     | $4292495.00        | $4417853.57        | Agency Collateralized Mortgage Obligation |
| FNMA_23-2                                                        | 2051-04-25      | 2.5000%  | N/A     | $5150000.00        | $637182.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 5.5000%  | N/A     | $6996.00           | $118.89            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                           | 2041-02-15      | 0.0000%  | N/A     | $0.05              | $0.02              | U.S. Treasuries (including strips)        |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $47700145.00       | $3776596.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $6000.00           | $5976.96           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $9830.08           | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                                      | 2055-03-20      | 1.6017%  | N/A     | $100000000.00      | $6380630.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-01-01      | 3.5000%  | N/A     | $1000.00           | $882.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.0000%  | N/A     | $1018.00           | $980.57            | Agency Mortgage-Backed Securities         |
| FHLMC_5426B                                                      | 2054-06-25      | 19.2144% | N/A     | $1884279.00        | $1900736.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $6589842.00        | $951929.09         | Agency Collateralized Mortgage Obligation |
| FNMA_24-75C                                                      | 2054-10-25      | 1.7280%  | N/A     | $2585386.00        | $178690.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-03-20      | 3.0000%  | N/A     | $1000.00           | $82.74             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $7000.00           | $4159.95           | Agency Mortgage-Backed Securities         |
| FHLMC_5344A                                                      | 2053-10-25      | 0.0000%  | N/A     | $199213.00         | $114336.17         | Agency Collateralized Mortgage Obligation |
| FHLMC_5359B                                                      | 2053-11-25      | 0.0000%  | N/A     | $3571429.00        | $1841964.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 4.0000%  | N/A     | $7000.00           | $1064.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-03-20      | 5.5000%  | N/A     | $1024.00           | $781.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $739710.00         | $751706.48         | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $10909500.00       | $5937403.34        | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                                      | 2046-11-20      | 0.1842%  | N/A     | $2029949.00        | $9334.83           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-08-20      | 6.0000%  | N/A     | $586752.00         | $74669.22          | Agency Mortgage-Backed Securities         |
| FNMA_25-34C                                                      | 2055-05-25      | 0.0000%  | N/A     | $99677758.00       | $965146.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-07-01      | 4.0000%  | N/A     | $2544186.00        | $741446.21         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $7000.00           | $6774.23           | Agency Mortgage-Backed Securities         |
| FHLMC_5050J                                                      | 2050-12-25      | 2.0000%  | N/A     | $2500000.00        | $228945.98         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                                        | 2051-02-25      | 2.5000%  | N/A     | $1100000.00        | $120966.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-02-20      | 6.5000%  | N/A     | $1000.00           | $598.43            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $1400190.00        | $127603.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-05-20      | 5.5000%  | N/A     | $5420544.00        | $5064423.95        | Agency Mortgage-Backed Securities         |
| GNMA_24-64K                                                      | 2054-04-20      | 0.8717%  | N/A     | $14755136.00       | $642951.79         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $30542464.00       | $4804088.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 4.5000%  | N/A     | $20636638.00       | $19250045.27       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $1094373.00        | $1075981.14        | Agency Mortgage-Backed Securities         |
| GNMA_25-64E                                                      | 2055-04-20      | 1.5217%  | N/A     | $50000000.00       | $2583869.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-07-01      | 4.0000%  | N/A     | $7000.00           | $2016.27           | Agency Mortgage-Backed Securities         |
| FHLMC_5483D                                                      | 2054-12-25      | 12.0381% | N/A     | $2280334.00        | $2567096.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-08-20      | 5.0000%  | N/A     | $1000.00           | $769.82            | Agency Mortgage-Backed Securities         |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $200001.00         | $22106.34          | Agency Collateralized Mortgage Obligation |
| FNMA_20-29F                                                      | 2050-05-25      | 1.9159%  | N/A     | $4124584.00        | $58034.60          | Agency Collateralized Mortgage Obligation |
| FHLMC_5344C                                                      | 2053-10-25      | 0.0000%  | N/A     | $3456448.00        | $2132236.78        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $2138500.00        | $242350.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $113301.00         | $114550.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-08-20      | 3.0000%  | N/A     | $1000.00           | $297.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 3.0000%  | N/A     | $7000.00           | $2639.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-06-20      | 3.5000%  | N/A     | $2000.00           | $993.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-02-20      | 4.5000%  | N/A     | $1329610.00        | $256872.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $7000.00           | $1355.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $7000.00           | $5643.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $853.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-03-01      | 4.0000%  | N/A     | $1000.00           | $316.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-07-01      | 6.5000%  | N/A     | $7000.00           | $6591.40           | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                                      | 2055-04-25      | 1.0280%  | N/A     | $100097.00         | $5334.92           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-07-01      | 2.5000%  | N/A     | $7000.00           | $3448.73           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-08-01      | 4.5000%  | N/A     | $1926.00           | $378.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-05-01      | 2.5000%  | N/A     | $1008.00           | $553.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 6.0000%  | N/A     | $890986.00         | $641092.12         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5059                                           | 2051-01-25      | 2.5000%  | N/A     | $2599936.00        | $331491.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.5000%  | N/A     | $1037.00           | $972.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-06-20      | 3.0000%  | N/A     | $1022.00           | $262.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-06-01      | 5.0000%  | N/A     | $7000.00           | $1728.49           | Agency Mortgage-Backed Securities         |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $293325.00         | $35747.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-10-01      | 4.0000%  | N/A     | $7002.00           | $1233.34           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2047-02-20      | 4.0000%  | N/A     | $2565300.00        | $649143.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $122.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-07-20      | 4.5000%  | N/A     | $4602957.00        | $3514768.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.0000%  | N/A     | $875707.00         | $863238.39         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 6.0000%  | N/A     | $7000.00           | $5992.94           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $6138.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $6000.00           | $1966.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-05-01      | 6.0000%  | N/A     | $3792.00           | $36.92             | Agency Mortgage-Backed Securities         |
| GNMA_25-48B                                                      | 2055-03-20      | 1.7317%  | N/A     | $341792.00         | $21577.19          | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                                     | 2054-10-20      | 1.1717%  | N/A     | $5780479.00        | $311951.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-08-20      | 5.5000%  | N/A     | $1000.00           | $690.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $805.26            | Agency Mortgage-Backed Securities         |
| GNMA_24-59D                                                      | 2054-04-20      | 1.1217%  | N/A     | $114773.00         | $4917.71           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-12-20      | 3.5000%  | N/A     | $1025.00           | $106.98            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 | 2029-12-25      | 1.3616%  | N/A     | $14299952.00       | $731511.84         | Agency Collateralized Mortgage Obligation |
| GNMA_22-177H                                                     | 2052-10-20      | 0.0000%  | N/A     | $11773272.00       | $7025682.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $890000.00         | $160989.04         | Agency Mortgage-Backed Securities         |
| FHLMC_5330B                                                      | 2053-08-25      | 0.0000%  | N/A     | $7613223.00        | $4571468.53        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                           | 2039-11-15      | 0.0000%  | N/A     | $0.96              | $0.47              | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-03-01      | 4.5000%  | N/A     | $7000.00           | $1346.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-03-20      | 5.5000%  | N/A     | $1001.00           | $82.39             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-02-20      | 3.5000%  | N/A     | $1000.00           | $230.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $772.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 6.0000%  | N/A     | $1646032.00        | $1680680.93        | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $9863480.00        | $6601055.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2043-01-20      | 3.0000%  | N/A     | $1000.00           | $109.19            | Agency Mortgage-Backed Securities         |
| FNMA_25-19A                                                      | 2055-03-25      | 1.5180%  | N/A     | $220614712.00      | $13525791.22       | Agency Collateralized Mortgage Obligation |

### Security 3: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2080025858.75
- **C.18.a - Value (excl. sponsor support):** $2080025858.75
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570501495.02
- **C.18.a - Value (excl. sponsor support):** $570501495.02
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56G8, C.4 - ISIN: US3130B56G84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998427.50
- **C.18.a - Value (excl. sponsor support):** $249998427.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDKSEXF7
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $49988483.00       | $47192840.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $49802757.00       | $47130956.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $52250000.00       | $48285859.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $49112269.00       | $48390066.90       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $39519642.00       | $35695737.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $47599379.00       | $43044315.76       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $78000000.00       | $46855450.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $59418959.00       | $47176508.17       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $51260391.00       | $48228264.63       | Agency Mortgage-Backed Securities |

### Security 7: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $440647275.00
- **C.18.a - Value (excl. sponsor support):** $440647275.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDKSEXV2
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 TPRN 43 | 2043-05-15      | 0.0000%  | N/A     | $22800.00          | $9304.95           | U.S. Treasuries (including strips) |
| TINT 02/15/45 | 2045-02-15      | 0.0000%  | N/A     | $14163244.72       | $5090695.05        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DB4, C.4 - ISIN: US3130B4DB47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $304996471.15
- **C.18.a - Value (excl. sponsor support):** $304996471.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $259668074.30
- **C.18.a - Value (excl. sponsor support):** $259668074.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDKSEYL3
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 6.0000%  | N/A     | $1847540.00        | $1428673.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.0000%  | N/A     | $49865998.00       | $3975155.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-12-01      | 3.0000%  | N/A     | $10928544.00       | $8195437.48        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2039-09-01      | 5.0000%  | N/A     | $10131680.00       | $1123856.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 5.5000%  | N/A     | $291000.00         | $277757.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 4.5000%  | N/A     | $490000.00         | $361051.85         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-03-01      | 1.5000%  | N/A     | $76118.00          | $49097.21          | Agency Mortgage-Backed Securities |

### Security 12: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344060988.81
- **C.18.a - Value (excl. sponsor support):** $344060988.81
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4016                                                       | 2042-03-15      | 2.0532%  | N/A     | $120553652.00      | $802841.89         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2050-03-25      | 1.5635%  | N/A     | $82901889.00       | $7842751.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                      | 2046-11-15      | 1.5532%  | N/A     | $107147046.00      | $4107308.45        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                        | 2030-09-25      | 2.9328%  | N/A     | $23715480.00       | $2920098.91        | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                                      | 2044-08-20      | 1.7611%  | N/A     | $47506714.00       | $802489.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_4885A                                                      | 2049-06-15      | 1.6032%  | N/A     | $44489213.00       | $1552097.10        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                      | 2042-10-25      | 1.6636%  | N/A     | $36714285.00       | $226012.39         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                                      | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $232280.80         | Agency Collateralized Mortgage Obligation |
| FNSTR_432                                                        | 2037-07-25      | 2.0000%  | N/A     | $13793175.00       | $735674.45         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30A                                                      | 2050-03-20      | 1.6111%  | N/A     | $10560142.00       | $636975.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5134C                                                      | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4510924.71        | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                      | 2049-11-25      | 1.5635%  | N/A     | $32999250.00       | $1273723.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                       | 2039-03-15      | 1.5532%  | N/A     | $135757553.00      | $249715.43         | Agency Collateralized Mortgage Obligation |
| FHLK_09-1                                                        | 2046-04-25      | 0.0000%  | N/A     | $40934565.00       | $3381103.46        | Agency Collateralized Mortgage Obligation |
| GNMA_11-51                                                       | 2041-04-20      | 2.1611%  | N/A     | $19416000.00       | $114428.90         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59A                                                      | 2053-04-20      | 1.3217%  | N/A     | $14000000.00       | $454068.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                      | 2054-08-25      | 0.7280%  | N/A     | $51662435.00       | $1475084.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-52M                                                      | 2049-04-20      | 1.6611%  | N/A     | $7640000.00        | $186676.79         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 1.5635%  | N/A     | $88819952.00       | $9491604.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                      | 2049-08-25      | 1.6136%  | N/A     | $28287714.00       | $827571.32         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                      | 2042-11-25      | 1.7135%  | N/A     | $29250000.00       | $449864.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_4978                                                       | 2040-05-25      | 4.0000%  | N/A     | $98513688.00       | $4404528.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                       | 2040-11-15      | 2.1532%  | N/A     | $21863608.00       | $256406.64         | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                                                     | 2052-07-20      | 0.0000%  | N/A     | $30000000.00       | $601532.94         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188L                                                     | 2050-12-20      | 1.8611%  | N/A     | $2848000.00        | $246488.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_39-66                                                      | 2041-12-15      | 1.4532%  | N/A     | $48000000.00       | $285486.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20              | 2040-02-20      | 1.8111%  | N/A     | $121950000.00      | $460159.66         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                       | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $109237.71         | Agency Collateralized Mortgage Obligation |
| GNMA_19-5D                                                       | 2049-01-20      | 1.7111%  | N/A     | $30597675.00       | $747722.10         | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                      | 2050-01-25      | 1.5135%  | N/A     | $6305000.00        | $354977.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                      | 2043-08-15      | 1.5532%  | N/A     | $300300000.00      | $4547074.19        | Agency Collateralized Mortgage Obligation |
| FNMA_18-65                                                       | 2048-01-25      | 4.0000%  | N/A     | $9500000.00        | $281565.53         | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                      | 2048-08-25      | 1.2635%  | N/A     | $23967000.00       | $490362.10         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                       | 2046-07-25      | 1.5635%  | N/A     | $20000000.00       | $612777.28         | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                                       | 2047-01-20      | 1.6611%  | N/A     | $25259773.00       | $814780.26         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115C                                                     | 2049-09-20      | 1.6611%  | N/A     | $7598875.00        | $167663.37         | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                                     | 2052-07-20      | 0.0000%  | N/A     | $20000000.00       | $303576.36         | Agency Collateralized Mortgage Obligation |
| FHLS_324-4B                                                      | 2043-12-15      | 4.0000%  | N/A     | $16227015.00       | $363405.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                      | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $220743.39         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23A                                                      | 2049-02-20      | 1.6111%  | N/A     | $33304063.00       | $728668.80         | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                                       | 2055-06-25      | 0.6500%  | N/A     | $212214110.00      | $6891865.44        | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                                        | 2048-01-25      | 1.7828%  | N/A     | $14136470.00       | $375777.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189L                                                     | 2049-12-20      | 1.6111%  | N/A     | $31002000.00       | $971018.73         | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                        | 2046-12-25      | 1.8908%  | N/A     | $11000000.00       | $804530.36         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                       | 2054-09-25      | 0.7780%  | N/A     | $101000000.00      | $2508434.10        | Agency Collateralized Mortgage Obligation |
| GNMA_10-89                                                       | 2040-07-20      | 1.4911%  | N/A     | $34433750.00       | $162475.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5386E                                                      | 2048-03-15      | 1.5532%  | N/A     | $58537884.00       | $5463681.41        | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                                      | 2045-04-20      | 4.0000%  | N/A     | $35165143.00       | $952470.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-09-15      | 4.5000%  | N/A     | $555933.00         | $103645.41         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                        | 2049-06-25      | 3.5646%  | N/A     | $6549068.00        | $1302841.76        | Agency Collateralized Mortgage Obligation |
| FHMS_K057                                                        | 2044-08-25      | 2.0648%  | N/A     | $61024401.00       | $1496882.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_39-33                                                      | 2041-10-15      | 1.6032%  | N/A     | $62969777.00       | $107679.93         | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                                       | 2054-09-25      | 1.0080%  | N/A     | $125000000.00      | $4437660.21        | Agency Collateralized Mortgage Obligation |
| FHSTR_365A                                                       | 2049-06-15      | 3.5000%  | N/A     | $41000000.00       | $1036627.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_4897B                                                      | 2049-07-15      | 1.6532%  | N/A     | $65434452.00       | $2088758.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                                      | 2054-07-25      | 0.8780%  | N/A     | $30000000.00       | $770334.49         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                                      | 2028-10-25      | 2.2142%  | N/A     | $13923482.00       | $981460.98         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155D                                                     | 2048-11-20      | 1.6611%  | N/A     | $230000.00         | $5889.30           | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                      | 2053-12-25      | 2.7280%  | N/A     | $25288459.00       | $1953341.09        | Agency Collateralized Mortgage Obligation |
| GNMA_16-69F                                                      | 2046-05-20      | 1.6611%  | N/A     | $28666666.00       | $591688.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                      | 2050-07-25      | 1.6636%  | N/A     | $29142400.00       | $2031001.13        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                      | 2050-05-25      | 1.5135%  | N/A     | $11870512.00       | $530027.41         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                      | 2040-12-25      | 1.5635%  | N/A     | $50000000.00       | $306379.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                      | 2049-07-15      | 1.6532%  | N/A     | $56459014.00       | $1286577.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039C                                                      | 2045-01-15      | 4.0000%  | N/A     | $21231370.00       | $831372.72         | Agency Collateralized Mortgage Obligation |
| GNMA_18-27B                                                      | 2048-02-20      | 4.5000%  | N/A     | $17217275.00       | $821944.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-44                                                      | 2028-08-15      | 4.5000%  | N/A     | $898353.00         | $0.32              | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                      | 2050-05-25      | 1.5635%  | N/A     | $16666666.00       | $881536.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-98              | 2043-07-20      | 1.8111%  | N/A     | $51408180.00       | $457742.18         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_16-60                                            | 2046-09-25      | 1.6636%  | N/A     | $52100000.00       | $619456.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                      | 2055-04-25      | 0.7780%  | N/A     | $31500000.00       | $1416107.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_4886B                                                      | 2042-03-15      | 1.5532%  | N/A     | $49937809.00       | $1372452.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                      | 2049-11-25      | 1.5635%  | N/A     | $24148291.00       | $1367856.71        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181F                                                     | 2050-12-20      | 1.8611%  | N/A     | $7559000.00        | $620599.60         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077             | 2028-05-25      | 2.2287%  | N/A     | $25391556.00       | $1510399.16        | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                       | 2043-05-25      | 2.3136%  | N/A     | $69433333.00       | $924160.39         | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                      | 2041-12-25      | 1.5135%  | N/A     | $107252046.00      | $514500.58         | Agency Collateralized Mortgage Obligation |
| FNMA_16-78                                                       | 2039-05-25      | 1.6636%  | N/A     | $67900000.00       | $787781.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5031E                                                      | 2040-01-25      | 5.0000%  | N/A     | $34645900.00       | $1757909.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000AA                                                     | 2050-08-25      | 2.0000%  | N/A     | $20000000.00       | $1527886.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                      | 2047-06-15      | 1.5532%  | N/A     | $62164503.00       | $3475037.66        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                                       | 2046-01-20      | 0.1228%  | N/A     | $63634638.00       | $94817.90          | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                                     | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $402645.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4892D                                                      | 2047-02-25      | 1.5635%  | N/A     | $114813627.00      | $3991106.82        | Agency Collateralized Mortgage Obligation |
| FHMS_K086                                                        | 2046-11-25      | 2.3007%  | N/A     | $31623689.00       | $2306296.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                      | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $884787.77         | Agency Collateralized Mortgage Obligation |
| GNMA_18-11E                                                      | 2046-07-20      | 3.5000%  | N/A     | $50860570.00       | $570612.46         | Agency Collateralized Mortgage Obligation |
| FNMA_24-105G                                                     | 2055-01-25      | 0.6780%  | N/A     | $213060287.00      | $5278205.03        | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                                      | 2057-04-16      | 0.5053%  | N/A     | $110000000.00      | $573079.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                      | 2050-08-25      | 1.6636%  | N/A     | $4500000.00        | $270482.60         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40                                                       | 2046-07-25      | 1.4136%  | N/A     | $39453154.00       | $936367.47         | Agency Collateralized Mortgage Obligation |
| FNMA_21-1D                                                       | 2050-11-25      | 3.0000%  | N/A     | $112609464.00      | $12178871.17       | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                                      | 2055-03-25      | 0.7948%  | N/A     | $595000000.00      | $20709287.85       | Agency Collateralized Mortgage Obligation |
| FNMA_21-45A                                                      | 2051-07-25      | 2.5000%  | N/A     | $8705000.00        | $985768.18         | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                      | 2040-10-25      | 1.5635%  | N/A     | $33422321.00       | $282917.73         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4821                                           | 2048-07-15      | 4.0000%  | N/A     | $7183818.00        | $7716028.34        | Agency Collateralized Mortgage Obligation |
| FNS427C71                                                        | 2049-10-25      | 3.0000%  | N/A     | $3900000.00        | $521523.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153             | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $454750.69         | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                                        | 2052-02-25      | 2.0000%  | N/A     | $35099931.00       | $1780446.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                                      | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $260067.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_4655D                                                      | 2047-02-15      | 3.0000%  | N/A     | $7713000.00        | $8476677.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130C                                                     | 2054-08-20      | 1.0717%  | N/A     | $20000000.00       | $650678.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                      | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1245591.25        | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                      | 2045-05-25      | 1.1636%  | N/A     | $85000000.00       | $1194661.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                                      | 2049-08-25      | 1.6136%  | N/A     | $75806978.00       | $2354012.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                                     | 2063-08-20      | 1.5717%  | N/A     | $30000000.00       | $897993.04         | Agency Collateralized Mortgage Obligation |
| GNMA_19-121E                                                     | 2049-08-20      | 1.6611%  | N/A     | $6500000.00        | $131136.36         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                      | 2043-02-25      | 1.5135%  | N/A     | $123256386.00      | $2333530.57        | Agency Collateralized Mortgage Obligation |
| GNMA_16-108F                                                     | 2046-08-20      | 1.6111%  | N/A     | $9000000.00        | $313004.37         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185B                                                     | 2050-12-20      | 2.0000%  | N/A     | $2330000.00        | $189047.86         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                                      | 2051-09-25      | 4.5000%  | N/A     | $3279000.00        | $493984.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                                      | 2049-03-25      | 1.6136%  | N/A     | $84300662.00       | $2734137.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                                      | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $1086145.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                      | 2054-08-25      | 0.7080%  | N/A     | $70000000.00       | $2540709.33        | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                      | 2050-05-25      | 1.6136%  | N/A     | $22318291.00       | $1388376.40        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                                       | 2052-01-20      | 0.0000%  | N/A     | $100000000.00      | $999695.84         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                           | 2045-06-25      | 1.1355%  | N/A     | $53140421.00       | $599970.06         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                                      | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $741020.62         | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW06                                                    | 2031-06-25      | 3.2080%  | N/A     | $13076482.00       | $1113386.71        | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                                      | 2042-10-20      | 4.0000%  | N/A     | $17684560.00       | $326643.46         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                                       | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $75464.26          | Agency Collateralized Mortgage Obligation |
| GNMA_19-108A                                                     | 2049-07-20      | 4.5000%  | N/A     | $5630608.00        | $305034.00         | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                      | 2042-12-25      | 2.2635%  | N/A     | $45267000.00       | $695954.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151               | 2049-10-20      | 3.5000%  | N/A     | $9882721.00        | $383591.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4750                | 2048-01-15      | 3.5000%  | N/A     | $18338480.00       | $19390111.96       | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                      | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1491553.03        | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                       | 2042-03-25      | 1.5135%  | N/A     | $85000000.00       | $748465.64         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68                                                       | 2046-05-20      | 4.0000%  | N/A     | $7500000.00        | $219711.96         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                               | 2027-01-25      | 2.8177%  | N/A     | $8516595.00        | $372991.24         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                                      | 2058-03-16      | 0.7394%  | N/A     | $27000000.00       | $182556.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                      | 2049-12-25      | 1.5635%  | N/A     | $40777284.00       | $1429060.45        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205K                                                     | 2052-12-20      | 1.8717%  | N/A     | $12000000.00       | $321757.83         | Agency Collateralized Mortgage Obligation |
| GNMA_20-7D                                                       | 2050-01-20      | 1.6111%  | N/A     | $16686252.00       | $501183.91         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75                                                       | 2045-08-20      | 3.5000%  | N/A     | $25312449.00       | $169955.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5086K                                                      | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1702641.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                      | 2050-03-25      | 1.6136%  | N/A     | $8977500.00        | $310203.15         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                      | 2042-03-25      | 2.0135%  | N/A     | $91164018.00       | $720693.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-142B                                                     | 2050-09-20      | 1.8611%  | N/A     | $8000000.00        | $616176.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                      | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $760091.88         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                        | 2037-06-25      | 2.0000%  | N/A     | $186881908.00      | $8482855.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018E                                                      | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $2068159.88        | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                                      | 2045-10-20      | 1.2111%  | N/A     | $18160000.00       | $127037.83         | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                                       | 2060-01-16      | 1.7940%  | N/A     | $7200000.00        | $557108.88         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                           | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $101666.17         | Agency Collateralized Mortgage Obligation |
| FHMS_K084                                                        | 2028-11-25      | 2.2428%  | N/A     | $30930260.00       | $2219701.14        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105G                                                     | 2055-01-25      | 0.0500%  | N/A     | $193060287.00      | $244970.18         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                                        | 2049-02-25      | 2.6201%  | N/A     | $3456352.00        | $418080.64         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-73                                            | 2048-10-25      | 3.5000%  | N/A     | $5190336.00        | $5538974.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                       | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3694004.44        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                                       | 2062-04-16      | 1.2987%  | N/A     | $9100000.00        | $606410.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                                       | 2065-10-16      | 0.9227%  | N/A     | $8840000.00        | $606858.69         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2048-05-25      | 1.6636%  | N/A     | $82712887.00       | $8001871.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                                      | 2051-02-25      | 2.0000%  | N/A     | $2000000.00        | $232346.62         | Agency Collateralized Mortgage Obligation |
| GNMA_18-49                                                       | 2048-04-20      | 4.0000%  | N/A     | $8400000.00        | $349136.08         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4817                                           | 2048-08-15      | 3.5000%  | N/A     | $7926912.00        | $8654655.68        | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                        | 2045-12-25      | 2.3142%  | N/A     | $28530506.00       | $2051407.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                                       | 2049-12-25      | 1.6136%  | N/A     | $345612857.00      | $11174844.23       | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                       | 2048-02-25      | 1.7135%  | N/A     | $50000000.00       | $744107.03         | Agency Collateralized Mortgage Obligation |
| GNMA_09-61                                                       | 2039-08-20      | 2.2611%  | N/A     | $258300000.00      | $479020.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                       | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $914055.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-10-15      | 1.7032%  | N/A     | $43225082.00       | $4663379.34        | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                      | 2046-08-25      | 1.5635%  | N/A     | $38400349.00       | $1347326.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_KW03                                                       | 2030-08-25      | 3.0563%  | N/A     | $14853933.00       | $854532.30         | Agency Collateralized Mortgage Obligation |
| FHMS_KW10                                                        | 2029-10-25      | 2.7233%  | N/A     | $7359088.00        | $706802.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.0000%  | N/A     | $100000000.00      | $1503500.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                       | 2041-04-15      | 2.1532%  | N/A     | $74504333.00       | $189773.91         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 5.0000%  | N/A     | $859655.00         | $163815.94         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128H                                                     | 2049-10-20      | 1.5611%  | N/A     | $15292399.00       | $554062.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                                      | 2055-04-20      | 0.1217%  | N/A     | $50000000.00       | $901369.02         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                           | 2040-12-15      | 2.0532%  | N/A     | $46000000.00       | $253433.47         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                           | 2036-12-25      | 2.7635%  | N/A     | $125000000.00      | $213522.60         | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                                                       | 2034-05-15      | 2.5000%  | N/A     | $22599278.00       | $186062.46         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134                                                      | 2050-09-20      | 3.0000%  | N/A     | $8366886.00        | $630158.00         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                       | 2042-08-25      | 1.6336%  | N/A     | $68500000.00       | $296862.87         | Agency Collateralized Mortgage Obligation |
| FNMA_19-72E                                                      | 2049-12-25      | 4.0000%  | N/A     | $16662375.00       | $321454.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                                      | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4741870.04        | Agency Collateralized Mortgage Obligation |
| FNMA_21-51A                                                      | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2520358.04        | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                                      | 2049-03-20      | 1.6611%  | N/A     | $16245490.00       | $432819.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539B                                                      | 2055-05-25      | 0.0000%  | N/A     | $59000000.00       | $116.77            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                            | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1261234.27        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                            | 2049-06-25      | 1.6136%  | N/A     | $118240000.00      | $4118359.51        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-73                                            | 2048-10-25      | 3.5000%  | N/A     | $12305642.00       | $13573535.80       | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                        | 2047-11-25      | 2.4767%  | N/A     | $10184660.00       | $545053.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                                     | 2045-01-15      | 1.6032%  | N/A     | $52600000.00       | $1012222.05        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                       | 2045-06-25      | 1.1836%  | N/A     | $59885082.00       | $837948.30         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65M                                                      | 2049-05-20      | 1.6611%  | N/A     | $8141610.00        | $236384.40         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-76                                            | 2058-10-25      | 4.0000%  | N/A     | $12252827.00       | $14123050.45       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4825                                           | 2048-09-15      | 3.5000%  | N/A     | $4735000.00        | $5298800.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056                | 2050-12-25      | 2.5000%  | N/A     | $11099121.00       | $1008519.29        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                          | 2030-10-25      | 2.7403%  | N/A     | $4357000.00        | $528828.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                      | 2055-04-25      | 1.5780%  | N/A     | $75000000.00       | $4994860.82        | Agency Collateralized Mortgage Obligation |
| GNMA_19-112M                                                     | 2049-09-20      | 1.6311%  | N/A     | $9390125.00        | $290736.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                      | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $213043.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                      | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1559681.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                                     | 2053-08-20      | 1.5617%  | N/A     | $30000000.00       | $793154.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101             | 2047-07-20      | 1.7611%  | N/A     | $17800000.00       | $501400.00         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138        | 2032-01-25      | 2.9799%  | N/A     | $5775000.00        | $902432.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5004D                                                      | 2050-07-25      | 1.7135%  | N/A     | $57228320.00       | $4140401.48        | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                                      | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $367275.64         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079 | 2046-07-25      | 2.2550%  | N/A     | $52113029.00       | $3237497.38        | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                      | 2048-06-25      | 1.7635%  | N/A     | $80378666.00       | $1493982.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502B                                                      | 2055-02-25      | 0.5531%  | N/A     | $59750000.00       | $1713343.16        | Agency Collateralized Mortgage Obligation |
| GNMA_19-15E                                                      | 2049-02-20      | 1.6111%  | N/A     | $3356000.00        | $84877.40          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | 2049-08-20      | 1.6111%  | N/A     | $502014.00         | $12478.90          | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                      | 2047-05-25      | 1.6636%  | N/A     | $141990914.00      | $2766326.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                      | 2048-02-15      | 1.7032%  | N/A     | $11000000.00       | $309828.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163             | 2046-02-16      | 1.0056%  | N/A     | $265344000.00      | $246130.36         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82D                                                      | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $1999522.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087                                                       | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2879338.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-214Q                                                     | 2051-12-20      | 3.5000%  | N/A     | $6405000.00        | $667940.18         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2048-05-25      | 4.0000%  | N/A     | $639801.00         | $102373.22         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11B                                                      | 2050-01-20      | 1.6611%  | N/A     | $2254000.00        | $66105.90          | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                                      | 2057-12-16      | 0.7012%  | N/A     | $22500000.00       | $186842.78         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                           | 2045-05-25      | 1.1636%  | N/A     | $41575000.00       | $370407.81         | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                        | 2034-04-25      | 5.6872%  | N/A     | $12979557.00       | $4772340.74        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4830                                           | 2048-07-15      | 4.0000%  | N/A     | $2905000.00        | $3413410.03        | Agency Collateralized Mortgage Obligation |
| GNMA_15-186C                                                     | 2045-12-20      | 4.0000%  | N/A     | $20431000.00       | $492039.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_4903F                                                      | 2049-08-25      | 1.6136%  | N/A     | $44070264.00       | $1546839.11        | Agency Collateralized Mortgage Obligation |
| FNMA_16-88D                                                      | 2046-12-25      | 1.6136%  | N/A     | $83467352.00       | $1287190.49        | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                      | 2043-03-25      | 1.6636%  | N/A     | $13066000.00       | $253461.23         | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                      | 2049-08-25      | 1.6136%  | N/A     | $104126044.00      | $3753790.30        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835             | 2048-10-15      | 3.5000%  | N/A     | $5140000.00        | $5324314.50        | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                                        | 2048-10-25      | 2.8685%  | N/A     | $20439073.00       | $2566691.86        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                      | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1253465.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-32C                                                      | 2055-05-25      | 0.7780%  | N/A     | $215000000.00      | $7751868.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                                      | 2062-02-16      | 0.7497%  | N/A     | $23000000.00       | $637622.94         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                                       | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $853217.46         | Agency Collateralized Mortgage Obligation |
| GNMA_20-98G                                                      | 2050-07-20      | 1.7611%  | N/A     | $2722000.00        | $157635.61         | Agency Collateralized Mortgage Obligation |
| FNMA_21-83C                                                      | 2050-09-25      | 3.0000%  | N/A     | $25781666.00       | $2469483.41        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                                      | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1853257.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                      | 2050-08-25      | 1.8280%  | N/A     | $25942664.00       | $1630340.18        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                      | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $680487.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.0000%  | N/A     | $150000000.00      | $147.21            | Agency Collateralized Mortgage Obligation |
| FHMS_K053                                                        | 2044-03-25      | 1.6479%  | N/A     | $7000673.00        | $77731.54          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-67                                            | 2048-09-25      | 3.5000%  | N/A     | $13153640.00       | $14770580.07       | Agency Collateralized Mortgage Obligation |
| FNMA_14-90                                                       | 2045-01-25      | 1.7135%  | N/A     | $188839821.00      | $2636418.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                                     | 2064-08-20      | 1.5717%  | N/A     | $52000000.00       | $960385.68         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                                       | 2039-12-16      | 1.6568%  | N/A     | $69177219.00       | $464024.16         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                       | 2054-09-25      | 1.1780%  | N/A     | $100000000.00      | $3325661.57        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                           | 2049-10-25      | 1.5135%  | N/A     | $50404811.00       | $3147912.89        | Agency Collateralized Mortgage Obligation |
| GNMA_16-60C                                                      | 2045-12-20      | 3.5000%  | N/A     | $16818861.00       | $528161.31         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                      | 2050-03-25      | 1.6136%  | N/A     | $110398000.00      | $4607653.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                                      | 2050-07-20      | 1.7611%  | N/A     | $3037000.00        | $223884.37         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4821                                           | 2048-05-15      | 4.0000%  | N/A     | $7000000.00        | $3276488.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4786                | 2048-02-15      | 3.5000%  | N/A     | $10101000.00       | $9490750.26        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                      | 2049-10-25      | 1.6136%  | N/A     | $55888578.00       | $1248879.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071M                                                      | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2997015.14        | Agency Collateralized Mortgage Obligation |
| GNMA_15-96C                                                      | 2045-07-20      | 3.5000%  | N/A     | $77028571.00       | $536355.55         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2049-09-25      | 1.6136%  | N/A     | $70650117.00       | $7367656.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                       | 2042-06-15      | 2.1032%  | N/A     | $88571428.00       | $773356.59         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081               | 2046-09-25      | 2.2346%  | N/A     | $8731524.00        | $589719.56         | Agency Collateralized Mortgage Obligation |
| FHMS_K135                                                        | 2031-10-25      | 0.1876%  | N/A     | $120328000.00      | $1156396.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                       | 2042-07-15      | 1.6532%  | N/A     | $110603899.00      | $562270.94         | Agency Collateralized Mortgage Obligation |
| FHSTR_329                                                        | 2044-01-15      | 4.0000%  | N/A     | $24213775.00       | $218274.82         | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                       | 2052-02-25      | 2.0000%  | N/A     | $6000000.00        | $3402456.72        | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                                       | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $165702.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-98              | 2049-08-20      | 1.6111%  | N/A     | $36174000.00       | $958003.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                      | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1210101.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-112A                                                     | 2050-08-20      | 1.8111%  | N/A     | $10863366.00       | $633380.77         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                       | 2045-11-25      | 1.8135%  | N/A     | $24418550.00       | $344651.29         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2049-11-25      | 1.5635%  | N/A     | $69606673.00       | $6631081.18        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_4901                                      | 2049-07-25      | 1.6636%  | N/A     | $84449463.00       | $2388257.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954B                                                      | 2050-02-25      | 1.6136%  | N/A     | $118078268.00      | $4843321.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_4616A                                                      | 2046-09-15      | 1.5532%  | N/A     | $51499650.00       | $1148072.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5132                                                       | 2051-08-25      | 3.0000%  | N/A     | $21525173.00       | $2303945.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                      | 2049-02-15      | 2.1532%  | N/A     | $26168899.00       | $758824.04         | Agency Collateralized Mortgage Obligation |
| GNMA_19-78B                                                      | 2049-06-20      | 1.6611%  | N/A     | $19160664.00       | $510377.74         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5159                | 2051-11-25      | 3.0000%  | N/A     | $36942166.00       | $3811186.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                      | 2055-02-25      | 1.2148%  | N/A     | $182000000.00      | $6338902.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205A                                                     | 2052-12-20      | 1.8417%  | N/A     | $12000000.00       | $318190.80         | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                        | 2033-07-25      | 2.9663%  | N/A     | $21909170.00       | $2601242.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                      | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $4286696.01        | Agency Collateralized Mortgage Obligation |
| FNMA_20-35L                                                      | 2050-02-25      | 4.5000%  | N/A     | $40857782.00       | $1360449.01        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                      | 2049-10-25      | 1.5635%  | N/A     | $54205919.00       | $4380775.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_4882B                                                      | 2049-05-15      | 1.6032%  | N/A     | $9396431.00        | $248548.42         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122J                                                     | 2048-08-20      | 1.6611%  | N/A     | $24689850.00       | $992666.05         | Agency Collateralized Mortgage Obligation |
| FHSTR_389                                                        | 2037-05-15      | 2.0000%  | N/A     | $57234111.00       | $2209563.29        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27B                                                      | 2052-12-25      | 6.0000%  | N/A     | $4112541.00        | $635904.51         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0000%  | N/A     | $70000000.00       | $318289.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                                      | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $501276.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167F                                                     | 2050-11-20      | 1.8611%  | N/A     | $7396000.00        | $650764.68         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                      | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $1048281.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_3942                                                       | 2041-10-15      | 2.0732%  | N/A     | $40600000.00       | $278095.31         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                            | 2049-06-25      | 3.0000%  | N/A     | $11368232.00       | $8810159.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-96C                                                      | 2049-08-20      | 1.6611%  | N/A     | $8144000.00        | $288775.64         | Agency Collateralized Mortgage Obligation |
| GNMA_19-152C                                                     | 2049-12-20      | 1.6111%  | N/A     | $6268000.00        | $167579.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                      | 2044-03-25      | 1.5135%  | N/A     | $43898226.00       | $1268425.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5036N                                                      | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $269425.25         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47R                                                      | 2050-04-20      | 4.0000%  | N/A     | $6728012.00        | $308966.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                      | 2050-01-15      | 1.5532%  | N/A     | $48543875.00       | $4801304.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-87                                                       | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $39566.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22              | 2045-02-20      | 1.1611%  | N/A     | $27000000.00       | $723339.87         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135F                                                     | 2051-08-20      | 0.0000%  | N/A     | $32416186.00       | $276271.18         | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                                      | 2051-11-20      | 3.5000%  | N/A     | $9825019.00        | $965862.97         | Agency Collateralized Mortgage Obligation |
| GNMA_19-90H                                                      | 2049-07-20      | 1.6611%  | N/A     | $29690784.00       | $868265.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                                      | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $2069641.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                      | 2051-09-25      | 1.5280%  | N/A     | $17311159.00       | $1325939.19        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176B                                                     | 2050-11-20      | 2.0000%  | N/A     | $2200000.00        | $177894.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                                      | 2051-06-20      | 3.0000%  | N/A     | $3100000.00        | $347638.38         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                      | 2049-10-25      | 1.6136%  | N/A     | $36516371.00       | $1076331.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                      | 2042-04-15      | 2.0032%  | N/A     | $62000000.00       | $271268.63         | Agency Collateralized Mortgage Obligation |
| FREMF_KW07                                                       | 2031-10-25      | 3.0844%  | N/A     | $13417851.00       | $1181772.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                      | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $982433.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                      | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $419657.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531E                                                      | 2051-09-25      | 3.5000%  | N/A     | $54472151.00       | $10263049.65       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076              | 2046-06-25      | 2.2539%  | N/A     | $64578830.00       | $3789590.56        | Agency Collateralized Mortgage Obligation |
| FHSTR_354                                                        | 2046-11-15      | 4.0000%  | N/A     | $33515735.00       | $1511779.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                      | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $755431.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                                      | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1396213.99        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                           | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $8095257.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                       | 2043-12-15      | 1.5532%  | N/A     | $14600000.00       | $98743.62          | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                      | 2045-06-25      | 1.1636%  | N/A     | $160000000.00      | $1485481.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                      | 2049-12-25      | 1.5635%  | N/A     | $46553866.00       | $2009560.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005B                                                      | 2040-08-25      | 4.0000%  | N/A     | $35713338.00       | $1262735.70        | Agency Collateralized Mortgage Obligation |
| FNSTR_444                                                        | 2052-09-25      | 3.5000%  | N/A     | $19827969.00       | $3723590.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5413E                                                      | 2051-08-25      | 1.0000%  | N/A     | $8562215.00        | $4727273.57        | Agency Collateralized Mortgage Obligation |
| GNMA_16-153D                                                     | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $368297.61         | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                                       | 2052-01-20      | 0.0000%  | N/A     | $67000000.00       | $1005040.66        | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                        | 2063-02-25      | 5.7786%  | N/A     | $3531092.00        | $1384555.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151             | 2049-12-20      | 3.5000%  | N/A     | $8400000.00        | $427423.73         | Agency Collateralized Mortgage Obligation |
| FNMA_21-47A                                                      | 2049-10-25      | 2.5000%  | N/A     | $450000.00         | $43573.31          | Agency Collateralized Mortgage Obligation |
| GNMA_14-19                                                       | 2044-02-16      | 1.6568%  | N/A     | $38181818.00       | $286862.03         | Agency Collateralized Mortgage Obligation |
| FHSTR_363                                                        | 2048-09-15      | 4.0000%  | N/A     | $20913914.00       | $389483.35         | Agency Collateralized Mortgage Obligation |
| FNMA_25-32C                                                      | 2055-05-25      | 0.0000%  | N/A     | $125500000.00      | $2355844.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-42                                                       | 2051-03-20      | 1.9111%  | N/A     | $4137000.00        | $379363.67         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                                      | 2062-01-16      | 0.6175%  | N/A     | $25700000.00       | $681708.25         | Agency Collateralized Mortgage Obligation |
| GNMA_23-166C                                                     | 2053-11-20      | 0.8117%  | N/A     | $50000000.00       | $615603.12         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0780%  | N/A     | $70000000.00       | $226140.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                       | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $71916.55          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2045-01-25      | 2.0789%  | N/A     | $16773620.00       | $525037.58         | Agency Collateralized Mortgage Obligation |
| GNMA_16-82M                                                      | 2046-06-20      | 3.5000%  | N/A     | $11455473.00       | $378407.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                       | 2044-07-20      | 0.9311%  | N/A     | $15000000.00       | $361060.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                       | 2045-01-15      | 1.1532%  | N/A     | $82000000.00       | $738213.20         | Agency Collateralized Mortgage Obligation |
| FHMS_KS07                                                        | 2025-09-25      | 0.5903%  | N/A     | $8175773.00        | $16045.13          | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                                      | 2043-11-20      | 1.6111%  | N/A     | $50655000.00       | $750959.97         | Agency Collateralized Mortgage Obligation |
| FNMA_20-34G                                                      | 2050-06-25      | 1.6136%  | N/A     | $31926820.00       | $1822337.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906                                                       | 2049-09-25      | 1.6636%  | N/A     | $61607054.00       | $1821440.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                       | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $368837.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                       | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $108335.85         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                                     | 2050-10-20      | 1.8611%  | N/A     | $10000000.00       | $764548.14         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                      | 2049-11-25      | 1.6136%  | N/A     | $33282680.00       | $1165798.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                      | 2041-04-15      | 2.1032%  | N/A     | $21899370.00       | $290884.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157A                                                     | 2054-09-20      | 1.0717%  | N/A     | $30000000.00       | $979112.24         | Agency Collateralized Mortgage Obligation |
| GNMA_23-23B                                                      | 2053-02-20      | 0.0000%  | N/A     | $50000000.00       | $741262.65         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-30                                            | 2048-05-25      | 4.0000%  | N/A     | $4640000.00        | $4998052.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                       | 2045-05-15      | 1.1532%  | N/A     | $36726000.00       | $399997.13         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                      | 2044-06-25      | 1.7635%  | N/A     | $32328000.00       | $251468.18         | Agency Collateralized Mortgage Obligation |
| GNMA_20-116J                                                     | 2050-08-20      | 1.7611%  | N/A     | $10000000.00       | $657048.13         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                       | 2046-10-25      | 1.5635%  | N/A     | $18582352.00       | $611982.24         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                       | 2049-07-25      | 1.6136%  | N/A     | $14527000.00       | $532924.34         | Agency Collateralized Mortgage Obligation |
| GNMA_18-164B                                                     | 2048-12-20      | 1.6611%  | N/A     | $8149158.00        | $181763.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                                      | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3778719.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                                      | 2065-05-16      | 0.9032%  | N/A     | $20254243.00       | $1345954.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                      | 2042-07-15      | 2.2532%  | N/A     | $23218083.00       | $162510.78         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115K                                                     | 2048-08-20      | 1.7611%  | N/A     | $22045674.00       | $387215.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-86                                                       | 2067-09-16      | 0.0000%  | N/A     | $271739257.00      | $17406801.59       | Agency Collateralized Mortgage Obligation |
| FHLMC_5386G                                                      | 2049-06-15      | 1.6032%  | N/A     | $23750082.00       | $2335223.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4831                | 2048-10-15      | 3.5000%  | N/A     | $8464536.00        | $9372099.88        | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                         | 2049-10-25      | 1.6136%  | N/A     | $45076729.00       | $1389523.58        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2049-11-25      | 1.6136%  | N/A     | $96587793.00       | $8842743.11        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014              | 2055-10-25      | 2.7754%  | N/A     | $15452001.00       | $2046939.75        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                      | 2049-10-25      | 1.5635%  | N/A     | $22607858.00       | $512420.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                      | 2043-01-15      | 4.0000%  | N/A     | $960964.00         | $162145.68         | Agency Collateralized Mortgage Obligation |
| GNMA_25-87                                                       | 2055-05-20      | 0.7500%  | N/A     | $170000000.00      | $7911686.67        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                       | 2045-05-25      | 1.2135%  | N/A     | $61902119.00       | $875446.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                      | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $144265.72         | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                      | 2049-12-25      | 1.5635%  | N/A     | $4500000.00        | $136262.26         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                                      | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $7061540.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                       | 2050-06-25      | 1.6136%  | N/A     | $65266187.00       | $2330068.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-13                                                       | 2067-01-16      | 0.7478%  | N/A     | $107001558.00      | $7300970.96        | Agency Collateralized Mortgage Obligation |
| FNMA_25-32A                                                      | 2055-05-25      | 0.9280%  | N/A     | $86889887.00       | $4330720.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                                     | 2051-08-20      | 3.0000%  | N/A     | $5292123.00        | $662873.80         | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                      | 2053-11-25      | 1.6280%  | N/A     | $74472971.00       | $3324611.51        | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                                      | 2034-10-25      | 5.4934%  | N/A     | $10636777.00       | $3941300.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051B                                                      | 2050-12-25      | 3.0000%  | N/A     | $119166666.00      | $11463026.03       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110             | 2049-09-20      | 1.6611%  | N/A     | $34167000.00       | $976002.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-107                                                      | 2054-06-20      | 1.3717%  | N/A     | $30000000.00       | $599024.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                      | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2213355.54        | Agency Collateralized Mortgage Obligation |
| FNMA_20-62E                                                      | 2050-09-25      | 2.0000%  | N/A     | $5400034.00        | $411917.70         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                                      | 2057-01-16      | 0.4928%  | N/A     | $35098788.00       | $214669.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5010D                                                      | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4616183.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                                      | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1607711.52        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2044-09-25      | 2.0021%  | N/A     | $5174721.00        | $132430.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                      | 2049-10-25      | 1.6136%  | N/A     | $37957596.00       | $824981.39         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                        | 2042-04-25      | 2.5000%  | N/A     | $27058058.00       | $2222512.43        | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                                      | 2045-08-20      | 1.7611%  | N/A     | $22237939.00       | $257686.19         | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                                      | 2049-03-20      | 1.6111%  | N/A     | $43490980.00       | $866517.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                      | 2035-08-15      | 1.6032%  | N/A     | $200000000.00      | $183363.47         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                       | 2044-11-25      | 1.6636%  | N/A     | $100000000.00      | $947466.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4764D                                                      | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $446131.68         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 1.5135%  | N/A     | $50544901.00       | $4384215.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                                     | 2052-09-20      | 0.3717%  | N/A     | $15500000.00       | $422374.04         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K732                                                    | 2025-09-25      | 0.0000%  | N/A     | $28575158.00       | $27044472.51       | Agency Collateralized Mortgage Obligation |
| FHLMC_5441A                                                      | 2054-08-25      | 0.6280%  | N/A     | $131800800.00      | $4141823.82        | Agency Collateralized Mortgage Obligation |
| GNMA_19-103B                                                     | 2049-08-20      | 1.6111%  | N/A     | $12656000.00       | $372096.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                                      | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8979272.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167D                                                     | 2053-11-20      | 1.1717%  | N/A     | $30000000.00       | $445208.91         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 1.5635%  | N/A     | $52006853.00       | $4927183.87        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43B                                                      | 2052-07-25      | 1.0780%  | N/A     | $8786000.00        | $413118.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_4395                                                       | 2026-05-15      | 4.0000%  | N/A     | $1004960.00        | $1.08              | Agency Collateralized Mortgage Obligation |
| GNMA_16-79                                                       | 2046-06-20      | 3.5000%  | N/A     | $60441196.00       | $495258.93         | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                                      | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $10462266.95       | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                      | 2048-03-15      | 1.7532%  | N/A     | $25941382.00       | $441200.18         | Agency Collateralized Mortgage Obligation |
| GNMA_19-56B                                                      | 2049-05-20      | 1.7111%  | N/A     | $38251837.00       | $651409.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531D                                                      | 2050-10-25      | 3.0000%  | N/A     | $786666.00         | $135498.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5416B                                                      | 2054-06-25      | 1.4780%  | N/A     | $50000000.00       | $2087273.89        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $97423.81          | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                        | 2028-10-25      | 2.2925%  | N/A     | $28128058.00       | $2038011.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                                       | 2062-10-16      | 1.0121%  | N/A     | $12900000.00       | $743445.26         | Agency Collateralized Mortgage Obligation |
| FHMS_K063                                                        | 2027-02-25      | 0.0000%  | N/A     | $25736894.00       | $886067.11         | Agency Collateralized Mortgage Obligation |
| FNMA_20-95A                                                      | 2047-12-25      | 4.0000%  | N/A     | $40026590.00       | $4426742.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-160A                                                     | 2050-10-20      | 1.8611%  | N/A     | $10000000.00       | $951533.05         | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                                      | 2063-10-16      | 0.9893%  | N/A     | $22000000.00       | $1213304.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-83B                                                      | 2052-05-20      | 3.0000%  | N/A     | $9851943.00        | $8374161.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                                     | 2050-08-20      | 1.7611%  | N/A     | $3823000.00        | $212268.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                       | 2042-08-15      | 1.6032%  | N/A     | $15661571.00       | $301436.05         | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                                      | 2057-03-16      | 0.5171%  | N/A     | $64102666.00       | $221188.64         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 4.0000%  | N/A     | $1371181.00        | $260939.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5158E                                                      | 2035-05-25      | 3.0000%  | N/A     | $79247133.00       | $3209187.22        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-75                                            | 2048-10-25      | 4.0000%  | N/A     | $21440218.00       | $11075029.35       | Agency Collateralized Mortgage Obligation |
| FREMF_K-158                                                      | 2033-07-25      | 2.7768%  | N/A     | $17252021.00       | $6822249.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.7114%  | N/A     | $150000000.00      | $4828020.00        | Agency Collateralized Mortgage Obligation |
| GNMA_19-43G                                                      | 2049-02-20      | 4.5000%  | N/A     | $18153405.00       | $66350.16          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104             | 2047-02-25      | 1.8930%  | N/A     | $7599992.00        | $588178.11         | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                                      | 2041-10-20      | 1.6611%  | N/A     | $54019000.00       | $529574.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30              | 2053-09-16      | 0.5327%  | N/A     | $100000000.00      | $176504.80         | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                       | 2055-02-25      | 0.7780%  | N/A     | $77000000.00       | $2197720.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175G                                                     | 2051-10-20      | 3.0000%  | N/A     | $3125000.00        | $383946.89         | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                        | 2037-04-15      | 2.0000%  | N/A     | $5041017.00        | $312057.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                      | 2050-02-25      | 1.6136%  | N/A     | $136016008.00      | $4405347.20        | Agency Collateralized Mortgage Obligation |

### Security 14: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399998620.00
- **C.18.a - Value (excl. sponsor support):** $399998620.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $682448157.07
- **C.18.a - Value (excl. sponsor support):** $682448157.07
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Z0, C.4 - ISIN: US3130B52Z02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $906666033.60
- **C.18.a - Value (excl. sponsor support):** $906666033.60
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5B72, C.4 - ISIN: US3130B5B721, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $761171929.86
- **C.18.a - Value (excl. sponsor support):** $761171929.86
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2942783902.52
- **C.18.a - Value (excl. sponsor support):** $2942783902.52
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDKSEYR0
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | N/A     | $38208000.00       | $62220082.76       | U.S. Treasuries (including strips) |

### Security 20: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $442054080.91
- **C.18.a - Value (excl. sponsor support):** $442054080.91
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LJ8, C.4 - ISIN: US3130B4LJ80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $471296568.94
- **C.18.a - Value (excl. sponsor support):** $471296568.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDKSEZA6
- **C.18 - Value (incl. sponsor support):** $84500000.00
- **C.18.a - Value (excl. sponsor support):** $84500000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $89598405.00       | $86190000.54       | Agency Mortgage-Backed Securities |

### Security 23: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266694852.69
- **C.18.a - Value (excl. sponsor support):** $266694852.69
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56E3, C.4 - ISIN: US3130B56E37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997057.50
- **C.18.a - Value (excl. sponsor support):** $249997057.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110294693.47
- **C.18.a - Value (excl. sponsor support):** $110294693.47
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99660482.56
- **C.18.a - Value (excl. sponsor support):** $99660482.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $356585978.51
- **C.18.a - Value (excl. sponsor support):** $356585978.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZT1, C.4 - ISIN: US3130B4ZT17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $953193232.28
- **C.18.a - Value (excl. sponsor support):** $953193232.28
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $1051219968.00     | $679741051.63      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | N/A     | $46937.00          | $48237.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 7.0000%  | N/A     | $1441022.00        | $1524361.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-03-15      | 3.1000%  | N/A     | $76954.00          | $65599.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $552265728.00      | $355604154.17      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-12-15      | 5.5900%  | N/A     | $925564.00         | $946505.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | N/A     | $4396592.00        | $3741693.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $688500.00         | $672344.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $1134310.00        | $1102116.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.0000%  | N/A     | $1499294.00        | $1459847.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $11887920.00       | $11890418.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 5.0000%  | N/A     | $182164.00         | $82533.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $1634830.00        | $1597409.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | N/A     | $125370496.00      | $126216977.82      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $162546688.00      | $79812526.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 6.5000%  | N/A     | $1581898.00        | $1630812.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 4.0000%  | N/A     | $3311488.00        | $519990.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | N/A     | $44000.00          | $6963.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.0000%  | N/A     | $389460000.00      | $187311301.42      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.3600%  | N/A     | $3719732.00        | $3741517.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-05-15      | 4.9400%  | N/A     | $50000.00          | $48652.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 6.5000%  | N/A     | $43047.00          | $17889.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $1145908.00        | $1169938.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $687507456.00      | $422938320.67      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-09-20      | 4.5000%  | N/A     | $170957.00         | $8835.24           | Agency Mortgage-Backed Securities |

### Security 30: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5449B                                          | 2054-07-25      | 1.5780%  | N/A     | $108000000.00      | $4221807.18        | Agency Collateralized Mortgage Obligation |
| GNMA_14-21                                           | 2044-02-16      | 1.1068%  | N/A     | $124834176.00      | $920338.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_5545C                                          | 2036-04-25      | 5.2500%  | N/A     | $15050999.00       | $15225277.02       | Agency Collateralized Mortgage Obligation |
| GNMA_25-81N                                          | 2055-02-20      | 1.5717%  | N/A     | $47178624.00       | $3420403.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $91096448.00       | $757767.68         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.7780%  | N/A     | $184846000.00      | $4526614.21        | Agency Collateralized Mortgage Obligation |
| FNMA_24-42B                                          | 2054-07-25      | 2.7580%  | N/A     | $8000000.00        | $551075.80         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                           | 2055-02-25      | 0.7780%  | N/A     | $101000000.00      | $2868262.66        | Agency Collateralized Mortgage Obligation |
| FNMA_25-13C                                          | 2055-03-25      | 0.8780%  | N/A     | $323948000.00      | $13581446.34       | Agency Collateralized Mortgage Obligation |
| FNMA_21-45L                                          | 2051-07-25      | 0.0000%  | N/A     | $99860223.00       | $337499.20         | Agency Collateralized Mortgage Obligation |
| GNMA_19-133B                                         | 2049-10-20      | 0.0000%  | N/A     | $50000000.00       | $232709.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.3120%  | N/A     | $155000000.00      | $2762813.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545E                                          | 2055-06-25      | 5.2500%  | N/A     | $43857408.00       | $43421034.10       | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 1.0000%  | N/A     | $7750000.00        | $148647.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2038-03-20      | 2.0311%  | N/A     | $33619520.00       | $241792.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5269B                                          | 2052-10-25      | 0.2080%  | N/A     | $200000000.00      | $6444747.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-105F                                         | 2051-03-20      | 2.8717%  | N/A     | $17912320.00       | $3514750.66        | Agency Collateralized Mortgage Obligation |
| FNMA_20-54C                                          | 2050-08-25      | 1.7135%  | N/A     | $25000000.00       | $1294744.61        | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                          | 2048-04-25      | 1.7635%  | N/A     | $20327840.00       | $523689.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.8957%  | N/A     | $113352960.00      | $4970600.54        | Agency Collateralized Mortgage Obligation |
| GNMA_18-148A                                         | 2048-10-20      | 0.0000%  | N/A     | $50000000.00       | $171707.47         | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                         | 2053-11-20      | 1.6717%  | N/A     | $100000000.00      | $1754381.66        | Agency Collateralized Mortgage Obligation |
| FNMA_22-23E                                          | 2050-03-25      | 0.0780%  | N/A     | $201469952.00      | $5522796.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                          | 2054-08-25      | 1.4280%  | N/A     | $150000000.00      | $7628283.11        | Agency Collateralized Mortgage Obligation |
| FNMA_24-27A                                          | 2054-05-25      | 2.0980%  | N/A     | $45000000.00       | $3215349.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                         | 2051-09-20      | 1.8611%  | N/A     | $25000000.00       | $2374784.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                           | 2055-01-20      | 1.5717%  | N/A     | $95000000.00       | $3265821.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                          | 2053-08-20      | 1.0000%  | N/A     | $5759608.00        | $71713.38          | Agency Collateralized Mortgage Obligation |
| FNMA_24-88G                                          | 2054-12-25      | 1.6280%  | N/A     | $46953856.00       | $2475493.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_4915B                                          | 2049-09-25      | 1.6336%  | N/A     | $7004592.00        | $362596.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-61N                                          | 2054-02-20      | 1.0000%  | N/A     | $2483668.00        | $25557.49          | Agency Collateralized Mortgage Obligation |
| FHLMC_5501C                                          | 2055-02-25      | 2.7780%  | N/A     | $9060000.00        | $869649.51         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34B                                          | 2055-05-25      | 0.8280%  | N/A     | $150000000.00      | $4576351.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5325A                                          | 2052-11-25      | 1.3780%  | N/A     | $21555680.00       | $2452631.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $1663195.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81R                                          | 2054-08-20      | 1.5717%  | N/A     | $125217152.00      | $7199861.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                          | 2050-04-20      | 0.0000%  | N/A     | $123290368.00      | $1033107.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5421E                                          | 2054-06-25      | 0.8280%  | N/A     | $170226688.00      | $5273592.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5269E                                          | 2052-10-25      | 0.8580%  | N/A     | $82672000.00       | $3072500.03        | Agency Collateralized Mortgage Obligation |
| GNMA_21-205B                                         | 2051-11-20      | 0.0000%  | N/A     | $85000000.00       | $442914.21         | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                          | 2049-08-20      | 1.6611%  | N/A     | $15387232.00       | $644831.37         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 1.4922%  | N/A     | $130500000.00      | $5226831.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68  | 2040-06-20      | 2.1411%  | N/A     | $170503936.00      | $411059.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107D                                         | 2048-10-20      | 0.0000%  | N/A     | $7621176.00        | $301638.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4750C                                          | 2048-01-15      | 1.7532%  | N/A     | $50000000.00       | $875728.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-24A                                          | 2053-02-20      | 1.8717%  | N/A     | $2000000.00        | $85916.41          | Agency Collateralized Mortgage Obligation |
| GNMA_24-180E                                         | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $3694209.56        | Agency Collateralized Mortgage Obligation |
| GNMA_17-161A                                         | 2047-10-20      | 1.8111%  | N/A     | $10000000.00       | $453361.48         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 1.8717%  | N/A     | $2000000.00        | $85915.18          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_07-44                                | 2037-05-25      | 2.0036%  | N/A     | $49813952.00       | $58441.42          | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                         | 2054-07-20      | 2.2717%  | N/A     | $200000000.00      | $10804344.03       | Agency Collateralized Mortgage Obligation |
| FNMA_18-77B                                          | 2048-10-25      | 1.7635%  | N/A     | $61371200.00       | $1069619.06        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.6111%  | N/A     | $45319616.00       | $745422.80         | Agency Collateralized Mortgage Obligation |
| FNMA_22-70A                                          | 2052-10-25      | 0.8180%  | N/A     | $110000000.00      | $4696831.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.4133%  | N/A     | $5848704.00        | $4346679.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                          | 2054-11-20      | 1.0000%  | N/A     | $8715536.00        | $174310.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2R                                           | 2052-08-20      | 1.6717%  | N/A     | $28902688.00       | $2624455.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160J                                         | 2054-09-20      | 0.4717%  | N/A     | $200000000.00      | $4733971.62        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19                                           | 2052-01-20      | 0.0000%  | N/A     | $302070000.00      | $787029.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                          | 2054-02-20      | 1.4017%  | N/A     | $100000000.00      | $3053862.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135 | 2046-10-20      | 1.6611%  | N/A     | $21466688.00       | $457172.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q                                          | 2054-06-20      | 1.0000%  | N/A     | $7228904.00        | $162650.34         | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                          | 2055-04-20      | 1.5217%  | N/A     | $100000000.00      | $6490294.99        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.7780%  | N/A     | $75000000.00       | $3498091.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-91C                                          | 2054-12-25      | 1.5780%  | N/A     | $9353744.00        | $521450.50         | Agency Collateralized Mortgage Obligation |
| GNMA_22-22L                                          | 2050-05-20      | 0.0000%  | N/A     | $107470208.00      | $1086441.22        | Agency Collateralized Mortgage Obligation |
| GNMA_13-106F                                         | 2043-07-20      | 1.7111%  | N/A     | $120785664.00      | $1061646.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.1611%  | N/A     | $121075000.00      | $1130540.79        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 1.5780%  | N/A     | $100000000.00      | $2816936.98        | Agency Collateralized Mortgage Obligation |
| GNMA_19-106A                                         | 2049-08-20      | 0.0000%  | N/A     | $50000000.00       | $232170.74         | Agency Collateralized Mortgage Obligation |
| FNMA_12-66                                           | 2041-03-25      | 2.2635%  | N/A     | $57704446.00       | $5559.20           | Agency Collateralized Mortgage Obligation |
| GNMA_25-50C                                          | 2055-03-20      | 1.0217%  | N/A     | $200000000.00      | $10578263.42       | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                          | 2055-02-20      | 1.0717%  | N/A     | $497300000.00      | $14953713.39       | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.3280%  | N/A     | $150000000.00      | $5695419.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                           | 2052-01-20      | 0.0000%  | N/A     | $168729600.00      | $813652.89         | Agency Collateralized Mortgage Obligation |
| FNMA_24-105H                                         | 2055-01-25      | 0.0000%  | N/A     | $75000000.00       | $1121481.76        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 2.6955%  | N/A     | $212000000.00      | $16350649.11       | Agency Collateralized Mortgage Obligation |
| FHLMC_5355B                                          | 2053-11-25      | 1.6480%  | N/A     | $125000000.00      | $5867459.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180H                                         | 2054-11-20      | 2.2717%  | N/A     | $75000000.00       | $2613978.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 5.5000%  | N/A     | $4412000.00        | $4417901.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-06-20      | 1.6811%  | N/A     | $20000000.00       | $141912.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5408C                                          | 2054-05-25      | 2.7780%  | N/A     | $150312448.00      | $11506710.30       | Agency Collateralized Mortgage Obligation |
| GNMA_22-103E                                         | 2050-05-20      | 3.8739%  | N/A     | $37900416.00       | $25563049.42       | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                         | 2053-12-20      | 1.4717%  | N/A     | $150000000.00      | $3069514.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                         | 2054-10-20      | 1.1217%  | N/A     | $738826240.00      | $23992001.94       | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                         | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $366952.62         | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 1.8280%  | N/A     | $37499999.00       | $1433173.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                         | 2054-07-20      | 1.6717%  | N/A     | $60000000.00       | $3735053.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438D                                          | 2054-08-25      | 1.5780%  | N/A     | $84826368.00       | $3126945.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 2.2217%  | N/A     | $259000000.00      | $11594312.82       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 1.0000%  | N/A     | $4350000.00        | $95290.37          | Agency Collateralized Mortgage Obligation |
| FHLMC_5258D                                          | 2052-08-25      | 1.6280%  | N/A     | $73237200.00       | $4294732.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                          | 2055-05-20      | 0.0000%  | N/A     | $350000000.00      | $5249650.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                          | 2054-04-20      | 1.6717%  | N/A     | $114978560.00      | $3540906.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499H                                          | 2055-02-25      | 1.1780%  | N/A     | $202000000.00      | $7055249.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                         | 2052-11-20      | 1.8217%  | N/A     | $9248816.00        | $152811.56         | Agency Collateralized Mortgage Obligation |
| GNMA_24-199A                                         | 2054-12-20      | 0.0217%  | N/A     | $50000000.00       | $964297.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q                                          | 2054-07-20      | 0.8717%  | N/A     | $118763264.00      | $5344228.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009E                                          | 2050-06-25      | 1.7135%  | N/A     | $41463168.00       | $2082929.75        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32D                                          | 2046-06-25      | 1.5635%  | N/A     | $21263648.00       | $460318.59         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19B                                          | 2053-02-20      | 0.6717%  | N/A     | $100000000.00      | $2904644.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5348                                           | 2053-10-25      | 2.1780%  | N/A     | $94420000.00       | $5929969.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 1.0000%  | N/A     | $3850000.00        | $84301.70          | Agency Collateralized Mortgage Obligation |
| GNMA_17-141G                                         | 2047-09-20      | 1.7611%  | N/A     | $20658816.00       | $540631.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                           | 2053-08-20      | 1.8217%  | N/A     | $28997408.00       | $1737595.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-215A                                         | 2052-12-20      | 2.5217%  | N/A     | $8000000.00        | $415064.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 1.7280%  | N/A     | $125000000.00      | $5932939.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                          | 2054-09-25      | 1.5780%  | N/A     | $100000000.00      | $5100951.22        | Agency Collateralized Mortgage Obligation |
| FNMA_13-72                                           | 2043-07-25      | 1.7135%  | N/A     | $65450000.00       | $1009820.78        | Agency Collateralized Mortgage Obligation |
| GNMA_22-56A                                          | 2052-03-20      | 0.0000%  | N/A     | $234000000.00      | $1180553.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176                                          | 2051-09-20      | 0.0000%  | N/A     | $125621120.00      | $159578.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                         | 2053-12-20      | 2.7217%  | N/A     | $105300000.00      | $5449846.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81T                                          | 2053-12-20      | 1.0000%  | N/A     | $4613680.00        | $92273.60          | Agency Collateralized Mortgage Obligation |
| GNMA_23-75E                                          | 2049-10-20      | 1.6111%  | N/A     | $44926976.00       | $4508259.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-01-16      | 1.5069%  | N/A     | $75200000.00       | $277113.74         | Agency Collateralized Mortgage Obligation |
| GNMA_22-146D                                         | 2052-08-20      | 1.6717%  | N/A     | $26525312.00       | $1225260.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8E                                           | 2054-08-20      | 0.9217%  | N/A     | $109033600.00      | $2931293.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                         | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $3584762.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-62A                                          | 2054-04-20      | 1.1217%  | N/A     | $70000000.00       | $2257541.71        | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 2.5780%  | N/A     | $50000000.00       | $2867060.81        | Agency Collateralized Mortgage Obligation |
| GNMA_19-126A                                         | 2049-10-20      | 1.6111%  | N/A     | $11500000.00       | $335079.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.8815%  | N/A     | $205000000.00      | $3945587.40        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                          | 2042-10-25      | 2.2136%  | N/A     | $82857088.00       | $964156.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                         | 2054-10-20      | 1.1217%  | N/A     | $333273088.00      | $12423173.83       | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 0.7004%  | N/A     | $352869376.00      | $12371600.32       | Agency Collateralized Mortgage Obligation |
| GNMA_21-104F                                         | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $687072.92         | Agency Collateralized Mortgage Obligation |
| GNMA_22-211A                                         | 2052-12-20      | 1.1717%  | N/A     | $25000000.00       | $426904.01         | Agency Collateralized Mortgage Obligation |
| FNMA_12-40                                           | 2042-04-25      | 2.0636%  | N/A     | $36642816.00       | $549540.62         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205D                                         | 2051-11-20      | 0.0000%  | N/A     | $376125000.00      | $2366665.68        | Agency Collateralized Mortgage Obligation |
| GNMA_19-23N                                          | 2049-02-20      | 1.6111%  | N/A     | $41953984.00       | $829750.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080A                                          | 2051-03-25      | 0.0000%  | N/A     | $63745408.00       | $993808.16         | Agency Collateralized Mortgage Obligation |
| FNMA_14-70C                                          | 2044-11-25      | 1.7135%  | N/A     | $100000000.00      | $1210060.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                          | 2054-12-25      | 2.1780%  | N/A     | $238951424.00      | $14202823.46       | Agency Collateralized Mortgage Obligation |
| GNMA_21-160P                                         | 2051-09-20      | 1.8611%  | N/A     | $67568640.00       | $6068432.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5258A                                          | 2052-09-25      | 0.9780%  | N/A     | $100000000.00      | $4807552.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-119A                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1479381.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117B                                         | 2054-07-20      | 2.2217%  | N/A     | $63682240.00       | $4708848.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213N                                         | 2052-12-20      | 2.5217%  | N/A     | $1500000.00        | $77891.27          | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                          | 2053-04-20      | 1.1717%  | N/A     | $100000000.00      | $4043275.51        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4792                               | 2048-05-15      | 1.7532%  | N/A     | $54500000.00       | $649970.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4908G                                          | 2049-08-25      | 1.6136%  | N/A     | $27447000.00       | $1188587.56        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88A                                          | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $697985.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129E                                         | 2050-09-16      | 0.0000%  | N/A     | $99636224.00       | $769192.36         | Agency Collateralized Mortgage Obligation |
| FNMA_24-103F                                         | 2055-01-25      | 1.4780%  | N/A     | $63132416.00       | $3433185.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205E                                         | 2052-12-20      | 2.5217%  | N/A     | $6000000.00        | $311602.08         | Agency Collateralized Mortgage Obligation |
| GNMA_22-124E                                         | 2052-07-20      | 0.0000%  | N/A     | $350000000.00      | $4851283.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5513C                                          | 2054-11-25      | 2.8280%  | N/A     | $58524800.00       | $4993002.13        | Agency Collateralized Mortgage Obligation |
| GNMA_20-140D                                         | 2050-09-20      | 1.9111%  | N/A     | $137805568.00      | $10282650.56       | Agency Collateralized Mortgage Obligation |
| GNMA_21-205C                                         | 2051-11-20      | 0.0000%  | N/A     | $204000000.00      | $1658927.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5518B                                          | 2055-03-25      | 0.0000%  | N/A     | $57037824.00       | $930949.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411F                                          | 2054-05-25      | 2.2780%  | N/A     | $132737280.00      | $4938767.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.6280%  | N/A     | $150000000.00      | $3357468.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5252B                                          | 2052-09-25      | 1.0280%  | N/A     | $61500000.00       | $4033563.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                          | 2055-04-20      | 0.2217%  | N/A     | $181870080.00      | $6365270.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                         | 2053-11-20      | 3.0217%  | N/A     | $33333312.00       | $982125.54         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1N                                           | 2052-01-20      | 0.0000%  | N/A     | $59837248.00       | $1302590.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9B                                           | 2054-03-25      | 1.5280%  | N/A     | $9281008.00        | $522938.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4916C                                          | 2049-09-25      | 1.6636%  | N/A     | $44937536.00       | $1215496.21        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 1.7280%  | N/A     | $176891000.00      | $7298971.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL003TS R23F003                            | 2052-12-25      | 0.0000%  | N/A     | $65864240.00       | $4592400.65        | Agency Mortgage-Backed Securities         |
| FNMA_24-95G                                          | 2054-12-25      | 0.7280%  | N/A     | $216500000.00      | $6127783.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20B                                          | 2055-01-20      | 1.1717%  | N/A     | $35962240.00       | $2429239.17        | Agency Collateralized Mortgage Obligation |
| FNMA_15-53A                                          | 2045-07-25      | 1.7635%  | N/A     | $42378880.00       | $489389.58         | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                           | 2049-03-25      | 1.3636%  | N/A     | $15739808.00       | $277143.88         | Agency Collateralized Mortgage Obligation |
| FNMA_25-13D                                          | 2055-03-25      | 0.8780%  | N/A     | $358040064.00      | $13944666.55       | Agency Collateralized Mortgage Obligation |
| GNMA_24-92F                                          | 2054-04-20      | 0.9717%  | N/A     | $99361536.00       | $3465299.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                          | 2054-02-20      | 1.4717%  | N/A     | $140000000.00      | $5085896.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 1.7111%  | N/A     | $435637760.00      | $1657915.08        | Agency Collateralized Mortgage Obligation |
| GNMA_10-89                                           | 2040-07-20      | 1.4911%  | N/A     | $34399799.00       | $162315.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-49J                                          | 2051-03-20      | 1.8611%  | N/A     | $81031168.00       | $3663468.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_4698                                           | 2047-01-15      | 1.7032%  | N/A     | $14598160.00       | $669167.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5473L                                          | 2054-11-25      | 1.5280%  | N/A     | $50000000.00       | $1945802.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                          | 2054-03-25      | 2.6780%  | N/A     | $50500000.00       | $3661706.65        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3631                               | 2040-02-15      | 1.7932%  | N/A     | $76754688.00       | $157895.19         | Agency Collateralized Mortgage Obligation |
| FNMA_24-72C                                          | 2054-10-25      | 0.5780%  | N/A     | $25000000.00       | $720663.72         | Agency Collateralized Mortgage Obligation |
| FNMA_24-41D                                          | 2054-06-25      | 2.7780%  | N/A     | $16000000.00       | $1294848.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_4628C                                          | 2046-11-15      | 1.5532%  | N/A     | $48916672.00       | $1051138.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.5611%  | N/A     | $61368000.00       | $1820775.05        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 1.1780%  | N/A     | $400000000.00      | $12557197.79       | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 1.2447%  | N/A     | $150000000.00      | $5238773.19        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41E                                          | 2051-07-25      | 0.0000%  | N/A     | $57323520.00       | $52201.70          | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                          | 2046-02-20      | 1.6811%  | N/A     | $25989728.00       | $652802.65         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.7780%  | N/A     | $171000000.00      | $4246952.62        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.1280%  | N/A     | $200000000.00      | $2773065.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 11.2120% | N/A     | $250000.00         | $7563.84           | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.3217%  | N/A     | $150000000.00      | $9181435.41        | Agency Collateralized Mortgage Obligation |
| FNMA_22-66C                                          | 2052-10-25      | 0.8780%  | N/A     | $75000000.00       | $3248427.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-39B                                          | 2053-03-20      | 1.9217%  | N/A     | $62000000.00       | $2745379.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-6K                                           | 2055-01-20      | 2.3017%  | N/A     | $24950000.00       | $1010679.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81F                                          | 2055-05-20      | 0.8000%  | N/A     | $80000000.00       | $3400000.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61J                                          | 2054-04-20      | 1.6117%  | N/A     | $55670080.00       | $2385134.76        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.7280%  | N/A     | $152000000.00      | $3650697.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                          | 2054-04-20      | 1.1217%  | N/A     | $200000000.00      | $8569459.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81N                                          | 2054-08-20      | 1.0000%  | N/A     | $2604356.00        | $71617.19          | Agency Collateralized Mortgage Obligation |
| FHLMC_5484A                                          | 2054-12-25      | 1.4780%  | N/A     | $85000000.00       | $3776014.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                          | 2054-08-25      | 0.8780%  | N/A     | $150000000.00      | $3994721.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105F                                         | 2055-01-25      | 2.1780%  | N/A     | $87946240.00       | $5709578.24        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_07-75                                | 2037-08-25      | 2.1136%  | N/A     | $75000000.00       | $93262.89          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 1.5017%  | N/A     | $145000000.00      | $6588126.03        | Agency Collateralized Mortgage Obligation |
| FNMA_22-67B                                          | 2052-10-25      | 0.8780%  | N/A     | $250000000.00      | $10725326.70       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 1.0000%  | N/A     | $9100000.00        | $199117.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5446C                                          | 2054-08-25      | 1.4280%  | N/A     | $86449280.00       | $3566411.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 1.0717%  | N/A     | $100000000.00      | $2065813.88        | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                          | 2049-03-20      | 1.6111%  | N/A     | $34000000.00       | $677418.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-84F                                          | 2053-06-20      | 1.6717%  | N/A     | $1497234.00        | $59081.05          | Agency Collateralized Mortgage Obligation |
| GNMA_22-212B                                         | 2052-12-20      | 2.5217%  | N/A     | $22000000.00       | $1142201.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_44-94                                          | 2045-07-15      | 1.7332%  | N/A     | $8284048.00        | $152744.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-165G                                         | 2053-11-20      | 2.0217%  | N/A     | $185523200.00      | $4405455.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205J                                         | 2052-12-20      | 1.8717%  | N/A     | $32790600.00       | $1419730.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 5.2500%  | N/A     | $167877376.00      | $166231534.18      | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 1.7391%  | N/A     | $113165696.00      | $5806904.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 1.4989%  | N/A     | $438898688.00      | $18831250.73       | Agency Collateralized Mortgage Obligation |
| GNMA_18-113A                                         | 2048-08-20      | 0.1611%  | N/A     | $70000000.00       | $961015.41         | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                          | 2083-10-20      | 1.6717%  | N/A     | $100000000.00      | $3961582.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-47A                                          | 2053-03-20      | 2.0217%  | N/A     | $5857136.00        | $263069.15         | Agency Collateralized Mortgage Obligation |
| FNMA_24-1                                            | 2053-11-25      | 1.0000%  | N/A     | $681163.00         | $7788.94           | Agency Collateralized Mortgage Obligation |
| FHLMC_5452A                                          | 2054-09-25      | 0.9280%  | N/A     | $89000000.00       | $2380970.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-94A                                          | 2054-06-20      | 1.0717%  | N/A     | $50000000.00       | $1174325.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60C                                          | 2065-03-20      | 1.1217%  | N/A     | $62791000.00       | $1718417.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 | 2039-12-20      | 2.2111%  | N/A     | $3487990.00        | $29388.90          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 0.6280%  | N/A     | $252000000.00      | $6497571.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                                          | 2056-08-15      | 1.6532%  | N/A     | $26045408.00       | $981322.19         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.6280%  | N/A     | $205000000.00      | $4524788.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                          | 2083-09-20      | 1.6717%  | N/A     | $100000000.00      | $3927124.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-175B                                         | 2052-10-20      | 1.2717%  | N/A     | $16833312.00       | $824611.26         | Agency Collateralized Mortgage Obligation |
| FNMA_24-14A                                          | 2054-04-25      | 2.7280%  | N/A     | $37500000.00       | $2793854.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 1.5967%  | N/A     | $100000000.00      | $3369955.62        | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                          | 2041-10-16      | 1.6568%  | N/A     | $15000000.00       | $192835.75         | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B                                          | 2054-08-25      | 2.7080%  | N/A     | $122438656.00      | $6530089.99        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108C                                         | 2052-06-20      | 0.0000%  | N/A     | $338072064.00      | $2190781.65        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                          | 2054-12-25      | 1.6280%  | N/A     | $25000000.00       | $1452391.41        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                         | 2054-12-20      | 2.3217%  | N/A     | $40000000.00       | $3831073.39        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108D                                         | 2052-06-20      | 0.0000%  | N/A     | $500000000.00      | $1490117.99        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                           | 2046-10-25      | 1.6636%  | N/A     | $37262912.00       | $573833.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                         | 2054-07-20      | 2.2717%  | N/A     | $200000000.00      | $5182452.79        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95A                                          | 2054-12-25      | 0.6780%  | N/A     | $120025984.00      | $2561039.49        | Agency Collateralized Mortgage Obligation |
| GNMA_15-148C                                         | 2045-10-20      | 1.2411%  | N/A     | $33333312.00       | $624515.57         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155E                                         | 2051-09-20      | 0.0000%  | N/A     | $63849000.00       | $94050.70          | Agency Collateralized Mortgage Obligation |
| FHLMC_5473H                                          | 2054-11-25      | 0.9280%  | N/A     | $72974592.00       | $1976243.71        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 1.6155%  | N/A     | $200000000.00      | $7433221.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 1.5717%  | N/A     | $133000000.00      | $5441177.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103J                                         | 2050-07-20      | 2.6748%  | N/A     | $43571392.00       | $27081340.09       | Agency Collateralized Mortgage Obligation |
| GNMA_24-190A                                         | 2054-11-20      | 0.9217%  | N/A     | $17000000.00       | $983822.79         | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                          | 2043-10-16      | 1.7068%  | N/A     | $72603264.00       | $633356.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23H                                          | 2054-02-20      | 1.6717%  | N/A     | $116395008.00      | $5791149.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                          | 2054-12-25      | 0.8005%  | N/A     | $397737472.00      | $11077905.22       | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 5.2500%  | N/A     | $51984.00          | $50403.49          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1W                                           | 2055-01-20      | 1.5717%  | N/A     | $10000000.00       | $534934.57         | Agency Collateralized Mortgage Obligation |

### Security 31: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDKSEYW9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $17880.00          | $7737.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $402515558.00      | $189792526.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $209641800.00      | $49961833.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $456480.00         | $166727.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $98280407.00       | $50991806.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $298202027.00      | $157120560.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $133836570.00      | $78090693.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $179299811.00      | $85868114.05       | U.S. Treasuries (including strips) |

### Security 32: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_22-36J                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $1291450.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2046-02-20      | 1.6611%  | N/A     | $69088880.00       | $1556773.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213Q                                         | 2052-12-20      | 1.3217%  | N/A     | $15267796.00       | $298211.37         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.1500%  | N/A     | $74660210.00       | $255594.28         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14C                                         | 2069-08-20      | 2.6409%  | N/A     | $39264290.00       | $670180.06         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02C                                         | 2070-01-20      | 2.2272%  | N/A     | $34503909.00       | $499836.86         | Agency Collateralized Mortgage Obligation |
| GNMA_19-42K                                          | 2049-04-20      | 1.6111%  | N/A     | $26700910.00       | $745576.83         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23B                                         | 2073-09-20      | 0.9816%  | N/A     | $19948395.00       | $260907.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05D                                         | 2072-04-20      | 0.5290%  | N/A     | $34452485.00       | $656151.27         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149T                                         | 2050-10-20      | 0.0000%  | N/A     | $45581644.00       | $101944.62         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5M                                           | 2049-06-20      | 4.5000%  | N/A     | $4390123.00        | $176507.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 0.0000%  | N/A     | $53855000.00       | $36293.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2052-11-16      | 0.4382%  | N/A     | $295000.00         | $374.32            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-08-16      | 0.7172%  | N/A     | $153600000.00      | $713572.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-159L                                         | 2049-12-20      | 4.0000%  | N/A     | $11277000.00       | $587720.93         | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-01-16      | 2.5000%  | N/A     | $5212200.00        | $524626.42         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18E                                         | 2069-11-20      | 2.5245%  | N/A     | $28716935.00       | $443620.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-23  | 2053-06-16      | 0.2373%  | N/A     | $49480000.00       | $34296.49          | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 1.8611%  | N/A     | $37934856.00       | $1915389.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23B                                         | 2068-06-20      | 0.0000%  | N/A     | $24794506.00       | $15.69             | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03A                                         | 2073-02-20      | 0.1304%  | N/A     | $6851664.00        | $38256.51          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.1611%  | N/A     | $43205428.00       | $403431.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62G                                          | 2055-04-20      | 0.3617%  | N/A     | $101000000.00      | $2080066.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112F                                         | 2028-11-20      | 6.0000%  | N/A     | $761330.00         | $34760.79          | Agency Collateralized Mortgage Obligation |
| GNMA_21-8R                                           | 2051-01-20      | 2.5000%  | N/A     | $1000000.00        | $79085.45          | Agency Collateralized Mortgage Obligation |
| GNMA_08-2                                            | 2038-01-20      | 2.0568%  | N/A     | $40000000.00       | $118633.79         | Agency Collateralized Mortgage Obligation |
| GNH_15-H15                                           | 2065-06-20      | 1.9882%  | N/A     | $57090343.00       | $400887.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H08D                                         | 2070-04-20      | 2.1315%  | N/A     | $48471835.00       | $727118.09         | Agency Collateralized Mortgage Obligation |
| GNMA_20-96Q                                          | 2050-07-20      | 3.5000%  | N/A     | $4732529.00        | $400372.27         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152                                          | 2045-10-20      | 4.0000%  | N/A     | $71188437.00       | $434526.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-162C                                         | 2050-07-20      | 3.0000%  | N/A     | $8946753.00        | $1423906.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2072-09-20      | 0.2119%  | N/A     | $51366432.00       | $476688.91         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58B                                          | 2051-09-20      | 6.5000%  | N/A     | $384615.00         | $3965.18           | Agency Collateralized Mortgage Obligation |
| GNMA_22-205J                                         | 2052-12-20      | 1.8717%  | N/A     | $64000000.00       | $2771000.91        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15H                                         | 2069-09-20      | 2.3461%  | N/A     | $22582626.00       | $680734.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $4405.00           | $2386.38           | Agency Collateralized Mortgage Obligation |
| GNMA_24-41C                                          | 2054-03-20      | 2.8717%  | N/A     | $21800000.00       | $809261.06         | Agency Collateralized Mortgage Obligation |
| GNMA_14-77                                           | 2047-12-16      | 0.5284%  | N/A     | $642000.00         | $420.80            | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23B                                         | 2063-09-20      | 1.4372%  | N/A     | $104376410.00      | $94481.63          | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                          | 2055-05-20      | 0.8387%  | N/A     | $50000000.00       | $2491898.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $30595930.00       | $317119.93         | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                           | 2049-01-20      | 1.6111%  | N/A     | $14442000.00       | $221432.85         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16J                                         | 2067-07-20      | 1.3446%  | N/A     | $43404196.00       | $416263.59         | Agency Collateralized Mortgage Obligation |
| GNMA_06-5                                            | 2046-01-16      | 0.3968%  | N/A     | $31133003.00       | $67.10             | Agency Collateralized Mortgage Obligation |
| GNMA_23-114C                                         | 2053-07-20      | 1.7217%  | N/A     | $52032447.00       | $928459.60         | Agency Collateralized Mortgage Obligation |
| GNMA_19-8                                            | 2060-11-16      | 0.2000%  | N/A     | $164134453.00      | $90279.49          | Agency Collateralized Mortgage Obligation |
| GNMA_25-62P                                          | 2055-03-20      | 0.0000%  | N/A     | $1058144.00        | $830685.98         | Agency Collateralized Mortgage Obligation |
| GNMA_21-188C                                         | 2051-10-20      | 0.0000%  | N/A     | $63959920.00       | $245467.89         | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                           | 2062-07-16      | 1.0482%  | N/A     | $53000000.00       | $1692598.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-154E                                         | 2050-10-20      | 1.8611%  | N/A     | $20513623.00       | $1464174.53        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05A                                         | 2070-02-20      | 1.3151%  | N/A     | $52840000.00       | $1659942.83        | Agency Collateralized Mortgage Obligation |
| GNMA_16-37S                                          | 2044-02-20      | 4.0000%  | N/A     | $29074880.00       | $423691.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 1.8111%  | N/A     | $321777623.00      | $1214178.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64G                                          | 2053-05-20      | 1.1717%  | N/A     | $50000000.00       | $919206.35         | Agency Collateralized Mortgage Obligation |
| GNMA_20-46F                                          | 2050-04-20      | 0.0000%  | N/A     | $75000000.00       | $306045.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-40K                                          | 2053-11-20      | 7.0000%  | N/A     | $24336223.00       | $1679841.03        | Agency Collateralized Mortgage Obligation |
| GNMA_17-179D                                         | 2047-12-20      | 5.0000%  | N/A     | $1534000.00        | $79712.33          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20A                                         | 2074-10-20      | 0.3401%  | N/A     | $119121673.00      | $1856401.17        | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2063-03-16      | 0.5000%  | N/A     | $20568348.00       | $429961.44         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H09B                                         | 2068-05-20      | 1.6672%  | N/A     | $104823445.00      | $341288.72         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05D                                         | 2068-03-20      | 2.5444%  | N/A     | $49447817.00       | $857576.64         | Agency Collateralized Mortgage Obligation |
| GNMA_18-21E                                          | 2048-02-16      | 1.8069%  | N/A     | $9134345.00        | $248060.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $129000000.00      | $133602.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2055-01-20      | 5.0000%  | N/A     | $1562688.00        | $1452691.54        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11D                                         | 2068-07-20      | 1.5340%  | N/A     | $79853362.00       | $971413.88         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03D                                         | 2067-01-20      | 1.5615%  | N/A     | $95993262.00       | $554541.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-44M                                          | 2055-03-20      | 0.9717%  | N/A     | $2475898.00        | $104288.03         | Agency Collateralized Mortgage Obligation |
| GNMA_21-136U                                         | 2051-08-20      | 0.0000%  | N/A     | $99900000.00       | $267369.31         | Agency Collateralized Mortgage Obligation |
| GNMA_23-54H                                          | 2053-04-20      | 1.2717%  | N/A     | $50000000.00       | $1874567.63        | Agency Collateralized Mortgage Obligation |
| GNMA_06-28                                           | 2036-06-20      | 29.3948% | N/A     | $1265154.00        | $53351.82          | Agency Collateralized Mortgage Obligation |
| GNMA_24-29A                                          | 2064-08-16      | 0.2552%  | N/A     | $77781585.00       | $3075304.80        | Agency Collateralized Mortgage Obligation |
| GNMA_19-158F                                         | 2043-09-16      | 1.7068%  | N/A     | $612000.00         | $19964.49          | Agency Collateralized Mortgage Obligation |
| GNMA_19-42E                                          | 2049-04-20      | 1.6611%  | N/A     | $37820831.00       | $688929.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12C                                         | 2075-05-20      | 0.0000%  | N/A     | $11775940.00       | $765341.89         | Agency Collateralized Mortgage Obligation |
| GNMA_20-127D                                         | 2050-08-20      | 3.5000%  | N/A     | $26607100.00       | $2772581.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4D                                           | 2055-01-20      | 2.2517%  | N/A     | $3500000.00        | $240106.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 0.7217%  | N/A     | $85875000.00       | $2408153.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53H                                          | 2053-04-20      | 1.2717%  | N/A     | $150000000.00      | $3031741.11        | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 1.7111%  | N/A     | $70000000.00       | $1113000.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25F                                          | 2049-10-20      | 7.0000%  | N/A     | $357142.00         | $64.81             | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18B                                         | 2065-12-20      | 2.2378%  | N/A     | $54682262.00       | $1589173.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152K                                         | 2053-10-20      | 1.8717%  | N/A     | $100000000.00      | $1973205.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19C                                          | 2052-01-20      | 0.0000%  | N/A     | $150000000.00      | $8752.78           | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-07-16      | 2.3569%  | N/A     | $300000.00         | $123.97            | Agency Collateralized Mortgage Obligation |
| GNMA_15-179D                                         | 2045-02-20      | 5.5000%  | N/A     | $2896118.00        | $38724.52          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-16      | 2.1568%  | N/A     | $33333333.00       | $492986.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-128C                                         | 2054-08-20      | 6.5000%  | N/A     | $10010.00          | $10375.96          | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-08-16      | 1.5569%  | N/A     | $153333333.00      | $192530.34         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8611%  | N/A     | $26552780.00       | $1388088.71        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122A                                         | 2050-08-20      | 0.0000%  | N/A     | $39514522.00       | $668888.60         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H11                                          | 2069-05-20      | 2.5059%  | N/A     | $56595666.00       | $884148.09         | Agency Collateralized Mortgage Obligation |
| GNMA_16-17M                                          | 2046-02-20      | 1.6611%  | N/A     | $39655507.00       | $1377080.96        | Agency Collateralized Mortgage Obligation |
| GNMA_18-148C                                         | 2046-02-16      | 1.6568%  | N/A     | $571000.00         | $16018.51          | Agency Collateralized Mortgage Obligation |
| GNMA_14-048                                          | 2049-03-16      | 0.0544%  | N/A     | $219029999.00      | $43738.59          | Agency Collateralized Mortgage Obligation |
| GNMA_22-140E                                         | 2052-08-20      | 0.0000%  | N/A     | $100000000.00      | $2092892.12        | Agency Collateralized Mortgage Obligation |
| GNMA_19-157                                          | 2062-01-16      | 0.7915%  | N/A     | $87000000.00       | $728854.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-10-20      | 2.9989%  | N/A     | $25864000.00       | $292720.38         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H13A                                         | 2064-07-20      | 2.4876%  | N/A     | $22500000.00       | $179324.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173B                                         | 2054-10-20      | 6.0000%  | N/A     | $833333.00         | $60321.82          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H11                                          | 2073-05-20      | 0.7149%  | N/A     | $2285558.00        | $145270.07         | Agency Collateralized Mortgage Obligation |
| GNMA_19-74B                                          | 2049-06-20      | 0.0000%  | N/A     | $65208041.00       | $142441.22         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86P                                          | 2051-05-20      | 0.0000%  | N/A     | $35546109.00       | $97648.39          | Agency Collateralized Mortgage Obligation |
| GNMA_24-9D                                           | 2054-01-20      | 2.7217%  | N/A     | $50114968.00       | $2064724.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-26                                           | 2064-02-16      | 0.7305%  | N/A     | $50000000.00       | $2569132.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8611%  | N/A     | $15798628.00       | $542815.66         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                         | 2067-04-20      | 2.4550%  | N/A     | $84305309.00       | $932930.59         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.0217%  | N/A     | $25000000.00       | $300765.39         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H17A                                         | 2064-08-20      | 1.6867%  | N/A     | $120096553.00      | $697471.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-26                                           | 2051-02-20      | 2.5000%  | N/A     | $549984.00         | $43863.21          | Agency Collateralized Mortgage Obligation |
| GNMA_22-215A                                         | 2052-12-20      | 2.5217%  | N/A     | $27500000.00       | $1426785.71        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H16A                                         | 2068-09-20      | 2.2909%  | N/A     | $122402019.00      | $2894785.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2074-04-20      | 0.7679%  | N/A     | $28481722.00       | $1759742.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7C                                           | 2053-01-20      | 2.5717%  | N/A     | $59688105.00       | $2724170.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70D                                          | 2053-05-20      | 1.0717%  | N/A     | $50000000.00       | $1524026.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24B                                          | 2055-02-20      | 1.5717%  | N/A     | $3000000.00        | $163510.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-54                                           | 2065-07-16      | 0.8920%  | N/A     | $25271278.00       | $1768063.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112C                                         | 2053-08-20      | 0.9217%  | N/A     | $100000000.00      | $2515619.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7A                                           | 2051-01-20      | 6.0000%  | N/A     | $2813676.00        | $187970.80         | Agency Collateralized Mortgage Obligation |
| GNMA_23-65E                                          | 2053-05-20      | 0.0500%  | N/A     | $2000000.00        | $1960.03           | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18C                                         | 2067-09-20      | 1.9453%  | N/A     | $61800000.00       | $764405.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41E                                          | 2051-03-20      | 3.0000%  | N/A     | $22099324.00       | $1488080.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67C                                          | 2053-05-20      | 1.1717%  | N/A     | $50000000.00       | $1518400.65        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05A                                         | 2071-03-20      | 0.4353%  | N/A     | $10732944.00       | $237779.08         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H19A                                         | 2063-08-20      | 1.5707%  | N/A     | $76308109.00       | $114118.50         | Agency Collateralized Mortgage Obligation |
| GNMA_22-88C                                          | 2052-06-20      | 0.0000%  | N/A     | $150000000.00      | $1656881.71        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5C                                           | 2047-06-16      | 4.5000%  | N/A     | $2927296.00        | $117334.41         | Agency Collateralized Mortgage Obligation |
| GNMA_05-45B                                          | 2035-06-20      | 21.1337% | N/A     | $3333334.00        | $71667.58          | Agency Collateralized Mortgage Obligation |
| GNMA_23-136C                                         | 2053-09-20      | 1.2717%  | N/A     | $100000000.00      | $1692340.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84N                                          | 2053-06-20      | 1.1717%  | N/A     | $60000000.00       | $1108412.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-133C                                         | 2049-10-20      | 0.0000%  | N/A     | $48426531.00       | $74881.53          | Agency Collateralized Mortgage Obligation |
| GNMA_21-86E                                          | 2051-05-20      | 2.5000%  | N/A     | $20178825.00       | $1873995.19        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06K                                         | 2068-04-20      | 2.5622%  | N/A     | $60523175.00       | $837766.99         | Agency Collateralized Mortgage Obligation |
| GNMA_22-30F                                          | 2052-02-20      | 0.0000%  | N/A     | $41130613.00       | $418144.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20B                                         | 2069-09-20      | 2.2114%  | N/A     | $66304159.00       | $2085982.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79F                                          | 2053-06-20      | 1.7217%  | N/A     | $51000000.00       | $1300770.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $57508.10          | Agency Collateralized Mortgage Obligation |
| GNMA_23-65G                                          | 2053-05-20      | 0.0500%  | N/A     | $24969221.00       | $31911.64          | Agency Collateralized Mortgage Obligation |
| GNMA_23-190C                                         | 2053-12-20      | 0.9217%  | N/A     | $86160970.00       | $1229460.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140 | 2051-08-20      | 3.0000%  | N/A     | $809043.00         | $69208.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26  | 2051-02-20      | 2.0000%  | N/A     | $17375000.00       | $1572127.76        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16D                                         | 2066-06-20      | 2.0824%  | N/A     | $86468985.00       | $597689.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25B                                          | 2054-02-20      | 6.0000%  | N/A     | $1250000.00        | $55781.45          | Agency Collateralized Mortgage Obligation |
| GNMA_16-142                                          | 2058-09-16      | 0.9887%  | N/A     | $100000000.00      | $736334.86         | Agency Collateralized Mortgage Obligation |
| GNMA_21-105M                                         | 2051-06-20      | 2.5000%  | N/A     | $15000000.00       | $1275400.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63E                                          | 2050-11-20      | 0.0000%  | N/A     | $143296246.00      | $1576716.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08C                                         | 2071-07-20      | 0.0000%  | N/A     | $74657124.00       | $136022.73         | Agency Collateralized Mortgage Obligation |
| GNMA_24-70                                           | 2060-02-16      | 0.7605%  | N/A     | $50349118.00       | $2961397.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8611%  | N/A     | $6132501.00        | $336972.30         | Agency Collateralized Mortgage Obligation |
| GNMA_19-85G                                          | 2049-07-20      | 0.0000%  | N/A     | $130000000.00      | $466161.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144C                                         | 2054-09-20      | 0.3717%  | N/A     | $50000000.00       | $1864751.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 0.8781%  | N/A     | $12190578.00       | $839707.89         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6611%  | N/A     | $30250352.00       | $841373.33         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6611%  | N/A     | $22067475.00       | $581125.22         | Agency Collateralized Mortgage Obligation |
| GNMA_21-131C                                         | 2051-07-20      | 2.5000%  | N/A     | $3268294.00        | $331244.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16C                                         | 2069-10-20      | 1.8728%  | N/A     | $27600000.00       | $852710.24         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H17B                                         | 2070-10-20      | 1.7037%  | N/A     | $88586088.00       | $3199531.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5E                                           | 2049-12-20      | 3.5000%  | N/A     | $2715715.00        | $24393.35          | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1717%  | N/A     | $130000000.00      | $2389936.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2037-06-16      | 7.4385%  | N/A     | $10165768.00       | $367428.62         | Agency Collateralized Mortgage Obligation |
| GNMA_23-106D                                         | 2053-07-20      | 1.6717%  | N/A     | $45000000.00       | $1527316.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184A                                         | 2063-12-20      | 0.0000%  | N/A     | $10714286.00       | $2969359.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184E                                         | 2053-12-20      | 1.4717%  | N/A     | $50000000.00       | $1554314.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-128A                                         | 2054-08-20      | 0.0000%  | N/A     | $504407.00         | $174392.24         | Agency Collateralized Mortgage Obligation |
| GNMA_17-37A                                          | 2047-03-20      | 6.0000%  | N/A     | $9923513.00        | $365187.41         | Agency Collateralized Mortgage Obligation |
| GNMA_20-071                                          | 2062-01-16      | 1.1010%  | N/A     | $488000.00         | $20370.64          | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3217%  | N/A     | $15293742.00       | $1535330.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H09E                                         | 2069-03-20      | 2.5939%  | N/A     | $48209126.00       | $664917.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-39B                                          | 2053-03-20      | 1.9217%  | N/A     | $9000000.00        | $398522.90         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25E                                          | 2049-02-20      | 0.0000%  | N/A     | $8530883.00        | $7998.41           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 4.0000%  | N/A     | $63265500.00       | $1267968.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-69C                                          | 2052-04-20      | 0.0000%  | N/A     | $58619846.00       | $860244.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47   | 2048-02-16      | 0.1608%  | N/A     | $97070000.00       | $17550.34          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H04C                                         | 2074-03-20      | 1.0111%  | N/A     | $48510292.00       | $2880078.21        | Agency Collateralized Mortgage Obligation |
| GNMA_12-76C                                          | 2042-06-16      | 2.2569%  | N/A     | $27991368.00       | $159578.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-196E                                         | 2051-11-20      | 0.0000%  | N/A     | $30654000.00       | $68803.33          | Agency Collateralized Mortgage Obligation |
| GNMA_23-81D                                          | 2053-06-20      | 1.7217%  | N/A     | $35080408.00       | $1579586.37        | Agency Collateralized Mortgage Obligation |
| GNMA_14-60                                           | 2044-04-16      | 1.6568%  | N/A     | $81818181.00       | $826047.00         | Agency Collateralized Mortgage Obligation |
| GNMA_18-157                                          | 2060-11-16      | 0.7833%  | N/A     | $123320915.00      | $2431292.33        | Agency Collateralized Mortgage Obligation |
| GNMA_13-065                                          | 2045-11-16      | 0.3730%  | N/A     | $65000000.00       | $77560.21          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16J                                         | 2069-10-20      | 2.5083%  | N/A     | $57500000.00       | $891813.17         | Agency Collateralized Mortgage Obligation |
| GNMA_19-152                                          | 2049-12-20      | 4.5000%  | N/A     | $11249982.00       | $66629.02          | Agency Collateralized Mortgage Obligation |
| GNMA_23-146H                                         | 2053-10-20      | 1.3217%  | N/A     | $100000000.00      | $1604946.07        | Agency Collateralized Mortgage Obligation |
| GNMA_10-20                                           | 2040-02-20      | 1.2411%  | N/A     | $150000000.00      | $473235.31         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23K                                          | 2041-11-20      | 1.6611%  | N/A     | $15277666.00       | $585559.39         | Agency Collateralized Mortgage Obligation |
| GNMA_19-127                                          | 2058-09-16      | 0.6830%  | N/A     | $55000000.00       | $1536371.79        | Agency Mortgage-Backed Securities         |
| GNMA_23-19A                                          | 2053-02-20      | 1.8717%  | N/A     | $43000000.00       | $1847176.40        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24C                                         | 2066-11-20      | 2.8826%  | N/A     | $30000000.00       | $500068.02         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $11162544.00       | $1145126.85        | Agency Collateralized Mortgage Obligation |
| GNMA_14-175                                          | 2056-04-16      | 0.4628%  | N/A     | $3000000.00        | $8379.61           | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                                           | 2066-11-16      | 0.7436%  | N/A     | $35112034.00       | $2253679.54        | Agency Collateralized Mortgage Obligation |
| GNMA_18-161                                          | 2060-08-16      | 1.1926%  | N/A     | $101553292.00      | $532141.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $9000000.00        | $8245.03           | Agency Collateralized Mortgage Obligation |
| GNMA_19-H04C                                         | 2069-02-20      | 2.2823%  | N/A     | $36796905.00       | $468896.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128B                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1260853.22        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2047-10-20      | 5.5000%  | N/A     | $3700239.00        | $168077.79         | Agency Collateralized Mortgage Obligation |
| GNMA_11-151F                                         | 2041-06-16      | 1.6568%  | N/A     | $30430320.00       | $205177.81         | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                          | 2055-05-20      | 6.5000%  | N/A     | $122256.00         | $16533.43          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $1390000.00        | $172158.55         | Agency Collateralized Mortgage Obligation |
| GNMA_18-124N                                         | 2037-03-20      | 1.7611%  | N/A     | $18790181.00       | $292443.24         | Agency Collateralized Mortgage Obligation |
| GNMA_22-146A                                         | 2052-08-20      | 1.6717%  | N/A     | $35700000.00       | $1677093.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182G                                         | 2053-12-20      | 2.7217%  | N/A     | $54500000.00       | $1974557.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-21B                                          | 2053-02-20      | 1.2717%  | N/A     | $49859320.00       | $2059399.65        | Agency Collateralized Mortgage Obligation |
| GNMA_11-126                                          | 2053-04-16      | 0.0000%  | N/A     | $78550000.00       | $9.85              | Agency Collateralized Mortgage Obligation |
| GNMA_18-77D                                          | 2048-06-20      | 1.7611%  | N/A     | $34291573.00       | $1154336.33        | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                           | 2047-01-20      | 1.6611%  | N/A     | $30288000.00       | $976970.95         | Agency Collateralized Mortgage Obligation |
| GNMA_22-66A                                          | 2052-04-20      | 0.0000%  | N/A     | $30000000.00       | $94188.37          | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 4.5000%  | N/A     | $16290198.00       | $1666474.40        | Agency Collateralized Mortgage Obligation |
| GNMA_18-138E                                         | 2048-10-20      | 1.7611%  | N/A     | $46351320.00       | $1385509.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-42                                           | 2062-03-16      | 0.9384%  | N/A     | $1092000.00        | $42245.66          | Agency Collateralized Mortgage Obligation |
| GNMA_25-80G                                          | 2055-01-20      | 1.6000%  | N/A     | $41000000.00       | $3099413.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08A                                         | 2071-08-20      | 0.7030%  | N/A     | $10225639.00       | $261063.52         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.2000%  | N/A     | $84660210.00       | $356342.83         | Agency Collateralized Mortgage Obligation |
| GNMA_20-175D                                         | 2050-11-20      | 2.0000%  | N/A     | $200000.00         | $14493.61          | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2050-09-16      | 0.5000%  | N/A     | $21918996.00       | $235829.20         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24D                                         | 2066-11-20      | 2.2985%  | N/A     | $52734805.00       | $636337.92         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103B                                         | 2053-07-20      | 0.7296%  | N/A     | $40000000.00       | $844781.15         | Agency Collateralized Mortgage Obligation |
| GNMA_19-62A                                          | 2049-05-20      | 0.0311%  | N/A     | $40000000.00       | $281531.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213A                                         | 2051-12-20      | 0.0000%  | N/A     | $407300000.00      | $284529.73         | Agency Collateralized Mortgage Obligation |
| GNMA_14-155                                          | 2055-08-16      | 0.6585%  | N/A     | $155038000.00      | $114159.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                          | 2065-05-16      | 0.7973%  | N/A     | $41772526.00       | $2723040.91        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H11                                          | 2064-06-20      | 1.6377%  | N/A     | $85546863.00       | $556858.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1000%  | N/A     | $50000000.00       | $97696.99          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H22A                                         | 2063-07-20      | 2.3258%  | N/A     | $19015723.00       | $25238.14          | Agency Collateralized Mortgage Obligation |
| GNMA_13-184A                                         | 2043-12-20      | 1.7111%  | N/A     | $101033250.00      | $1025901.03        | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-05-16      | 2.5000%  | N/A     | $326043.00         | $86063.57          | Agency Collateralized Mortgage Obligation |
| GNMA_21-24C                                          | 2051-01-20      | 2.5000%  | N/A     | $24850000.00       | $2501752.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $75000000.00       | $152148.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $200000.00         | $16841.42          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11                                          | 2066-05-20      | 2.0842%  | N/A     | $50498516.00       | $335386.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H23A                                         | 2066-10-20      | 3.0931%  | N/A     | $62741000.00       | $369194.31         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2067-01-20      | 2.4591%  | N/A     | $30750871.00       | $660869.36         | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                                          | 2063-05-16      | 0.7636%  | N/A     | $50000000.00       | $2591471.67        | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 1.6068%  | N/A     | $29437575.00       | $242758.37         | Agency Collateralized Mortgage Obligation |
| GNMA_18-32B                                          | 2048-02-20      | 1.2611%  | N/A     | $31638377.00       | $1009346.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A                                         | 2053-09-20      | 1.4217%  | N/A     | $97588201.00       | $2226352.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42G                                          | 2053-03-20      | 5.5000%  | N/A     | $5851562.00        | $1081602.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                          | 2053-04-20      | 0.0500%  | N/A     | $8823868.00        | $10678.78          | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                                           | 2041-05-20      | 0.9411%  | N/A     | $154000000.00      | $452609.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-7D                                           | 2055-01-20      | 2.1217%  | N/A     | $29879841.00       | $2406757.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62H                                          | 2055-04-20      | 0.1717%  | N/A     | $116666667.00      | $1976627.57        | Agency Collateralized Mortgage Obligation |
| GNMA_15-82E                                          | 2045-06-20      | 5.3824%  | N/A     | $528007.00         | $2419.96           | Agency Collateralized Mortgage Obligation |
| GNMA_24-25K                                          | 2054-02-20      | 6.5000%  | N/A     | $2185337.00        | $210556.24         | Agency Collateralized Mortgage Obligation |
| GNMA_15-89                                           | 2044-12-20      | 5.0000%  | N/A     | $6012000.00        | $133449.93         | Agency Collateralized Mortgage Obligation |
| GNMA_08-25                                           | 2038-03-20      | 2.4611%  | N/A     | $92412000.00       | $31313.04          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H14H                                         | 2067-06-20      | 1.6495%  | N/A     | $45839205.00       | $421450.57         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26C                                         | 2073-09-20      | 1.7492%  | N/A     | $37578740.00       | $561201.06         | Agency Collateralized Mortgage Obligation |
| GNMA_23-63J                                          | 2053-05-20      | 1.8717%  | N/A     | $50000000.00       | $1166040.69        | Agency Collateralized Mortgage Obligation |
| GNMA_08-13                                           | 2038-02-20      | 0.0000%  | N/A     | $30000.00          | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06E                                         | 2072-01-20      | 1.7321%  | N/A     | $110128284.00      | $937385.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176L                                         | 2051-10-20      | 2.5000%  | N/A     | $9878033.00        | $1119484.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-174A                                         | 2051-10-20      | 2.5000%  | N/A     | $35598400.00       | $2709722.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 | 2065-07-20      | 2.3656%  | N/A     | $92044774.00       | $166635.41         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64D                                          | 2054-04-20      | 1.0717%  | N/A     | $132397189.00      | $3068342.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-117A                                         | 2053-08-20      | 0.9217%  | N/A     | $100000000.00      | $1818662.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18E                                          | 2053-02-20      | 5.5000%  | N/A     | $4587565.00        | $700123.59         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97W                                          | 2053-10-20      | 0.2357%  | N/A     | $250240633.00      | $870762.93         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11A                                         | 2072-05-20      | 0.6574%  | N/A     | $58050000.00       | $2991473.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65D                                          | 2054-04-20      | 0.8717%  | N/A     | $117922779.00      | $2851010.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $13613510.00       | $99324.73          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25M                                          | 2058-11-20      | 6.0000%  | N/A     | $2253725.00        | $203289.00         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2048-02-20      | 5.0000%  | N/A     | $7600007.00        | $339030.14         | Agency Collateralized Mortgage Obligation |
| GNMA_14-68                                           | 2041-10-20      | 0.3424%  | N/A     | $53418228.00       | $128500.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81C                                          | 2055-05-20      | 5.0000%  | N/A     | $106000.00         | $101532.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176K                                         | 2051-10-20      | 0.0000%  | N/A     | $150000000.00      | $550393.58         | Agency Collateralized Mortgage Obligation |
| GNMA_22-114D                                         | 2052-06-20      | 0.0000%  | N/A     | $100000000.00      | $2212837.46        | Agency Collateralized Mortgage Obligation |
| GNMA_08-27                                           | 2038-03-20      | 0.0000%  | N/A     | $200000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_20-95E                                          | 2050-04-20      | 0.0000%  | N/A     | $9244444.00        | $76710.83          | Agency Collateralized Mortgage Obligation |
| GNMA_16-176                                          | 2058-08-16      | 0.8437%  | N/A     | $100000000.00      | $964643.00         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05G                                         | 2070-03-20      | 1.4229%  | N/A     | $32018609.00       | $557105.30         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22B                                         | 2067-11-20      | 2.8715%  | N/A     | $82368698.00       | $1644793.31        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.0611%  | N/A     | $30000000.00       | $281987.46         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H01                                          | 2063-01-20      | 1.7529%  | N/A     | $35250518.00       | $89276.81          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H06B                                         | 2068-12-20      | 1.2318%  | N/A     | $101821732.00      | $2139224.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 0.5717%  | N/A     | $22426123.00       | $858609.80         | Agency Collateralized Mortgage Obligation |
| GNMA_18-67                                           | 2048-05-20      | 1.7611%  | N/A     | $9517000.00        | $198001.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19M                                          | 2053-02-20      | 1.9717%  | N/A     | $15000000.00       | $660341.44         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $50915713.00       | $746795.38         | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3217%  | N/A     | $40217423.00       | $2786799.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 1.6217%  | N/A     | $33800000.00       | $3108257.14        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H15                                          | 2064-07-20      | 1.7131%  | N/A     | $72744349.00       | $386366.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110D                                         | 2054-07-20      | 1.3217%  | N/A     | $30000000.00       | $1699678.18        | Agency Collateralized Mortgage Obligation |
| GNMA_22-45F                                          | 2052-03-20      | 0.0000%  | N/A     | $30000000.00       | $209466.63         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39F                                          | 2064-03-20      | 0.0700%  | N/A     | $75000000.00       | $124885.09         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H19E                                         | 2068-10-20      | 2.5733%  | N/A     | $28531391.00       | $432033.25         | Agency Collateralized Mortgage Obligation |
| GNMA_13-182B                                         | 2043-12-20      | 4.5000%  | N/A     | $61000000.00       | $1056748.35        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11H                                         | 2067-05-20      | 1.8421%  | N/A     | $56469109.00       | $508432.03         | Agency Collateralized Mortgage Obligation |
| GNMA_17-188C                                         | 2043-09-20      | 0.1840%  | N/A     | $51268769.00       | $277504.32         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172G                                         | 2052-10-20      | 1.2617%  | N/A     | $52749312.00       | $1580097.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 1.3917%  | N/A     | $70000000.00       | $1717727.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77D                                          | 2050-12-20      | 2.5000%  | N/A     | $5254226.00        | $418103.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-35A                                          | 2053-02-20      | 1.4717%  | N/A     | $110000000.00      | $2863910.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1500%  | N/A     | $50000000.00       | $156416.66         | Agency Collateralized Mortgage Obligation |
| GNMA_23-85A                                          | 2053-06-20      | 0.9717%  | N/A     | $100000000.00      | $2623780.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4A                                           | 2054-01-20      | 1.0717%  | N/A     | $100000000.00      | $2065759.12        | Agency Collateralized Mortgage Obligation |
| GNMA_19-52B                                          | 2049-04-20      | 4.5000%  | N/A     | $23498296.00       | $106810.69         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213N                                         | 2052-12-20      | 2.5217%  | N/A     | $4500000.00        | $233673.81         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06D                                         | 2068-04-20      | 1.9538%  | N/A     | $52421984.00       | $1516113.22        | Agency Collateralized Mortgage Obligation |
| GNMA_08-4                                            | 2038-01-20      | 0.0000%  | N/A     | $250000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26A                                         | 2071-08-20      | 0.9757%  | N/A     | $51417388.00       | $1923428.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62D                                          | 2055-04-20      | 0.2217%  | N/A     | $33026647.00       | $665743.99         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29E                                         | 2065-11-20      | 1.8122%  | N/A     | $61741854.00       | $607657.27         | Agency Collateralized Mortgage Obligation |
| GNMA_19-35A                                          | 2049-03-20      | 1.5611%  | N/A     | $173295441.00      | $1660185.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62C                                          | 2055-04-20      | 0.0217%  | N/A     | $200000000.00      | $2773991.22        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66D                                          | 2049-05-20      | 3.5000%  | N/A     | $1428571.00        | $119127.80         | Agency Collateralized Mortgage Obligation |
| GNMA_24-26G                                          | 2054-02-20      | 1.3617%  | N/A     | $50000000.00       | $984964.47         | Agency Collateralized Mortgage Obligation |
| GNMA_20-33C                                          | 2050-03-20      | 1.6611%  | N/A     | $16705945.00       | $707529.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05C                                         | 2075-01-20      | 0.7472%  | N/A     | $60657240.00       | $1504912.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175N                                         | 2051-10-20      | 0.0000%  | N/A     | $25000000.00       | $108895.83         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07A                                         | 2068-02-20      | 0.1928%  | N/A     | $345317551.00      | $1625573.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135H                                         | 2053-09-20      | 1.3717%  | N/A     | $59830413.00       | $1044655.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.5717%  | N/A     | $75000000.00       | $3074809.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05A                                         | 2071-06-20      | 0.5218%  | N/A     | $23158643.00       | $443541.63         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39A                                          | 2054-03-20      | 1.6217%  | N/A     | $63000000.00       | $2055252.74        | Agency Collateralized Mortgage Obligation |
| GNMA REMIC TRUST GNMA_16-128                         | 2056-09-16      | 0.8224%  | N/A     | $190823480.00      | $905958.37         | Agency Collateralized Mortgage Obligation |
| GNMA_22-205A                                         | 2052-12-20      | 1.8417%  | N/A     | $29000000.00       | $768961.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.0500%  | N/A     | $11821261.00       | $3630.08           | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07C                                         | 2074-03-20      | 2.4849%  | N/A     | $44813108.00       | $1737237.19        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H01                                          | 2066-12-20      | 1.9736%  | N/A     | $164959989.00      | $1659326.90        | Agency Collateralized Mortgage Obligation |
| GNMA_22-216B                                         | 2048-10-16      | 0.5640%  | N/A     | $15665691.00       | $320185.78         | Agency Collateralized Mortgage Obligation |
| GNMA_17-77E                                          | 2047-05-20      | 3.5000%  | N/A     | $9835714.00        | $45338.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-221N                                         | 2051-12-20      | 0.0000%  | N/A     | $43152691.00       | $908392.74         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18A                                         | 2063-08-20      | 1.8039%  | N/A     | $26066838.00       | $50341.69          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H03G                                         | 2071-02-20      | 0.5201%  | N/A     | $32671236.00       | $943666.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-153 | 2041-11-16      | 2.2569%  | N/A     | $51189624.00       | $634777.56         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-09-16      | 0.3658%  | N/A     | $1736000.00        | $472.96            | Agency Collateralized Mortgage Obligation |
| GNMA_25-80G                                          | 2055-01-20      | 7.0000%  | N/A     | $857142.00         | $154830.61         | Agency Collateralized Mortgage Obligation |
| GNMA_21-57                                           | 2051-03-20      | 3.0000%  | N/A     | $15224171.00       | $1578863.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 1.4217%  | N/A     | $107227777.00      | $2353610.89        | Agency Collateralized Mortgage Obligation |
| GNMA_08-43                                           | 2038-05-20      | 0.0000%  | N/A     | $50078.00          | $0.01              | Agency Collateralized Mortgage Obligation |
| GNMA_22-114E                                         | 2052-06-20      | 1.7217%  | N/A     | $42307692.00       | $2642176.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107B                                         | 2051-06-20      | 0.0000%  | N/A     | $30000000.00       | $231003.07         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146                                          | 2045-12-20      | 4.0000%  | N/A     | $3656259.00        | $370824.65         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8611%  | N/A     | $17579799.00       | $736823.72         | Agency Collateralized Mortgage Obligation |
| GNMA_22-136A                                         | 2052-08-20      | 1.6717%  | N/A     | $34894270.00       | $2442195.82        | Agency Collateralized Mortgage Obligation |
| GNMA_19-57H                                          | 2049-05-20      | 1.6111%  | N/A     | $67533929.00       | $1025021.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-24A                                          | 2053-02-20      | 1.8717%  | N/A     | $57000000.00       | $2448617.74        | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-04-20      | 2.0859%  | N/A     | $90682680.00       | $236293.81         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 2.5538%  | N/A     | $122489829.00      | $1490375.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $29000000.00       | $29826.74          | Agency Collateralized Mortgage Obligation |
| GNMA_23-137E                                         | 2053-09-20      | 1.3717%  | N/A     | $150000000.00      | $2316277.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05F                                         | 2073-01-20      | 1.3974%  | N/A     | $42088974.00       | $632847.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.0300%  | N/A     | $50000000.00       | $37845.37          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20D                                         | 2067-10-20      | 2.6213%  | N/A     | $61491000.00       | $1596607.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-68H                                          | 2053-05-20      | 1.1717%  | N/A     | $125000000.00      | $2298077.27        | Agency Collateralized Mortgage Obligation |
| GNMA_16-68B                                          | 2039-11-20      | 0.0000%  | N/A     | $453085.00         | $19.91             | Agency Collateralized Mortgage Obligation |
| GNMA_19-29M                                          | 2048-04-20      | 4.5000%  | N/A     | $8553622.00        | $304986.41         | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                         | 2052-06-20      | 0.0000%  | N/A     | $15000000.00       | $7285.50           | Agency Collateralized Mortgage Obligation |
| GNMA_21-96J                                          | 2051-06-20      | 0.0000%  | N/A     | $47979314.00       | $886944.73         | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                           | 2061-04-16      | 0.2500%  | N/A     | $55000000.00       | $512769.22         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149U                                         | 2050-10-20      | 0.0000%  | N/A     | $31281637.00       | $99789.75          | Agency Collateralized Mortgage Obligation |
| GNMA_24-58L                                          | 2054-04-20      | 0.0500%  | N/A     | $50000000.00       | $64286.65          | Agency Collateralized Mortgage Obligation |
| GNMA_23-18J                                          | 2053-02-20      | 0.0000%  | N/A     | $570392.00         | $254342.70         | Agency Collateralized Mortgage Obligation |
| GNMA_19-48C                                          | 2045-06-20      | 0.0809%  | N/A     | $28211035.00       | $214971.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30  | 2046-05-16      | 2.7886%  | N/A     | $35000000.00       | $318.86            | Agency Collateralized Mortgage Obligation |
| GNMA_17-128                                          | 2056-12-16      | 0.9765%  | N/A     | $51789407.00       | $487383.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08B                                         | 2073-05-20      | 0.2579%  | N/A     | $55516908.00       | $555718.48         | Agency Collateralized Mortgage Obligation |
| GNMA_22-174H                                         | 2052-10-20      | 0.3717%  | N/A     | $50000000.00       | $1006743.94        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18F                                         | 2063-08-20      | 1.4178%  | N/A     | $26444871.00       | $32887.43          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-06-20      | 0.0000%  | N/A     | $5468071.00        | $193441.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-30B                                          | 2055-02-20      | 0.0217%  | N/A     | $160349095.00      | $2489687.65        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18J                                         | 2069-11-20      | 1.0655%  | N/A     | $38626641.00       | $893715.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-148B                                         | 2053-10-20      | 1.2217%  | N/A     | $100000000.00      | $2128409.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62J                                          | 2065-04-20      | 1.1717%  | N/A     | $26501152.00       | $758368.41         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14                                          | 2069-08-20      | 1.7605%  | N/A     | $86681134.00       | $2364728.86        | Agency Collateralized Mortgage Obligation |
| GNMA_11-135                                          | 2041-10-16      | 1.6568%  | N/A     | $38948969.00       | $540220.96         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08                                          | 2068-06-20      | 1.5626%  | N/A     | $37361377.00       | $493697.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160N                                         | 2051-09-20      | 0.0000%  | N/A     | $127754768.00      | $1267206.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79C                                          | 2053-06-20      | 1.6717%  | N/A     | $125000000.00      | $2967014.83        | Agency Collateralized Mortgage Obligation |
| GNMA_18-160H                                         | 2048-01-20      | 5.0000%  | N/A     | $1500000.00        | $6671.48           | Agency Collateralized Mortgage Obligation |
| GNMA_24-187E                                         | 2051-10-20      | 2.5000%  | N/A     | $21978059.00       | $3009612.08        | Agency Collateralized Mortgage Obligation |
| GNMA_14-107                                          | 2044-07-20      | 1.1611%  | N/A     | $27588059.00       | $573466.33         | Agency Collateralized Mortgage Obligation |
| GNMA_19-112B                                         | 2049-09-20      | 1.5611%  | N/A     | $11871429.00       | $479465.03         | Agency Collateralized Mortgage Obligation |
| WOTSO PENRITH PTY LTD                                | 2046-04-20      | 1.6611%  | N/A     | $20000000.00       | $404833.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137F                                         | 2053-09-20      | 1.4217%  | N/A     | $50000000.00       | $799671.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129                                          | 2050-09-20      | 3.0000%  | N/A     | $40337355.00       | $3173497.15        | Agency Collateralized Mortgage Obligation |
| GNMA_14-157                                          | 2055-05-16      | 0.1856%  | N/A     | $2500000.00        | $1594.82           | Agency Mortgage-Backed Securities         |
| GNMA_23-114E                                         | 2053-08-20      | 1.6717%  | N/A     | $150000000.00      | $2520377.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43C                                          | 2053-03-20      | 1.9417%  | N/A     | $86905000.00       | $2526233.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27F                                          | 2055-02-20      | 7.0000%  | N/A     | $16850242.00       | $3202559.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76A                                          | 2053-05-20      | 1.1217%  | N/A     | $100000000.00      | $1790730.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162B                                         | 2051-09-20      | 4.0000%  | N/A     | $3130000.00        | $283619.19         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-03-20      | 2.4958%  | N/A     | $46313230.00       | $169213.52         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H04A                                         | 2071-02-01      | 0.7090%  | N/A     | $49584253.00       | $1548647.74        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17B                                         | 2071-04-20      | 0.0183%  | N/A     | $50000000.00       | $4542.85           | Agency Collateralized Mortgage Obligation |
| GNMA_12-H31                                          | 2062-12-20      | 2.0623%  | N/A     | $102190309.00      | $422233.79         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24F                                         | 2066-10-20      | 2.6741%  | N/A     | $49580631.00       | $414882.72         | Agency Collateralized Mortgage Obligation |
| GNMA_07-79                                           | 2037-12-20      | 7.3890%  | N/A     | $20000000.00       | $191989.99         | Agency Collateralized Mortgage Obligation |
| GNMA_25-43D                                          | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $818.81            | Agency Collateralized Mortgage Obligation |
| GNMA_14-96C                                          | 2044-07-16      | 1.1568%  | N/A     | $42500768.00       | $506145.84         | Agency Collateralized Mortgage Obligation |
| GNMA_13-190                                          | 2041-05-20      | 0.0000%  | N/A     | $97967676.00       | $156730.46         | Agency Collateralized Mortgage Obligation |
| GNMA_19-31                                           | 2049-01-20      | 1.7111%  | N/A     | $17269500.00       | $514625.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-84S                                          | 2054-05-20      | 1.1217%  | N/A     | $50000000.00       | $1985175.32        | Agency Collateralized Mortgage Obligation |
| GNMA_19-74C                                          | 2049-06-20      | 1.6611%  | N/A     | $28862988.00       | $836984.25         | Agency Collateralized Mortgage Obligation |
| GNMA_23-21H                                          | 2053-02-20      | 1.2717%  | N/A     | $50000000.00       | $1317656.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-7F                                           | 2050-01-20      | 3.5000%  | N/A     | $17858929.00       | $421604.27         | Agency Collateralized Mortgage Obligation |
| GNMA_22-205L                                         | 2052-12-20      | 1.5717%  | N/A     | $100000000.00      | $2886513.97        | Agency Collateralized Mortgage Obligation |
| GNMA_14-092IX                                        | 2054-05-16      | 0.0829%  | N/A     | $56721504.00       | $33704.63          | Agency Mortgage-Backed Securities         |
| GNMA_24-109E                                         | 2054-07-20      | 1.5717%  | N/A     | $95000000.00       | $2324188.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15C                                         | 2074-04-20      | 0.6784%  | N/A     | $26098475.00       | $1540767.18        | Agency Collateralized Mortgage Obligation |
| GNMA_19-31G                                          | 2049-03-20      | 1.6111%  | N/A     | $85616740.00       | $717021.34         | Agency Collateralized Mortgage Obligation |
| GNMA_13-21A                                          | 2054-01-16      | 0.4244%  | N/A     | $2845000.00        | $4379.04           | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07B                                         | 2066-03-20      | 1.7706%  | N/A     | $105662843.00      | $843716.96         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68A                                          | 2040-05-20      | 5.0000%  | N/A     | $16533235.00       | $442325.17         | Agency Collateralized Mortgage Obligation |
| GNMA_14-153                                          | 2056-04-16      | 0.3200%  | N/A     | $1790000.00        | $594.75            | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                          | 2052-02-20      | 0.0000%  | N/A     | $84088575.00       | $74464.99          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17                                          | 2066-03-20      | 2.2796%  | N/A     | $49065098.00       | $130975.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25J                                          | 2052-03-20      | 6.5000%  | N/A     | $1538461.00        | $34247.99          | Agency Collateralized Mortgage Obligation |
| OVERNMENT NATIONAL MORTGAGE ASSO                     | 2042-09-20      | 0.3611%  | N/A     | $50000000.00       | $66368.80          | Agency Collateralized Mortgage Obligation |
| GNMA_23-112D                                         | 2050-06-20      | 7.0000%  | N/A     | $428571.00         | $6343.16           | Agency Collateralized Mortgage Obligation |
| GNMA_19-29Q                                          | 2049-03-20      | 5.0000%  | N/A     | $6997919.00        | $400524.70         | Agency Collateralized Mortgage Obligation |
| GNMA_20-95G                                          | 2050-04-20      | 0.0000%  | N/A     | $9236502.00        | $74519.78          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18                                          | 2069-10-20      | 2.3359%  | N/A     | $49857711.00       | $2285569.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42C                                          | 2053-03-20      | 6.0000%  | N/A     | $2582919.00        | $250800.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 0.0000%  | N/A     | $399659.00         | $275852.80         | Agency Collateralized Mortgage Obligation |
| GNMA_07-25                                           | 2037-05-20      | 2.3611%  | N/A     | $129724973.00      | $109899.78         | Agency Collateralized Mortgage Obligation |
| GNMA_25-7G                                           | 2055-01-20      | 7.0000%  | N/A     | $13059209.00       | $2040886.92        | Agency Collateralized Mortgage Obligation |
| GNMA_22-206                                          | 2052-12-20      | 1.2217%  | N/A     | $50000000.00       | $876888.34         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-11-20      | 1.8720%  | N/A     | $39413271.00       | $74593.38          | Agency Collateralized Mortgage Obligation |
| GNMA_24-180M                                         | 2054-11-20      | 6.5000%  | N/A     | $12187703.00       | $2430587.55        | Agency Collateralized Mortgage Obligation |
| GNMA_05-65                                           | 2035-08-20      | 6.2112%  | N/A     | $7267749.00        | $212268.57         | Agency Collateralized Mortgage Obligation |
| GNMA_16-91H                                          | 2043-05-20      | 0.2268%  | N/A     | $38062061.00       | $123905.49         | Agency Collateralized Mortgage Obligation |
| GNMA_17-167A                                         | 2047-11-20      | 1.7611%  | N/A     | $38234932.00       | $861725.41         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9A                                           | 2054-01-20      | 6.0000%  | N/A     | $2499998.00        | $70161.66          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-47  | 2058-02-16      | 0.5975%  | N/A     | $72335797.00       | $364856.31         | Agency Collateralized Mortgage Obligation |
| GNMA_22-51A                                          | 2052-03-20      | 3.0000%  | N/A     | $44480.00          | $25148.96          | Agency Collateralized Mortgage Obligation |
| GNMA_25-84C                                          | 2055-02-20      | 5.0000%  | N/A     | $1063974.00        | $999228.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-15A                                          | 2065-10-16      | 0.7401%  | N/A     | $562430.00         | $35875.15          | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.9917%  | N/A     | $90000000.00       | $3135326.97        | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.7111%  | N/A     | $52410000.00       | $463263.16         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.0000%  | N/A     | $31874.00          | $31579.38          | Agency Collateralized Mortgage Obligation |
| GNMA_09-106                                          | 2039-11-20      | 1.9611%  | N/A     | $14100000.00       | $26603.45          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23                                          | 2063-09-20      | 0.9197%  | N/A     | $100063974.00      | $43780.69          | Agency Collateralized Mortgage Obligation |
| GNMA_19-45F                                          | 2043-05-20      | 3.5000%  | N/A     | $28214748.00       | $1583449.14        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.1217%  | N/A     | $55000000.00       | $779363.53         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18G                                         | 2063-07-20      | 1.2459%  | N/A     | $26625157.00       | $26014.20          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24A                                         | 2066-11-20      | 2.3159%  | N/A     | $70668862.00       | $826688.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58F                                          | 2054-04-20      | 0.0500%  | N/A     | $60000000.00       | $75206.61          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11J                                         | 2067-04-20      | 1.4494%  | N/A     | $43573800.00       | $617588.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-35                                           | 2063-11-16      | 0.9847%  | N/A     | $25223457.00       | $1835960.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84E                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1542100.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47R                                          | 2050-04-20      | 4.0000%  | N/A     | $4828677.00        | $221744.79         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226D                                         | 2051-12-20      | 0.0000%  | N/A     | $100000000.00      | $32333.22          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04K                                         | 2069-06-20      | 2.5888%  | N/A     | $31875317.00       | $525148.27         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118                                          | 2044-08-20      | 1.7611%  | N/A     | $67745191.00       | $1405230.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                         | 2053-11-20      | 2.0717%  | N/A     | $50000000.00       | $1758030.20        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12C                                         | 2072-06-20      | 2.6494%  | N/A     | $88435676.00       | $2757673.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54G                                          | 2053-04-20      | 5.5000%  | N/A     | $25126.00          | $23253.18          | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $102670443.00      | $131369.10         | Agency Collateralized Mortgage Obligation |
| GNMA_06-69                                           | 2036-12-20      | 2.3611%  | N/A     | $83333333.00       | $17683.98          | Agency Collateralized Mortgage Obligation |
| GNMA_25-24B                                          | 2055-02-20      | 1.5217%  | N/A     | $13000000.00       | $709277.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2042-10-16      | 3.5000%  | N/A     | $13695000.00       | $545149.28         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $19000000.00       | $17406.16          | Agency Collateralized Mortgage Obligation |
| GNMA_24-173A                                         | 2054-10-20      | 0.6717%  | N/A     | $30000000.00       | $771053.15         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113D                                         | 2053-08-20      | 1.4217%  | N/A     | $100000000.00      | $2487701.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-75                                           | 2062-02-16      | 0.8702%  | N/A     | $963000.00         | $31830.70          | Agency Collateralized Mortgage Obligation |
| GNMA_14-40                                           | 2054-01-16      | 0.2248%  | N/A     | $103923000.00      | $88805.59          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25P                                          | 2054-02-20      | 6.0000%  | N/A     | $11248897.00       | $2135233.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $100000000.00      | $202268.10         | Agency Collateralized Mortgage Obligation |
| GNMA_19-123                                          | 2049-10-20      | 1.7111%  | N/A     | $72453000.00       | $1689019.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                         | 2071-07-20      | 0.2628%  | N/A     | $61561973.00       | $791949.23         | Agency Collateralized Mortgage Obligation |
| GNMA_17-37A                                          | 2047-03-20      | 6.5000%  | N/A     | $5553156.00        | $219668.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $20750663.00       | $227994.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-63M                                          | 2055-04-20      | 0.9217%  | N/A     | $87160912.00       | $2618322.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                         | 2053-11-20      | 1.1717%  | N/A     | $100000000.00      | $1568181.27        | Agency Collateralized Mortgage Obligation |
| GNMA_16-49                                           | 2046-04-20      | 1.6111%  | N/A     | $60000000.00       | $1254367.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $3548218.00        | $284669.69         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06E                                         | 2068-04-20      | 1.7602%  | N/A     | $75000000.00       | $1701075.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25G                                          | 2051-02-20      | 2.5000%  | N/A     | $6086000.00        | $616776.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59A                                          | 2053-04-20      | 1.3217%  | N/A     | $12500000.00       | $405418.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193F                                         | 2051-11-20      | 0.0000%  | N/A     | $74747961.00       | $1290973.91        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-07-20      | 1.6204%  | N/A     | $73907696.00       | $55936.19          | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.6111%  | N/A     | $65000000.00       | $555442.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-84K                                          | 2054-05-20      | 1.6217%  | N/A     | $50000000.00       | $1941012.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-02-20      | 1.7756%  | N/A     | $31547250.00       | $449726.58         | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 1.6068%  | N/A     | $84838708.00       | $852216.01         | Agency Collateralized Mortgage Obligation |
| GNMA_10-87                                           | 2040-07-16      | 2.0568%  | N/A     | $131297989.00      | $529683.04         | Agency Collateralized Mortgage Obligation |
| GNMA_19-83                                           | 2046-06-20      | 0.0901%  | N/A     | $78080820.00       | $541063.29         | Agency Collateralized Mortgage Obligation |
| GNMA_22-188F                                         | 2045-06-20      | 4.5000%  | N/A     | $16303655.00       | $2265921.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58N                                          | 2054-04-20      | 0.9717%  | N/A     | $75000000.00       | $2673855.68        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13B                                         | 2068-06-20      | 1.0693%  | N/A     | $76072526.00       | $1508816.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                          | 2054-03-20      | 1.7217%  | N/A     | $28688557.00       | $779512.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $54906266.00       | $560116.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $2000000.00        | $225001.13         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $2884614.00        | $252470.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62M                                          | 2055-04-20      | 0.0000%  | N/A     | $14531100.00       | $166137.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05B                                         | 2074-11-20      | 0.1099%  | N/A     | $8070550.00        | $8081.77           | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17A                                         | 2066-07-20      | 3.2795%  | N/A     | $50801857.00       | $828010.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-109D                                         | 2054-07-20      | 0.0217%  | N/A     | $43300000.00       | $839297.56         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107C                                         | 2051-06-20      | 2.0000%  | N/A     | $1000.00           | $414.25            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 | 2058-09-16      | 0.7887%  | N/A     | $190495167.00      | $1681110.33        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.5611%  | N/A     | $18566000.00       | $550849.13         | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 5.0000%  | N/A     | $3247314.00        | $8165.61           | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2044-01-16      | 1.1068%  | N/A     | $32150000.00       | $163487.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $12159.22          | Agency Collateralized Mortgage Obligation |
| GNMA_22-205K                                         | 2052-12-20      | 1.8717%  | N/A     | $29000000.00       | $777581.42         | Agency Collateralized Mortgage Obligation |
| GNMA_22-209C                                         | 2052-12-20      | 2.5217%  | N/A     | $3500000.00        | $181767.88         | Agency Collateralized Mortgage Obligation |
| GNMA_22-118                                          | 2064-06-16      | 0.6362%  | N/A     | $50000000.00       | $2358224.54        | Agency Collateralized Mortgage Obligation |
| GNMA_11-H02                                          | 2060-12-20      | 1.1789%  | N/A     | $39862222.00       | $131093.52         | Agency Collateralized Mortgage Obligation |
| GNMA_23-130A                                         | 2053-09-20      | 0.0500%  | N/A     | $50000000.00       | $46708.70          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H07D                                         | 2069-04-20      | 2.5514%  | N/A     | $40368984.00       | $620724.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05D                                         | 2071-03-20      | 0.4180%  | N/A     | $28731101.00       | $751949.78         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18E                                          | 2048-02-20      | 0.0000%  | N/A     | $51789000.00       | $342262.20         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $49084287.00       | $588402.82         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H20B                                         | 2070-03-20      | 2.8159%  | N/A     | $40521385.00       | $923404.09         | Agency Collateralized Mortgage Obligation |
| GNMA_12-68                                           | 2042-05-20      | 1.0611%  | N/A     | $19775642.00       | $269984.89         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173H                                         | 2053-11-20      | 1.1717%  | N/A     | $100000000.00      | $1568273.39        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H09                                          | 2063-04-20      | 1.6773%  | N/A     | $20020231.00       | $40448.98          | Agency Collateralized Mortgage Obligation |
| GNMA_24-109K                                         | 2054-07-20      | 0.9717%  | N/A     | $80000000.00       | $2436762.25        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H10J                                         | 2069-06-20      | 1.6831%  | N/A     | $18056987.00       | $184530.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.8111%  | N/A     | $297074000.00      | $1257774.91        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151B                                         | 2050-08-20      | 3.5000%  | N/A     | $15030775.00       | $2040666.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151A                                         | 2034-07-20      | 6.5000%  | N/A     | $844656.00         | $4903.74           | Agency Collateralized Mortgage Obligation |
| GNMA_22-51D                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $64829.32          | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 1.1217%  | N/A     | $85714288.00       | $1255083.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-79                                           | 2061-02-16      | 0.8737%  | N/A     | $83000000.00       | $877715.59         | Agency Collateralized Mortgage Obligation |
| GNMA_23-80D                                          | 2053-06-20      | 6.5000%  | N/A     | $500102.00         | $4893.84           | Agency Collateralized Mortgage Obligation |
| GNMA_21-191                                          | 2051-10-20      | 3.0000%  | N/A     | $4125000.00        | $365104.01         | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                         | 2053-12-20      | 2.0717%  | N/A     | $75000000.00       | $2780965.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-41E                                          | 2053-03-20      | 1.8217%  | N/A     | $26997309.00       | $1391980.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                         | 2054-07-20      | 1.5717%  | N/A     | $38726229.00       | $2033228.24        | Agency Collateralized Mortgage Obligation |
| GNMA_19-90B                                          | 2049-07-20      | 4.5000%  | N/A     | $5555555.00        | $355136.41         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $8583333.00        | $742941.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                         | 2053-12-20      | 2.7217%  | N/A     | $60000000.00       | $2981706.17        | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                          | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $589569.98         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H19                                          | 2067-04-20      | 2.0328%  | N/A     | $18988000.00       | $251010.56         | Agency Collateralized Mortgage Obligation |
| GNMA_20-107E                                         | 2050-03-20      | 4.0000%  | N/A     | $11534998.00       | $704086.52         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                         | 2068-01-20      | 2.6423%  | N/A     | $24837594.00       | $544661.07         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-10-20      | 1.4005%  | N/A     | $20786617.00       | $24719.14          | Agency Collateralized Mortgage Obligation |
| GNMA_23-135G                                         | 2053-09-20      | 2.2217%  | N/A     | $65000000.00       | $1618736.32        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42D                                          | 2049-04-20      | 5.0000%  | N/A     | $67500450.00       | $1749186.09        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115B                                         | 2050-08-20      | 0.0000%  | N/A     | $90437500.00       | $2021701.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10B                                         | 2071-06-20      | 1.9403%  | N/A     | $37504519.00       | $848108.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-43                                           | 2061-11-16      | 1.2617%  | N/A     | $410000.00         | $16127.87          | Agency Collateralized Mortgage Obligation |
| GNMA_21-78E                                          | 2051-05-20      | 4.5000%  | N/A     | $28951221.00       | $2612121.90        | Agency Collateralized Mortgage Obligation |
| GNMA_20-30D                                          | 2048-04-20      | 0.1084%  | N/A     | $32572799.00       | $316637.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6447%  | N/A     | $50000000.00       | $1528818.96        | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 0.0000%  | N/A     | $20157487.00       | $5771.88           | Agency Collateralized Mortgage Obligation |
| GNMA_15-118                                          | 2045-08-20      | 1.2111%  | N/A     | $107142857.00      | $2048435.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39C                                          | 2054-03-20      | 0.9917%  | N/A     | $50000000.00       | $1943124.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-197D                                         | 2051-11-20      | 0.0000%  | N/A     | $300000000.00      | $91433.10          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H4                                           | 2067-02-20      | 2.4016%  | N/A     | $47000000.00       | $627057.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39J                                          | 2054-03-20      | 0.0500%  | N/A     | $60000000.00       | $82353.44          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20                                          | 2067-10-20      | 2.6460%  | N/A     | $115090218.00      | $2121214.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1217%  | N/A     | $100000000.00      | $1810184.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-12-20      | 2.5849%  | N/A     | $31712373.00       | $593483.28         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11A                                         | 2074-05-20      | 0.8305%  | N/A     | $45294920.00       | $3060363.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40L                                          | 2047-03-20      | 4.0000%  | N/A     | $19907536.00       | $2287262.96        | Agency Collateralized Mortgage Obligation |
| GNMA_16-4D                                           | 2045-11-20      | 4.0000%  | N/A     | $2754000.00        | $54082.97          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2066-12-20      | 2.3220%  | N/A     | $84223548.00       | $830241.30         | Agency Collateralized Mortgage Obligation |
| GNMA_23-84R                                          | 2053-06-20      | 1.7717%  | N/A     | $38833331.00       | $1782622.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 3.5000%  | N/A     | $10826155.00       | $804654.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $28015543.00       | $256614.73         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2043-10-16      | 4.5000%  | N/A     | $72252888.00       | $406359.73         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.4217%  | N/A     | $50000000.00       | $2104770.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186C                                         | 2054-11-20      | 1.7217%  | N/A     | $79858328.00       | $2790509.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70E                                          | 2053-05-20      | 1.0717%  | N/A     | $50000000.00       | $858228.19         | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-11-20      | 4.5000%  | N/A     | $26325333.00       | $1324243.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151D                                         | 2050-04-20      | 3.0000%  | N/A     | $3304881.00        | $439164.57         | Agency Collateralized Mortgage Obligation |
| GNMA_24-77H                                          | 2054-05-20      | 2.8217%  | N/A     | $40000000.00       | $2376036.46        | Agency Collateralized Mortgage Obligation |
| GNMA_14-145D                                         | 2043-01-16      | 3.0065%  | N/A     | $507232.00         | $20327.92          | Agency Collateralized Mortgage Obligation |
| GNMA_18-136                                          | 2060-04-16      | 1.2070%  | N/A     | $143848293.00      | $1752005.61        | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                          | 2054-10-16      | 0.2455%  | N/A     | $150000.00         | $603.39            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-28  | 2042-01-16      | 1.1060%  | N/A     | $1758402.00        | $0.96              | Agency Collateralized Mortgage Obligation |
| GNMA_25-21                                           | 2065-04-16      | 0.9512%  | N/A     | $13832781.00       | $950248.29         | Agency Mortgage-Backed Securities         |
| GNMA_10-61                                           | 2040-05-16      | 1.5569%  | N/A     | $60000000.00       | $123727.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134H                                         | 2053-12-20      | 1.1217%  | N/A     | $130696824.00      | $3061544.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151G                                         | 2063-10-20      | 0.0000%  | N/A     | $7631983.00        | $1861405.26        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1217%  | N/A     | $100000000.00      | $1762863.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                         | 2054-11-20      | 1.6717%  | N/A     | $100000000.00      | $2787306.43        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.6111%  | N/A     | $32043075.00       | $682195.28         | Agency Collateralized Mortgage Obligation |
| GNMA_20-46G                                          | 2050-04-20      | 0.0000%  | N/A     | $70000000.00       | $84071.80          | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 4.5000%  | N/A     | $1000.00           | $750.20            | Agency Collateralized Mortgage Obligation |
| GNMA_24-58P                                          | 2054-04-20      | 1.5717%  | N/A     | $100000000.00      | $2782599.93        | Agency Collateralized Mortgage Obligation |
| GNMA_21-137E                                         | 2051-08-20      | 3.0000%  | N/A     | $16853491.00       | $1449339.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84A                                          | 2055-05-20      | 0.0000%  | N/A     | $50000000.00       | $627500.00         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $150000000.00      | $260139.87         | Agency Collateralized Mortgage Obligation |
| GNMA_22-83                                           | 2051-11-20      | 2.5000%  | N/A     | $28595000.00       | $3142415.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131J                                         | 2053-09-20      | 1.3217%  | N/A     | $95000000.00       | $2085092.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1217%  | N/A     | $50000000.00       | $895316.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144L                                         | 2054-09-20      | 0.0000%  | N/A     | $46978723.00       | $979800.53         | Agency Collateralized Mortgage Obligation |
| GNMA_10-50                                           | 2040-04-20      | 1.2911%  | N/A     | $200250000.00      | $672547.19         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-25  | 2060-02-16      | 0.4696%  | N/A     | $150000000.00      | $2184724.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64H                                          | 2053-05-20      | 1.0417%  | N/A     | $40000000.00       | $1319623.16        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-04-20      | 2.2911%  | N/A     | $20131897.00       | $487.90            | Agency Collateralized Mortgage Obligation |
| GNMA_16-108A                                         | 2046-08-20      | 0.0000%  | N/A     | $750000.00         | $54401.82          | Agency Collateralized Mortgage Obligation |
| GNMA_15-93                                           | 2054-09-16      | 0.3666%  | N/A     | $154228210.00      | $29382.19          | Agency Collateralized Mortgage Obligation |
| GNMA_23-21J                                          | 2053-02-20      | 1.9617%  | N/A     | $35000000.00       | $1551726.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-118A                                         | 2054-07-20      | 0.1500%  | N/A     | $100000000.00      | $334680.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-108 | 2056-10-16      | 0.3394%  | N/A     | $444000.00         | $53.09             | Agency Collateralized Mortgage Obligation |
| GNMA_08-27C                                          | 2038-03-20      | 7.0000%  | N/A     | $14285714.00       | $157506.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78F                                          | 2051-05-20      | 4.0000%  | N/A     | $3992973.00        | $355697.88         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $57526.20          | Agency Collateralized Mortgage Obligation |
| FHLMC_5402B                                          | 2054-04-25      | 6.0000%  | N/A     | $44382730.00       | $9145308.48        | Agency Collateralized Mortgage Obligation |
| GNMA_12-033                                          | 2052-06-16      | 0.0000%  | N/A     | $401151813.00      | $177.43            | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                          | 2060-09-16      | 1.2712%  | N/A     | $5000000.00        | $401454.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_10-9    | 2040-01-16      | 2.1568%  | N/A     | $1510000.00        | $4746.72           | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13E                                         | 2068-08-20      | 1.8478%  | N/A     | $26224679.00       | $512743.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-158D                                         | 2051-09-20      | 4.5000%  | N/A     | $12766702.00       | $1484612.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $7812080.00        | $856830.73         | Agency Collateralized Mortgage Obligation |

### Security 33: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 4.5000%  | N/A     | $101365.00         | $92733.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 6.0000%  | N/A     | $225000.00         | $141067.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $1147898.00        | $1148326.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1362646.00        | $1365320.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | N/A     | $2134424.00        | $1708006.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.0000%  | N/A     | $508122.00         | $56987.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 5.0000%  | N/A     | $491000.00         | $440437.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.0000%  | N/A     | $599641.00         | $60447.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | N/A     | $12289.00          | $6233.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 6.0000%  | N/A     | $2000000.00        | $1341810.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $9381220.00        | $9630315.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 4.0000%  | N/A     | $32000.00          | $28439.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 4.5000%  | N/A     | $1495054.00        | $470590.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 6.0000%  | N/A     | $150000.00         | $96534.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $4269392.00        | $2670760.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.5000%  | N/A     | $600000.00         | $66164.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1282268.00        | $1309152.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | N/A     | $1143366.00        | $1166614.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $344161.00         | $243998.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $2751208.00        | $2806571.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-02-20      | 4.0000%  | N/A     | $807594.00         | $34861.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $9601.00           | $6397.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 3.0000%  | N/A     | $774894.00         | $72442.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 4.2500%  | N/A     | $26072.00          | $7955.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 3.5000%  | N/A     | $39256.00          | $28908.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $1755252.00        | $1672985.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $77211.00          | $50445.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 5.0000%  | N/A     | $116000.00         | $63966.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $39008.00          | $29607.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $27540.00          | $14098.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | N/A     | $68680080.00       | $54623691.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 2.5000%  | N/A     | $11150.00          | $6271.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2561412.00        | $1968994.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.5000%  | N/A     | $11001.00          | $6779.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $305910.00         | $176093.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 8.0000%  | N/A     | $2397500.00        | $2479663.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.0000%  | N/A     | $456615.00         | $84135.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.5000%  | N/A     | $228000.00         | $22356.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-05-15      | 3.5000%  | N/A     | $101000.00         | $30734.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | N/A     | $30000.00          | $25774.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-11-15      | 5.8400%  | N/A     | $106500.00         | $109774.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $2696888.00        | $2694907.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.5000%  | N/A     | $3907836.00        | $2708972.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | N/A     | $6003.00           | $6166.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 4.0000%  | N/A     | $2298708.00        | $1553575.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $840362.00         | $815272.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 4.0000%  | N/A     | $125000.00         | $99859.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $14737232.00       | $15196537.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $1000000.00        | $402370.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $4062592.00        | $4143793.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $3404096.00        | $2816561.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2300%  | N/A     | $600000.00         | $597127.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-04-15      | 6.5000%  | N/A     | $8436816.00        | $8468246.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $502000.00         | $367156.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.0000%  | N/A     | $117000.00         | $34925.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $3232548.00        | $3099352.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.5000%  | N/A     | $8156032.00        | $2752469.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-04-15      | 4.9000%  | N/A     | $2291000.00        | $2236042.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 3.5000%  | N/A     | $49466.00          | $14586.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $10144176.00       | $10357424.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 4.5000%  | N/A     | $22000.00          | $20340.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.7000%  | N/A     | $123492.00         | $127446.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 3.5000%  | N/A     | $1986642.00        | $152026.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | N/A     | $1311772.00        | $517487.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | N/A     | $27864128.00       | $16725455.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 4.0000%  | N/A     | $58453.00          | $48671.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | N/A     | $1939360.00        | $1976064.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 6.0000%  | N/A     | $66048.00          | $46676.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 4.0000%  | N/A     | $14540.00          | $5736.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $12008848.00       | $11552020.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.0000%  | N/A     | $1104052.00        | $55569.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.0000%  | N/A     | $497000.00         | $122660.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $5891176.00        | $6015962.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $481030.00         | $468691.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $8951072.00        | $8898228.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $7779008.00        | $7942129.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.5000%  | N/A     | $1426000.00        | $128623.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2242064.00        | $1383298.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2056-09-15      | 4.3500%  | N/A     | $455000.00         | $424261.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-02-15      | 5.7900%  | N/A     | $448008.00         | $464228.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.5000%  | N/A     | $2394000.00        | $967051.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-09-20      | 5.5000%  | N/A     | $610604.00         | $418792.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-01-20      | 1.5000%  | N/A     | $1623484.00        | $948719.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | N/A     | $8003.00           | $6828.56           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $2001772.00        | $263174.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $250000.00         | $152329.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 4.0000%  | N/A     | $2885620.00        | $149823.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $1407912.00        | $1406879.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.0000%  | N/A     | $15201.00          | $10833.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | N/A     | $63571776.00       | $58785056.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | N/A     | $13466.00          | $7440.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.5000%  | N/A     | $1100000.00        | $76904.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 4.0000%  | N/A     | $360000.00         | $33368.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $74087.00          | $46808.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 7.0000%  | N/A     | $1236166.00        | $1227948.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 4.0000%  | N/A     | $11798.00          | $5353.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $6061480.00        | $6188775.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 3.5000%  | N/A     | $36170.00          | $31864.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $138778.00         | $104551.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $29416.00          | $29572.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $12304.00          | $8462.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.0000%  | N/A     | $1159810.00        | $172963.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.0000%  | N/A     | $1162342.00        | $100727.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $552640.00         | $565835.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | N/A     | $2418104.00        | $2389323.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 3.0000%  | N/A     | $142000.00         | $97554.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.5000%  | N/A     | $65010.00          | $54048.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 1.5000%  | N/A     | $113751.00         | $73947.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-07-15      | 4.0000%  | N/A     | $93602.00          | $51665.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-07-15      | 6.0000%  | N/A     | $2530256.00        | $2515061.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $183531.00         | $120276.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-06-20      | 4.0000%  | N/A     | $1000000.00        | $97097.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $2581832.00        | $2713832.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786280 C                      | 2052-07-20      | 0.0000%  | N/A     | $85000.00          | $61913.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-06-15      | 5.2400%  | N/A     | $6000.00           | $5948.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $229997.00         | $230579.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.0000%  | N/A     | $254418.00         | $36009.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 4.0000%  | N/A     | $363000.00         | $31586.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $2288556.00        | $2334557.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $5682392.00        | $5680370.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.5000%  | N/A     | $1557920.00        | $107905.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 5.0000%  | N/A     | $15382928.00       | $1178067.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.0000%  | N/A     | $233531.00         | $64887.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 3.0000%  | N/A     | $1299000.00        | $357919.70         | Agency Mortgage-Backed Securities |

### Security 34: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2989774476.57
- **C.18.a - Value (excl. sponsor support):** $2989774476.57
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99748640.41
- **C.18.a - Value (excl. sponsor support):** $99748640.41
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202037990.14
- **C.18.a - Value (excl. sponsor support):** $202037990.14
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 6.0000%  | N/A     | $293093.00         | $40551.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-09-15      | 5.5000%  | N/A     | $885000.00         | $246850.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $164412.00         | $170976.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $74004992.00       | $55773359.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.5000%  | N/A     | $9556560.00        | $838995.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2056-12-15      | 2.8400%  | N/A     | $243027.00         | $203212.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 2.5000%  | N/A     | $190888448.00      | $121771721.27      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $4079272.00        | $4084488.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1032886.00        | $1079721.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $762869.00         | $808266.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $3820292.00        | $3696678.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $802418.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $2358572.00        | $2408239.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $86570900.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | N/A     | $169737728.00      | $138246636.72      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1316720.00        | $1384871.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 4.2900%  | N/A     | $90000.00          | $10083.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1992770.00        | $2060875.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $1232400.00        | $1223122.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $80259106.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-01-15      | 3.5000%  | N/A     | $1055000.00        | $5588.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1688970.00        | $1744791.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $985068.00         | $1028803.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | N/A     | $122866.00         | $120887.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-04-15      | 3.0000%  | N/A     | $130000.00         | $23094.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-11-15      | 4.1200%  | N/A     | $7515648.00        | $6933200.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $137721000.00      | $82308672.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 5.5000%  | N/A     | $5317680.00        | $16820.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $5507784.00        | $5679652.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $1009776.00        | $912950.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 5.5000%  | N/A     | $287007.00         | $25359.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $861695.00         | $901422.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5294800.00        | $5401628.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1892954.00        | $1974078.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 2.7500%  | N/A     | $150000.00         | $126125.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 2.5000%  | N/A     | $25000.00          | $5868.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1846929.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-04-15      | 5.5000%  | N/A     | $517158.00         | $7658.61           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 4.0000%  | N/A     | $63000.00          | $5311.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $4083184.00        | $3980429.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $180807.00         | $187905.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 4.0000%  | N/A     | $854412.00         | $132884.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $144238.00         | $150335.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $1499374.00        | $1533405.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 5.0000%  | N/A     | $50203.00          | $10535.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $1580304.00        | $1569722.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 5.0000%  | N/A     | $417000.00         | $11437.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-08-15      | 5.5000%  | N/A     | $1418380.00        | $193718.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 4.5000%  | N/A     | $700000.00         | $16121.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $7664600.00        | $7848777.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $1467692.00        | $1455086.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $886530.00         | $923495.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-05-15      | 5.5000%  | N/A     | $10075424.00       | $82839.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $1288324.00        | $1288805.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1645146.00        | $1699051.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $306488832.00      | $156901351.19      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $46000.00          | $5732.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1195796.00        | $1262676.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-07-15      | 5.0000%  | N/A     | $1538486.00        | $1120047.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $305393.00         | $303933.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4959744.00        | $4942261.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-05-15      | 4.5000%  | N/A     | $900000.00         | $287690.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $255262.00         | $254028.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $2170964.00        | $2160618.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $72293.00          | $74859.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 4.0000%  | N/A     | $950000.00         | $96801.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $214768.00         | $220773.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.5000%  | N/A     | $1382200.00        | $1337208.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-08-20      | 5.0000%  | N/A     | $1829852.00        | $77848.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 6.0000%  | N/A     | $492321.00         | $14773.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | N/A     | $60000000.00       | $48532454.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | N/A     | $112412.00         | $82928.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-05-15      | 4.5000%  | N/A     | $1124218.00        | $32532.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.5000%  | N/A     | $189000.00         | $15233.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | N/A     | $1969324.00        | $2050022.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | N/A     | $50000000.00       | $34407428.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.0000%  | N/A     | $400000.00         | $31705.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.0000%  | N/A     | $83842560.00       | $28476098.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.5000%  | N/A     | $6692552.00        | $1196394.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-07-15      | 3.7000%  | N/A     | $5332560.00        | $4769902.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | N/A     | $165093.00         | $170115.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6400%  | N/A     | $12565696.00       | $10134736.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1590962.00        | $1584668.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 5.0000%  | N/A     | $268900000.00      | $4604587.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-03-15      | 5.5000%  | N/A     | $922000.00         | $8781.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-02-20      | 2.0000%  | N/A     | $480000.00         | $204521.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 4.5000%  | N/A     | $152333.00         | $8188.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.5000%  | N/A     | $30520128.00       | $27560963.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $2577164.00        | $2503893.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 3.5000%  | N/A     | $400517.00         | $29341.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 4.0000%  | N/A     | $240000.00         | $83791.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 4.5000%  | N/A     | $700000.00         | $429098.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1047878.00        | $1090470.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $122112.00         | $125645.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-10-15      | 4.0000%  | N/A     | $3670000.00        | $251231.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | N/A     | $238430.00         | $243483.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $1744884.00        | $1743767.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.5000%  | N/A     | $2524224.00        | $2520700.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-05-15      | 3.7000%  | N/A     | $260000.00         | $43309.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.5000%  | N/A     | $138800768.00      | $102151447.43      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-08-15      | 3.3100%  | N/A     | $9104107.00        | $7874251.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.0000%  | N/A     | $1018956.00        | $739677.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $181292.00         | $186498.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $11124496.00       | $11346597.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 3.5000%  | N/A     | $710000.00         | $30434.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-11-15      | 3.9000%  | N/A     | $14383500.00       | $12990964.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $10817328.00       | $10798403.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $508142.00         | $505096.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5356888.00        | $5468391.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.5000%  | N/A     | $65000.00          | $40055.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $990477.00         | $1042625.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 4.0000%  | N/A     | $110401280.00      | $9784474.46        | Agency Mortgage-Backed Securities |

### Security 38: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141982241.19
- **C.18.a - Value (excl. sponsor support):** $141982241.19
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H20, C.4 - ISIN: US3130B4H200, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000422.00
- **C.18.a - Value (excl. sponsor support):** $100000422.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDKSEYS8
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $161000.00         | $163178.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $157000.00         | $146574.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $8520600.00        | $8941926.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $46104100.00       | $46417307.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $50000000.00       | $48995492.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $1472000.00        | $1415557.81        | U.S. Treasuries (including strips) |

### Security 41: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2246243002.92
- **C.18.a - Value (excl. sponsor support):** $2246243002.92
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1331236408.05
- **C.18.a - Value (excl. sponsor support):** $1331236408.05
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2671698009.20
- **C.18.a - Value (excl. sponsor support):** $2671698009.20
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY09
- **C.18 - Value (incl. sponsor support):** $3800000000.00
- **C.18.a - Value (excl. sponsor support):** $3800000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $60.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $54528000.00       | $56529112.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $550000000.00      | $570876244.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $19400.00          | $19982.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $81700.00          | $82949.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $80.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $2100.00           | $1977.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $300.00            | $307.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $29731100.00       | $14377789.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $12954600.00       | $13231750.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $500000000.00      | $503763989.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $400.00            | $285.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $550000000.00      | $547674659.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $5763800.00        | $6041217.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $858200.00         | $799950.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $200.00            | $186.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $9000.00           | $9103.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $280324400.00      | $255835068.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $10600.00          | $10187.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $6755600.00        | $6434406.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $600.00            | $594.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $400.00            | $376.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $200.00            | $156.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-15      | 2.8750%  | N/A     | $1000.00           | $1012.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | N/A     | $4734700.00        | $4682466.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $2394900.00        | $2468488.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $49653400.00       | $48447206.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $10380500.00       | $7829936.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $2538300.00        | $1639307.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $1988500.00        | $1589773.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $4437200.00        | $4498698.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $200.00            | $174.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $2100.00           | $2022.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $8726900.00        | $6147608.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $200.00            | $168.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $1100.00           | $1012.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $100.00            | $92.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $10028800.00       | $10020783.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $27017900.00       | $27064925.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $500.00            | $359.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $29654500.00       | $16092556.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $2200.00           | $1029.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $2039400.00        | $2093906.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $499998000.00      | $503917188.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $129892700.00      | $75139790.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $62000.00          | $56145.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $530000000.00      | $536758650.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $1496800.00        | $1429744.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $62.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $491491000.00      | $498180278.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $1200.00           | $906.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1000.00           | $1006.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $2641800.00        | $2437468.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $72000.00          | $74777.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $4138000.00        | $4348268.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $72545200.00       | $74863989.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $200.00            | $201.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $5207100.00        | $4739688.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $47352200.00       | $48036443.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $2600.00           | $2013.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $470200.00         | $473680.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $12362800.00       | $12084150.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $1000.00           | $963.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $80.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $5130000.00        | $5182129.89        | U.S. Treasuries (including strips) |

### Security 45: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157186263.59
- **C.18.a - Value (excl. sponsor support):** $157186263.59
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1081565069.47
- **C.18.a - Value (excl. sponsor support):** $1081565069.47
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251166170.99
- **C.18.a - Value (excl. sponsor support):** $251166170.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YA0, C.4 - ISIN: US3130B5YA00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168205626.29
- **C.18.a - Value (excl. sponsor support):** $168205626.29
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDKSEYZ2
- **C.18 - Value (incl. sponsor support):** $925000000.00
- **C.18.a - Value (excl. sponsor support):** $925000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $344233400.00      | $213102529.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $14795100.00       | $14867050.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $2311700.00        | $2316537.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $67526700.00       | $66492190.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $699900.00         | $812571.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $107820200.00      | $108513683.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $259700.00         | $169482.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $70836200.00       | $71390301.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $4597600.00        | $3160674.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $238300.00         | $174816.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $49417900.00       | $30503697.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $445600.00         | $559622.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $79300.00          | $59667.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $24999900.00       | $18619498.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $2207800.00        | $2126351.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $308500.00         | $84427.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $3655400.00        | $3423782.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $39100.00          | $44030.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $1305000.00        | $846968.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $49849900.00       | $42177210.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $5440000.00        | $5271488.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $49954900.00       | $50699517.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | N/A     | $8241300.00        | $11602920.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $23642200.00       | $23090925.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | N/A     | $1901900.00        | $1920929.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | N/A     | $205276500.00      | $200951324.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $479500.00         | $467084.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $564800.00         | $483260.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | N/A     | $17300.00          | $17020.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | N/A     | $204000.00         | $200048.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | N/A     | $61726500.00       | $60481723.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $440100.00         | $426718.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $11720900.00       | $6991168.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $1160300.00        | $1139669.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-19      | 0.0000%  | N/A     | $202000.00         | $200074.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $113600.00         | $111054.57         | U.S. Treasuries (including strips) |

### Security 50: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDKSEZ73
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $25623700.00       | $24655471.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $48012700.00       | $46630321.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $38320900.00       | $37854240.99       | U.S. Treasuries (including strips) |

### Security 51: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992915.00
- **C.18.a - Value (excl. sponsor support):** $499992915.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $696067887.84
- **C.18.a - Value (excl. sponsor support):** $696067887.84
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDKSEYF6
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.0000%  | N/A     | $2253313.00        | $2040000.02        | Agency Mortgage-Backed Securities |

### Security 54: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDKSEXD2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $8213052.00        | $8320572.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $4227906.00        | $2743987.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | N/A     | $1524531.00        | $3241179.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $1916667.00        | $1844994.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $997719.00         | $1131677.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | N/A     | $572479.00         | $890956.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $18198.00          | $29593.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $18123667.00       | $15132827.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $117671098.00      | $115469776.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | N/A     | $408854.00         | $861370.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $66573.00          | $64849.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $10751021.00       | $10792952.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | N/A     | $326365.00         | $471241.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | N/A     | $8723104.00        | $17388106.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $3900844.00        | $4202584.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $12998740.00       | $12175099.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $24218782.00       | $14445784.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $4928875.00        | $4637737.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $422802.00         | $655610.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | N/A     | $1800677.00        | $2931660.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $18812709.00       | $19044301.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $15448448.00       | $13969963.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | N/A     | $3234031.00        | $4553190.42        | U.S. Treasuries (including strips) |

### Security 55: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1840689929.14
- **C.18.a - Value (excl. sponsor support):** $1840689929.14
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDKSEYX7
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $7948700.00        | $9179690.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $396.34            | $355.73            | U.S. Treasuries (including strips) |

### Security 57: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDKSEYC3
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/49   | 2049-11-15      | 0.0000%  | N/A     | $2066787.48        | $582836.14         | U.S. Treasuries (including strips) |
| TINT 11/15/53   | 2053-11-15      | 0.0000%  | N/A     | $17824864.00       | $4295827.87        | U.S. Treasuries (including strips) |
| TINT 02/15/46   | 2046-02-15      | 0.0000%  | N/A     | $3014993.92        | $1026750.15        | U.S. Treasuries (including strips) |
| TINT 08/15/44   | 2044-08-15      | 0.0000%  | N/A     | $6450080.00        | $2371552.51        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32 | 2032-02-29      | 4.1250%  | N/A     | $14074500.00       | $14163034.35       | U.S. Treasuries (including strips) |

### Security 58: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3116649851.46
- **C.18.a - Value (excl. sponsor support):** $3116649851.46
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDKSEXA8
- **C.18 - Value (incl. sponsor support):** $3546000000.00
- **C.18.a - Value (excl. sponsor support):** $3546000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $617601600.00      | $549137054.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $4973500.00        | $4852552.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $50673500.00       | $39536625.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $47699600.00       | $46767256.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $134309800.00      | $107378480.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $84991800.00       | $62452721.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $11572100.00       | $10632039.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $20834700.00       | $19228569.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $39000000.00       | $37889277.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $7886600.00        | $7321806.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $4299100.00        | $3090155.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $600.00            | $577.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $107734000.00      | $96597367.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | N/A     | $5683500.00        | $5775405.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $571800.00         | $422497.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $241599900.00      | $116836328.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $44110900.00       | $44807880.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $3990200.00        | $3781033.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $3271100.00        | $2962219.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $100500.00         | $101952.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4919%  | N/A     | $243941700.00      | $244824175.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $4690400.00        | $4606297.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $285502300.00      | $288144137.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $115000.00         | $115889.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $986100.00         | $939900.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $63369300.00       | $58469134.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $24736000.00       | $23765586.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $2275400.00        | $1557648.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $567100.00         | $482290.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $1000.00           | $961.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $3107700.00        | $3257276.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $12635600.00       | $11740324.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $959367100.00      | $959030424.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $10000000.00       | $10074014.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $2136800.00        | $1299055.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $57451100.00       | $58976258.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $12960600.00       | $9791666.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $86870100.00       | $88270032.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $22467700.00       | $22554656.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $19700.00          | $17512.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $211758000.00      | $151150062.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $430166100.00      | $418026843.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $300.00            | $303.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $19000.00          | $19078.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $166477500.00      | $100234286.15      | U.S. Treasuries (including strips) |

### Security 60: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1187985053.84
- **C.18.a - Value (excl. sponsor support):** $1187985053.84
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206117743.33
- **C.18.a - Value (excl. sponsor support):** $206117743.33
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDKSEYV1
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $43056900.00       | $44085936.14       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $30081900.00       | $30163833.29       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $2523700.00        | $2354603.39        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $277689300.00      | $280395711.29      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62Z8, C.4 - ISIN: US3130B62Z83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $421303454.66
- **C.18.a - Value (excl. sponsor support):** $421303454.66
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3989239791.46
- **C.18.a - Value (excl. sponsor support):** $3989239791.46
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Y3, C.4 - ISIN: US3130B52Y37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $363996156.16
- **C.18.a - Value (excl. sponsor support):** $363996156.16
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54M7, C.4 - ISIN: US3130B54M70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998390.00
- **C.18.a - Value (excl. sponsor support):** $499998390.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y51, C.4 - ISIN: US3130B5Y517, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252309024.77
- **C.18.a - Value (excl. sponsor support):** $252309024.77
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY33
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $19351700.00       | $18774524.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $23241600.00       | $23677462.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $159272600.00      | $161157797.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $426700.00         | $416789.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $5189800.00        | $5244777.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $11690700.00       | $10019982.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $24218800.00       | $24992914.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $156326200.00      | $152524594.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $600.00            | $604.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $46867500.00       | $49422744.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $500.00            | $491.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $65919900.00       | $67732148.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $35280000.00       | $36034778.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $24640900.00       | $24348779.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $623500.00         | $602438.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $50265800.00       | $50225618.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $69454700.00       | $69221567.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $24977100.00       | $24105099.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $964500.00         | $979249.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $418178400.00      | $434309802.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $596756000.00      | $609333681.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $6072300.00        | $6380857.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $210405200.00      | $210614901.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $69000200.00       | $69663134.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-12      | 0.0000%  | N/A     | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $297800.00         | $294518.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-10      | 0.0000%  | N/A     | $2504200.00        | $2501856.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $3200.00           | $3255.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4833%  | N/A     | $4000.00           | $4018.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | N/A     | $61109000.00       | $61138945.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $323248800.00      | $314815755.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $620200.00         | $602536.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $17412200.00       | $17388153.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $76470500.00       | $76643800.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | N/A     | $272582400.00      | $266930949.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $52142300.00       | $52805878.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $445600.00         | $447324.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $4700.00           | $4289.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-30      | 2.7500%  | N/A     | $3900.00           | $3938.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $98707300.00       | $100040045.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $14844200.00       | $13744821.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $500.00            | $485.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $35900.00          | $33533.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $996400.00         | $983483.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $11057300.00       | $10306793.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $99999200.00       | $94896685.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $11838700.00       | $11930253.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $7098800.00        | $6704376.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $74503700.00       | $64913387.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $24928800.00       | $23162508.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $21689100.00       | $21797043.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $1241900.00        | $1244061.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $114100.00         | $96642.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $89800.00          | $92559.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $23993700.00       | $24194401.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $24908900.00       | $25310312.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | N/A     | $7218600.00        | $7726456.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $635427200.00      | $621565751.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $1200.00           | $1199.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $27947200.00       | $28553193.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $799100.00         | $782582.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $606674400.00      | $613640419.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $249000.00         | $242249.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $49700100.00       | $49770926.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $884400.00         | $876549.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-30      | 4.6250%  | N/A     | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $800.00            | $747.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $24312300.00       | $24018308.50       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185576889.40
- **C.18.a - Value (excl. sponsor support):** $185576889.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430217734.80
- **C.18.a - Value (excl. sponsor support):** $430217734.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDKSEX00
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/41 | 2041-11-15      | 0.0000%  | N/A     | $40.96             | $17.70             | U.S. Treasuries (including strips) |
| TINT 02/15/35 | 2035-02-15      | 0.0000%  | N/A     | $187658047.77      | $120574987.14      | U.S. Treasuries (including strips) |
| TINT 08/15/42 | 2042-08-15      | 0.0000%  | N/A     | $40404864.00       | $16709875.96       | U.S. Treasuries (including strips) |
| TINT 02/15/48 | 2048-02-15      | 0.0000%  | N/A     | $75262607.36       | $23221600.14       | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55 | 2055-02-15      | 0.0000%  | N/A     | $100000000.00      | $23465600.00       | U.S. Treasuries (including strips) |
| TINT 02/15/29 | 2029-02-15      | 0.0000%  | N/A     | $84382105.59       | $72798383.28       | U.S. Treasuries (including strips) |
| TINT 08/15/39 | 2039-08-15      | 0.0000%  | N/A     | $102.40            | $50.53             | U.S. Treasuries (including strips) |
| TINT 11/15/42 | 2042-11-15      | 0.0000%  | N/A     | $1.00              | $0.41              | U.S. Treasuries (including strips) |
| TINT 08/15/43 | 2043-08-15      | 0.0000%  | N/A     | $40.96             | $16.00             | U.S. Treasuries (including strips) |
| TINT 08/15/40 | 2040-08-15      | 0.0000%  | N/A     | $50000000.00       | $23180500.00       | U.S. Treasuries (including strips) |
| TINT 05/15/41 | 2041-05-15      | 0.0000%  | N/A     | $6999951.35        | $3117505.33        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43 | 2043-02-15      | 0.6250%  | N/A     | $400.00            | $406.64            | U.S. Treasuries (including strips) |
| TINT 11/15/28 | 2028-11-15      | 0.0000%  | N/A     | $37997076.47       | $33131056.87       | U.S. Treasuries (including strips) |

### Security 72: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DW3, C.4 - ISIN: US3130B6DW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499060885.00
- **C.18.a - Value (excl. sponsor support):** $499060885.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHMS-K760                                                 | 2062-03-25      | 5.0406%  | N/A     | $24396000.00       | $6604887.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121B                                               | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $3022.15           | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB58                                             | 2038-11-25      | 4.7523%  | N/A     | $62248000.00       | $25679208.04       | Agency Collateralized Mortgage Obligation |
| FNMA_22-42B                                               | 2050-06-25      | 1.6780%  | N/A     | $26210120.00       | $1692432.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5331D                                               | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $18960.35          | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB52                                             | 2038-07-25      | 0.6180%  | N/A     | $96789390.00       | $96828.93          | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                              | 2053-10-20      | 2.1217%  | N/A     | $75000000.00       | $5040451.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_4783B                                               | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $380431.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4161B                                               | 2043-02-15      | 1.7032%  | N/A     | $20500000.00       | $499728.50         | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB70                                             | 2039-10-25      | 4.2543%  | N/A     | $41272141.00       | $25282152.68       | Agency Collateralized Mortgage Obligation |
| FHMS_K143                                                 | 2032-04-25      | 3.1400%  | N/A     | $7000000.00        | $1191136.88        | Agency Collateralized Mortgage Obligation |
| FNSTR_427                                                 | 2037-02-25      | 1.5000%  | N/A     | $106000000.00      | $4319649.27        | Agency Collateralized Mortgage Obligation |
| FNMA_24-5C                                                | 2054-03-25      | 2.0780%  | N/A     | $112217640.00      | $8111511.26        | Agency Collateralized Mortgage Obligation |
| FHLK_11-3                                                 | 2048-05-25      | 2.9760%  | N/A     | $108643404.00      | $14588670.73       | Agency Collateralized Mortgage Obligation |
| FNMA_20-91C                                               | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $800400.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-91                                               | 2042-08-15      | 2.1032%  | N/A     | $22372053.00       | $448013.48         | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB75                                             | 2040-04-25      | 1.8061%  | N/A     | $444201323.00      | $12705914.21       | Agency Collateralized Mortgage Obligation |
| FHLMC_4351                                                | 2044-06-15      | 1.7532%  | N/A     | $50000000.00       | $278428.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                               | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $88890009.82       | Agency Collateralized Mortgage Obligation |
| FNMA_12-43                                                | 2041-07-25      | 4.4364%  | N/A     | $7000000.00        | $10410.85          | Agency Collateralized Mortgage Obligation |
| FHMS_KX04                                                 | 2034-01-25      | 1.6626%  | N/A     | $19940000.00       | $681802.68         | Agency Collateralized Mortgage Obligation |
| FNMA_24-6E                                                | 2043-07-25      | 2.1388%  | N/A     | $6098639.00        | $857299.55         | Agency Collateralized Mortgage Obligation |
| FHLMC STRUCTURED PASS THROUGH SECURITIES FSPC_T-42        | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3794.01           | Agency Collateralized Mortgage Obligation |
| FHLMC_40-10                                               | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $359284.55         | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB56                                             | 2038-11-25      | 0.2533%  | N/A     | $143846917.00      | $429475.36         | Agency Collateralized Mortgage Obligation |
| FNMA_24-99A                                               | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $84387.26          | Agency Collateralized Mortgage Obligation |
| FNMA_20-96D                                               | 2051-01-25      | 2.5000%  | N/A     | $27963530.00       | $4708358.88        | Agency Collateralized Mortgage Obligation |
| FNMA_16-72                                                | 2046-10-25      | 3.0000%  | N/A     | $1475530.00        | $1193457.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4733E                                               | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $236445.57         | Agency Collateralized Mortgage Obligation |
| GNMA_20-18A                                               | 2050-02-20      | 1.6611%  | N/A     | $23527000.00       | $917095.93         | Agency Collateralized Mortgage Obligation |
| FNMA_23-64C                                               | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $9930.82           | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB45                                             | 2037-08-25      | 0.4911%  | N/A     | $66534907.00       | $145969.78         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                              | 2026-11-25      | 0.0000%  | N/A     | $15738000.00       | $9649990.77        | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB45                                             | 2037-11-25      | 1.0877%  | N/A     | $108859383.00      | $92272.46          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                               | 2051-07-20      | 1.8611%  | N/A     | $132338141.00      | $15339576.56       | Agency Collateralized Mortgage Obligation |
| FHLMC_Q025                                                | 2034-02-25      | 0.3640%  | N/A     | $324636000.00      | $8620238.58        | Agency Collateralized Mortgage Obligation |
| FHMS_K169                                                 | 2062-03-25      | 5.3066%  | N/A     | $42900147.00       | $16100971.41       | Agency Collateralized Mortgage Obligation |
| FNMA_17-78B                                               | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $203491.44         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_21-SB92                        | 2041-08-25      | 0.5665%  | N/A     | $101474124.00      | $2328653.04        | Agency Collateralized Mortgage Obligation |
| GINNIE MAE STRIP GNS_1                                    | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $19967.22          | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB79                                             | 2040-07-25      | 1.6775%  | N/A     | $23692000.00       | $806468.47         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49     | 2038-03-25      | 0.6865%  | N/A     | $168448788.00      | $534864.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698B                                               | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $300641.61         | Agency Collateralized Mortgage Obligation |
| FRESB_16SB11                                              | 2035-11-25      | 4.6555%  | N/A     | $4242000.00        | $947681.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_4046                                                | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $318073.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5D                                                | 2055-01-20      | 1.6217%  | N/A     | $83109805.00       | $4249810.42        | Agency Collateralized Mortgage Obligation |
| FNMA_16-26                                                | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $19660.30          | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB67                                             | 2039-07-25      | 0.8848%  | N/A     | $529411508.00      | $6461910.42        | Agency Collateralized Mortgage Obligation |
| FREMF_19-60                                               | 2026-02-25      | 10.4652% | N/A     | $75693532.00       | $12970616.52       | Agency Collateralized Mortgage Obligation |
| FNMA_16-9B                                                | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $642059.56         | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF81                                             | 2027-06-25      | 13.4351% | N/A     | $67165464.00       | $15719453.15       | Agency Collateralized Mortgage Obligation |
| FNMA_24-6C                                                | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $286139.18         | Agency Collateralized Mortgage Obligation |
| FNMA_12-24D                                               | 2042-03-25      | 2.0135%  | N/A     | $13150872.00       | $219413.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-99                                               | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $30665.48          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 | 2032-01-25      | 2.9799%  | N/A     | $4493000.00        | $702100.68         | Agency Collateralized Mortgage Obligation |
| FNMA_24-96G                                               | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $379506.16         | Agency Collateralized Mortgage Obligation |
| GNMA_15-10C                                               | 2039-07-20      | 6.3396%  | N/A     | $6195173.00        | $802711.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5A                                                | 2055-01-20      | 2.2217%  | N/A     | $50000000.00       | $3938292.65        | Agency Collateralized Mortgage Obligation |
| FNMA_12-103                                               | 2042-09-25      | 1.6136%  | N/A     | $82285920.00       | $1140317.63        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114       | 2048-08-25      | 2.7353%  | N/A     | $10500000.00       | $1202422.22        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST FRESB_21-SB87                        | 2041-04-25      | 0.6295%  | N/A     | $209249861.00      | $4509021.59        | Agency Collateralized Mortgage Obligation |
| FNMA_19-61A                                               | 2059-11-25      | 1.6136%  | N/A     | $14507222.00       | $663898.92         | Agency Collateralized Mortgage Obligation |
| FHMS_K053                                                 | 2044-03-25      | 1.6479%  | N/A     | $24717000.00       | $274443.68         | Agency Collateralized Mortgage Obligation |
| FNMA_24-6E                                                | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6311653.69        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2025-07-25      | 3.0100%  | N/A     | $375000.00         | $182315.95         | Agency Collateralized Mortgage Obligation |
| FNMA_24-99A                                               | 2055-01-25      | 1.5980%  | N/A     | $58257019.00       | $4352126.78        | Agency Collateralized Mortgage Obligation |
| FNMA_24-24A                                               | 2054-05-25      | 6.5000%  | N/A     | $109000000.00      | $17705435.21       | Agency Collateralized Mortgage Obligation |
| FREMF_15-K51                                              | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $82436302.41       | Agency Collateralized Mortgage Obligation |
| FHLMC_4215                                                | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $119356.47         | Agency Collateralized Mortgage Obligation |
| FNMA_24-63A                                               | 2054-09-25      | 1.5780%  | N/A     | $45000000.00       | $2303970.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-62C                                               | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $59711.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_4584                                                | 2044-05-15      | 0.0532%  | N/A     | $4814646.00        | $33321.48          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80          | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $6171482.66        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K144      | 2032-04-25      | 2.4500%  | N/A     | $34550000.00       | $30351055.96       | Agency Collateralized Mortgage Obligation |
| FHLMC_4472F                                               | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $638102.77         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB52                                             | 2038-06-25      | 0.4919%  | N/A     | $148083821.00      | $403426.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5352E                                               | 2046-10-15      | 0.9822%  | N/A     | $14260417.00       | $1331911.66        | Agency Collateralized Mortgage Obligation |
| FHMS_KS07                                                 | 2025-09-25      | 0.5903%  | N/A     | $13609000.00       | $26707.97          | Agency Collateralized Mortgage Obligation |
| FNMA_21-55C                                               | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1571936.15        | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF80                                             | 2030-06-25      | 13.4652% | N/A     | $75910000.00       | $15307621.04       | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49     | 2038-04-25      | 0.3336%  | N/A     | $79334227.00       | $435603.34         | Agency Collateralized Mortgage Obligation |
| FREMF_K-167                                               | 2061-12-15      | 5.3097%  | N/A     | $15000000.00       | $5451199.35        | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                 | 2034-04-25      | 5.6872%  | N/A     | $15327418.00       | $5635605.39        | Agency Collateralized Mortgage Obligation |
| FHLK_12-2                                                 | 2049-01-25      | 2.6301%  | N/A     | $9700000.00        | $1143141.69        | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                                 | 2053-10-25      | 4.0000%  | N/A     | $25945000.00       | $5301983.44        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K753 | 2030-10-25      | 4.4000%  | N/A     | $42000000.00       | $42130806.69       | Agency Collateralized Mortgage Obligation |
| FNMA_13-15                                                | 2033-03-25      | 0.1026%  | N/A     | $18391622.00       | $3412625.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                              | 2054-09-20      | 5.4883%  | N/A     | $200000000.00      | $137857254.53      | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB73                                             | 2040-02-25      | 1.4974%  | N/A     | $299054265.00      | $14672759.80       | Agency Collateralized Mortgage Obligation |
| GNMA_12-134A                                              | 2042-11-20      | 0.5611%  | N/A     | $132412992.00      | $183674.81         | Agency Collateralized Mortgage Obligation |
| FNSTR_438                                                 | 2052-07-25      | 2.0000%  | N/A     | $120509562.00      | $14104142.84       | Agency Collateralized Mortgage Obligation |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                   | 2058-10-25      | 3.5000%  | N/A     | $21270000.00       | $5783381.55        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KF40                                             | 2027-12-25      | 13.4351% | N/A     | $39927982.00       | $12163981.86       | Agency Collateralized Mortgage Obligation |
| FREMF_K-G05                                               | 2034-01-25      | 2.6116%  | N/A     | $1625000.00        | $191657.10         | Agency Collateralized Mortgage Obligation |
| FNMA_21-75F                                               | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7762607.70        | Agency Collateralized Mortgage Obligation |
| FNMA_13-35                                                | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $241144.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5343E                                               | 2042-10-15      | 3.5000%  | N/A     | $13993688.00       | $1256998.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4104C                                               | 2042-09-15      | 1.6532%  | N/A     | $21428571.00       | $367594.81         | Agency Collateralized Mortgage Obligation |
| FREMF_21-KHG3                                             | 2028-09-25      | 6.6500%  | N/A     | $8048000.00        | $6771930.90        | Agency Collateralized Mortgage Obligation |
| FREMF_21-F108                                             | 2031-02-25      | 6.7818%  | N/A     | $76047000.00       | $15652526.11       | Agency Collateralized Mortgage Obligation |
| FREMF_19-KF72                                             | 2026-11-25      | 10.4652% | N/A     | $58664060.00       | $28073892.57       | Agency Collateralized Mortgage Obligation |
| FNMA_21-22D                                               | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $3998.91           | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_22-K140                        | 2029-07-25      | 6.4014%  | N/A     | $70480000.00       | $52810156.61       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K131 | 2031-09-25      | 2.9465%  | N/A     | $20902000.00       | $3060190.32        | Agency Collateralized Mortgage Obligation |
| FNMA_24-6B                                                | 2054-03-25      | 2.6980%  | N/A     | $63668669.00       | $4845844.84        | Agency Collateralized Mortgage Obligation |
| FNMA_23-50C                                               | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $62867.58          | Agency Collateralized Mortgage Obligation |
| FNSTR_428                                                 | 2037-11-25      | 1.5000%  | N/A     | $100699597.00      | $3906269.62        | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB53                                             | 2038-06-25      | 0.2807%  | N/A     | $256952913.00      | $423512.74         | Agency Collateralized Mortgage Obligation |
| FNMA_20-59C                                               | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $75741.88          | Agency Collateralized Mortgage Obligation |
| FNMA_13-23                                                | 2033-03-25      | 0.1026%  | N/A     | $7025000.00        | $1947481.85        | Agency Collateralized Mortgage Obligation |
| FNMA_23-64C                                               | 2048-07-25      | 1.7135%  | N/A     | $19429077.00       | $1674942.75        | Agency Collateralized Mortgage Obligation |
| FREMF_K-164                                               | 2062-05-25      | 5.6737%  | N/A     | $15000000.00       | $5942917.38        | Agency Collateralized Mortgage Obligation |
| FHMS_K748                                                 | 2050-02-25      | 2.6918%  | N/A     | $14432000.00       | $1234561.73        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB64                                             | 2039-06-25      | 5.7794%  | N/A     | $44262383.00       | $29316642.49       | Agency Collateralized Mortgage Obligation |
| FREMF_21-K132                                             | 2031-12-25      | 0.0000%  | N/A     | $13500000.00       | $9548685.00        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K62                                              | 2027-01-25      | 0.0000%  | N/A     | $108305106.00      | $76237401.20       | Agency Collateralized Mortgage Obligation |
| FNMA_12-52E                                               | 2042-05-25      | 2.1435%  | N/A     | $104663303.00      | $1076625.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_4795G                                               | 2048-03-15      | 1.7032%  | N/A     | $21176438.00       | $370149.06         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB55                                             | 2038-08-25      | 0.7173%  | N/A     | $177390777.00      | $849426.94         | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB91                                             | 2041-08-25      | 1.0712%  | N/A     | $72000000.00       | $1721688.71        | Agency Collateralized Mortgage Obligation |
| FNMA_20-59C                                               | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $12826.01          | Agency Collateralized Mortgage Obligation |
| FREMF_19-KLU2                                             | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $20106958.61       | Agency Collateralized Mortgage Obligation |
| GNMA_24-155A                                              | 2054-09-20      | 1.6717%  | N/A     | $82459203.00       | $5408701.94        | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB57                                             | 2038-09-25      | 0.4605%  | N/A     | $251299455.00      | $803036.35         | Agency Collateralized Mortgage Obligation |
| FHMS_K150                                                 | 2054-10-25      | 4.4352%  | N/A     | $15000000.00       | $3777116.63        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB64                                             | 2039-03-25      | 1.3639%  | N/A     | $155000000.00      | $2229095.12        | Agency Collateralized Mortgage Obligation |
| FNMA_10-109                                               | 2040-10-25      | 5.8906%  | N/A     | $18305750.00       | $554359.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_4707C                                               | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $564037.17         | Agency Collateralized Mortgage Obligation |
| FNSTR_437                                                 | 2052-10-25      | 2.0000%  | N/A     | $220553255.00      | $26392642.73       | Agency Collateralized Mortgage Obligation |
| FNMA_17-96A                                               | 2057-12-25      | 1.6636%  | N/A     | $48519741.00       | $1627445.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4935G                                               | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $64874.54          | Agency Collateralized Mortgage Obligation |
| FHLMC_5394A                                               | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3567649.79        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78     | 2040-06-25      | 1.7429%  | N/A     | $21411000.00       | $545362.25         | Agency Collateralized Mortgage Obligation |
| FNMA_20J-63                                               | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $805349.58         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61C                                               | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $27589.60          | Agency Collateralized Mortgage Obligation |
| FHMS_K105                                                 | 2030-06-25      | 1.9188%  | N/A     | $34625000.00       | $2816074.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_45-44                                               | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $2049888.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-94B                                               | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $52523.01          | Agency Collateralized Mortgage Obligation |
| FREMF_20-K109                                             | 2048-05-25      | 3.3833%  | N/A     | $20000000.00       | $2838608.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_4701D                                               | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $790693.74         | Agency Collateralized Mortgage Obligation |
| FNMA_23-50C                                               | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $2000.34           | Agency Collateralized Mortgage Obligation |
| FNMA_13-35                                                | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $258277.14         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_16-70                                     | 2046-10-25      | 1.6636%  | N/A     | $176880174.00      | $2944279.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4564F                                               | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $71845.46          | Agency Collateralized Mortgage Obligation |
| MSCR 2023-MN6                                             | 2043-05-25      | 11.0642% | N/A     | $11000000.00       | $11983748.30       | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB62                                             | 2039-03-25      | 0.9331%  | N/A     | $623416713.00      | $9562994.97        | Agency Collateralized Mortgage Obligation |
| FNSTR_433                                                 | 2052-03-25      | 2.0000%  | N/A     | $5134783.00        | $595282.12         | Agency Collateralized Mortgage Obligation |
| FNMA_19-62A                                               | 2059-11-25      | 1.5635%  | N/A     | $10012996.00       | $610410.40         | Agency Collateralized Mortgage Obligation |
| FNW_07-2                                                  | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $238987.27         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130       | 2048-08-25      | 3.0964%  | N/A     | $13487621.00       | $2074251.81        | Agency Collateralized Mortgage Obligation |
| FNMA_12-99J                                               | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $195295.33         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110      | 2053-06-25      | 3.3748%  | N/A     | $9600000.00        | $1343663.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121B                                               | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $124422.14         | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB45                                             | 2037-11-25      | 4.3883%  | N/A     | $5886000.00        | $2014794.05        | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                                 | 2053-11-25      | 6.5000%  | N/A     | $49796960.00       | $8137854.26        | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                 | 2045-12-25      | 2.3142%  | N/A     | $4265750.00        | $306717.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_K056                                                | 2026-06-25      | 2.1167%  | N/A     | $1916000.00        | $42236.57          | Agency Collateralized Mortgage Obligation |
| GNMA_22-9A                                                | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63026700.98       | Agency Collateralized Mortgage Obligation |
| FHLMC_4833D                                               | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12996.66          | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                               | 2040-10-25      | 2.0135%  | N/A     | $135801587.00      | $3277.45           | Agency Collateralized Mortgage Obligation |
| FHLMC_4935F                                               | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $8046.36           | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF74                                             | 2027-01-25      | 6.3366%  | N/A     | $3650000.00        | $548401.71         | Agency Collateralized Mortgage Obligation |
| FRESB_16-KS07                                             | 2025-09-25      | 4.2791%  | N/A     | $36468000.00       | $35649181.01       | Agency Collateralized Mortgage Obligation |
| GNMA_21-86F                                               | 2051-05-20      | 4.7603%  | N/A     | $640600.00         | $368583.44         | Agency Collateralized Mortgage Obligation |
| FNMA_24-86A                                               | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $118560.78         | Agency Collateralized Mortgage Obligation |
| FHMS_K743                                                 | 2049-06-25      | 2.9538%  | N/A     | $9500000.00        | $752233.28         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K097      | 2046-09-25      | 2.0184%  | N/A     | $17926832.00       | $1340621.22        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38A                                               | 2050-06-25      | 2.5000%  | N/A     | $21151655.00       | $1801446.76        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                               | 2054-05-25      | 5.5000%  | N/A     | $12205917.00       | $12207604.52       | Agency Collateralized Mortgage Obligation |
| FHLMC_5060E                                               | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $295522.11         | Agency Collateralized Mortgage Obligation |
| FNMA_18-55A                                               | 2048-08-25      | 1.8135%  | N/A     | $58135875.00       | $1202392.06        | Agency Collateralized Mortgage Obligation |
| FHMS_K758                                                 | 2056-11-25      | 5.1739%  | N/A     | $6400000.00        | $1695154.58        | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB90                                             | 2041-06-25      | 1.1372%  | N/A     | $145462875.00      | $2518961.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_08-3451                                             | 2037-02-15      | 1.5832%  | N/A     | $2000000.00        | $499.99            | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                               | 2054-03-20      | 0.9317%  | N/A     | $80000000.00       | $2635951.66        | Agency Collateralized Mortgage Obligation |
| FREMF_19-KF65                                             | 2029-07-25      | 10.4652% | N/A     | $62395000.00       | $28824372.45       | Agency Collateralized Mortgage Obligation |
| FNMA_22-12J                                               | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2781570.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_4686                                                | 2047-03-15      | 4.0000%  | N/A     | $11500000.00       | $10739803.88       | Agency Collateralized Mortgage Obligation |
| FHLMC_5121B                                               | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $14469.49          | Agency Collateralized Mortgage Obligation |
| FREMF_19-SB58                                             | 2038-11-25      | 0.6342%  | N/A     | $271423788.00      | $2157899.76        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76     | 2030-05-25      | 1.9376%  | N/A     | $72733000.00       | $1106791.19        | Agency Collateralized Mortgage Obligation |
| FNW_07-W3                                                 | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $69948.38          | Agency Collateralized Mortgage Obligation |
| FNMA_13-6                                                 | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $198430.81         | Agency Collateralized Mortgage Obligation |
| FNMA_12-131A                                              | 2041-05-25      | 1.2135%  | N/A     | $59814291.00       | $577.68            | Agency Collateralized Mortgage Obligation |
| FREMF_K-148                                               | 2054-08-25      | 4.1461%  | N/A     | $5300000.00        | $1244015.68        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S107                                             | 2043-06-25      | 0.0000%  | N/A     | $242892125.00      | $4700062.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                                | 2054-01-20      | 1.6217%  | N/A     | $100000000.00      | $3372786.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-55B                                               | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $150036.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4524                                                | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $565922.94         | Agency Collateralized Mortgage Obligation |
| FNMA_17-96F                                               | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $838468.09         | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                 | 2052-11-15      | 4.5590%  | N/A     | $2624331.00        | $388401.67         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-34                                     | 2045-06-25      | 1.6636%  | N/A     | $120580856.00      | $1786115.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71G                                               | 2055-04-20      | 0.9217%  | N/A     | $50000000.00       | $2344176.81        | Agency Collateralized Mortgage Obligation |
| FRESB_16-SB18                                             | 2036-06-25      | 4.8545%  | N/A     | $4553000.00        | $868918.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-71C                                               | 2055-04-20      | 0.9217%  | N/A     | $80000000.00       | $3340022.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_4301                                                | 2037-07-15      | 1.6532%  | N/A     | $77000000.00       | $514161.70         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K107       | 2030-01-25      | 1.5876%  | N/A     | $65000000.00       | $3934716.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444D                                               | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $42707.40          | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                 | 2052-06-25      | 2.5000%  | N/A     | $5539424.00        | $695260.23         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB54                                             | 2038-08-25      | 0.8051%  | N/A     | $234440144.00      | $258541.38         | Agency Collateralized Mortgage Obligation |
| FNMA_24-6C                                                | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $74952.89          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46C                                               | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $2705.70           | Agency Collateralized Mortgage Obligation |
| FNMA_24-9A                                                | 2054-03-25      | 1.7839%  | N/A     | $85000000.00       | $4328197.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140B                                              | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $63389.82          | Agency Collateralized Mortgage Obligation |
| FHLMC_4935H                                               | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $45930.69          | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB48                                             | 2038-02-25      | 0.3511%  | N/A     | $243903642.00      | $699398.96         | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                 | 2033-07-25      | 2.9663%  | N/A     | $7733000.00        | $918127.42         | Agency Collateralized Mortgage Obligation |
| GNMA_16-4G                                                | 2046-01-20      | 1.2111%  | N/A     | $30081589.00       | $288795.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444D                                               | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $25246.43          | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB80                                             | 2040-09-25      | 1.1459%  | N/A     | $89500000.00       | $3214583.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71A                                               | 2055-04-20      | 0.8217%  | N/A     | $150000000.00      | $6274695.25        | Agency Collateralized Mortgage Obligation |
| FHMS_K759                                                 | 2062-02-25      | 5.2566%  | N/A     | $9000000.00        | $2555311.28        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KC02                                             | 2025-08-25      | 0.0000%  | N/A     | $76080350.00       | $74912744.87       | Agency Collateralized Mortgage Obligation |
| FNMA_22-41D                                               | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $9433.73           | Agency Collateralized Mortgage Obligation |
| FREMF_21-KF107                                            | 2028-03-25      | 10.6007% | N/A     | $78177000.00       | $37788181.47       | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                                | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $91016.93          | Agency Collateralized Mortgage Obligation |
| GNMA_14-3                                                 | 2039-07-20      | 1.5611%  | N/A     | $41202319.00       | $122069.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701E                                               | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $701895.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                              | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $146147.71         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB52                                             | 2038-06-25      | 4.2465%  | N/A     | $6056000.00        | $2809998.87        | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                 | 2046-12-25      | 1.8908%  | N/A     | $25000000.00       | $1828478.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083T                                               | 2050-11-25      | 5.0034%  | N/A     | $4100000.00        | $2617126.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444D                                               | 2048-11-15      | 1.5532%  | N/A     | $58554444.00       | $5320695.96        | Agency Collateralized Mortgage Obligation |
| FREMF_K-142                                               | 2032-03-25      | 3.0967%  | N/A     | $23700000.00       | $3924255.20        | Agency Collateralized Mortgage Obligation |
| FNMA_14-2                                                 | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $317285.13         | Agency Collateralized Mortgage Obligation |
| FNMA_24-99A                                               | 2055-01-25      | 1.5280%  | N/A     | $70000000.00       | $3523230.53        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KF53                                             | 2025-10-25      | 6.2500%  | N/A     | $54431987.00       | $13325804.29       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070      | 2044-12-25      | 2.0419%  | N/A     | $13000000.00       | $630264.31         | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                 | 2063-02-25      | 5.7786%  | N/A     | $14073972.00       | $5518460.94        | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB56                                             | 2038-08-25      | 0.3261%  | N/A     | $68497124.00       | $211269.35         | Agency Collateralized Mortgage Obligation |
| FNMA_24-37                                                | 2054-06-25      | 2.6980%  | N/A     | $50000000.00       | $4143404.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_3667B                                               | 2040-05-15      | 2.0032%  | N/A     | $5000000.00        | $1657.99           | Agency Collateralized Mortgage Obligation |
| FHLMC_44-17                                               | 2043-12-15      | 0.0355%  | N/A     | $22473927.00       | $53726.93          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154       | 2056-02-25      | 5.1036%  | N/A     | $12000000.00       | $3582806.89        | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                                 | 2053-11-25      | 5.5000%  | N/A     | $189204201.00      | $40359300.50       | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                               | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $88890009.82       | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB50     | 2038-05-25      | 0.6811%  | N/A     | $220277834.00      | $272821.30         | Agency Collateralized Mortgage Obligation |
| FNMA_25-30B                                               | 2055-05-25      | 0.7280%  | N/A     | $200000000.00      | $7022865.88        | Agency Collateralized Mortgage Obligation |
| FREMF_K-756                                               | 2062-07-25      | 5.6148%  | N/A     | $5000000.00        | $1404110.32        | Agency Collateralized Mortgage Obligation |
| FREMF_16-K56                                              | 2026-06-25      | 0.0000%  | N/A     | $61470190.00       | $54025289.41       | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB85                                             | 2041-02-25      | 0.9998%  | N/A     | $150000000.00      | $2693712.17        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K128       | 2031-04-25      | 2.7808%  | N/A     | $13400000.00       | $1753592.23        | Agency Collateralized Mortgage Obligation |
| FNMA_21-59                                                | 2051-09-25      | 2.0000%  | N/A     | $2035000.00        | $1036506.33        | Agency Collateralized Mortgage Obligation |
| FNMA_21-75B                                               | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2741071.48        | Agency Collateralized Mortgage Obligation |
| FNMA_24-62C                                               | 2054-09-25      | 0.9280%  | N/A     | $172071737.00      | $5915898.95        | Agency Collateralized Mortgage Obligation |
| FNMA_01-51                                                | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4939.49           | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2020226327.74
- **C.18.a - Value (excl. sponsor support):** $2020226327.74
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDKSEXX8
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $124592400.00      | $114471657.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $2810900.00        | $2828359.59        | U.S. Treasuries (including strips) |

### Security 76: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $198946000.00      | $147883084.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $254532400.00      | $242430730.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $248189200.00      | $187207333.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $464264800.00      | $446209597.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $902529600.00      | $912090467.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $1133040000.00     | $1124178789.88     | U.S. Treasuries (including strips) |

### Security 77: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427944548.70
- **C.18.a - Value (excl. sponsor support):** $427944548.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631180478.14
- **C.18.a - Value (excl. sponsor support):** $631180478.14
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3184730286.91
- **C.18.a - Value (excl. sponsor support):** $3184730286.91
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDKSEX67
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_41-97H                                | 2054-12-20      | 0.9517%  | N/A     | $320000000.00      | $8439479.28        | Agency Collateralized Mortgage Obligation |
| FNMA_21-67M                                | 2051-10-25      | 3.0000%  | N/A     | $75425232.00       | $7745251.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $1916843.00        | $1928112.49        | Agency Mortgage-Backed Securities         |
| FHLMC_5123C                                | 2050-05-25      | 3.5000%  | N/A     | $75076104.00       | $7581379.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5129H                                | 2050-08-25      | 3.0000%  | N/A     | $75593750.00       | $8126575.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $1439737.00        | $1484604.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.1800%  | N/A     | $1418391.00        | $1403238.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $1587594.00        | $1622456.50        | Agency Mortgage-Backed Securities         |
| FHSTR_365B                                 | 2049-05-15      | 4.5000%  | N/A     | $19469225.00       | $1135755.10        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39H                                | 2052-07-25      | 2.0000%  | N/A     | $50000000.00       | $5695653.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F                               | 2054-09-20      | 1.0017%  | N/A     | $195000000.00      | $8764533.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $1143978.00        | $1156910.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 4.5000%  | N/A     | $1264.00           | $1162.81           | Agency Mortgage-Backed Securities         |
| FHLMC_5480C                                | 2054-03-25      | 0.8280%  | N/A     | $49180488.00       | $1253478.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $6986240.00        | $6985496.98        | Agency Mortgage-Backed Securities         |
| FNMA_21-43B                                | 2051-07-25      | 3.0000%  | N/A     | $165881263.00      | $16169779.97       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 7.0000%  | N/A     | $4386746.00        | $3413720.59        | Agency Mortgage-Backed Securities         |
| GNMA_24-188D                               | 2054-11-20      | 1.6717%  | N/A     | $100000000.00      | $5740704.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $4156392.00        | $4171220.16        | Agency Mortgage-Backed Securities         |
| GNMA_21-122J                               | 2047-11-20      | 4.5000%  | N/A     | $95377161.00       | $11589910.15       | Agency Collateralized Mortgage Obligation |

### Security 81: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDKSEZ32
- **C.18 - Value (incl. sponsor support):** $2001000000.00
- **C.18.a - Value (excl. sponsor support):** $2001000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $22096900.00       | $21827996.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $31523500.00       | $31960410.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $397000.00         | $199090.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $255000.00         | $246386.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $40000.00          | $40653.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $961600.00         | $963779.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | N/A     | $44500.00          | $45106.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | N/A     | $134000.00         | $134065.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $8000.00           | $7431.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $807500.00         | $824519.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | N/A     | $500200.00         | $259316.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $6188400.00        | $6248762.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 0.0000%  | N/A     | $20000.00          | $19867.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $400000.00         | $237427.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $72600700.00       | $74426021.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $5336700.00        | $5339265.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $1643500.00        | $1663558.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $5120900.00        | $5192581.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $12562700.00       | $12706948.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $2732400.00        | $2544779.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $24955000.00       | $24036092.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $32000.00          | $8889.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $54992200.00       | $55831665.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $35481.01          | $24708.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $413900.00         | $377741.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $455000.00         | $296904.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $572900.00         | $580697.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $52298000.00       | $48603553.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $920000.00         | $866538.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | N/A     | $60000.00          | $59004.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $100.00            | $30.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $679700.00         | $660342.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $960000.00         | $923950.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 0.2500%  | N/A     | $551800.00         | $546638.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $400.00            | $181.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $2437100.00        | $2460408.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $74200.00          | $72895.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $305000.00         | $281415.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $1200.00           | $986.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $1965900.00        | $1980699.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $40000.00          | $38156.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $55000.00          | $55460.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $12351300.00       | $10770058.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $11011000.00       | $10795777.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $2481000.00        | $2440873.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $404387800.00      | $388430425.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $132000.00         | $49457.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $2262900.00        | $2100844.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $6200.00           | $5792.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $643900.00         | $635553.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $225000.00         | $213462.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $80818600.00       | $74253295.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $17146700.00       | $17358421.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $30000.00          | $29161.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $5728600.00        | $5796405.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $1000000.00        | $1007521.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $10314000.00       | $10093110.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $16310900.00       | $16075878.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $100.00            | $88.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $100.00            | $41.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $12600800.00       | $12129310.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $12713700.00       | $12984126.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $10000.00          | $10161.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $824800.00         | $351279.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $130000.00         | $46229.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $66178000.00       | $66125098.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $2100.00           | $935.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $100.00            | $62.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | N/A     | $260300.00         | $262748.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $25629000.00       | $25520643.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $78000.00          | $50116.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $125000.00         | $125178.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $19500.00          | $7521.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $15.00             | $10.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $13756700.00       | $13985080.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $13000.00          | $12190.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $900.00            | $303.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $12018300.00       | $12066441.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $464000.00         | $192223.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $85100.00          | $87820.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $99850000.00       | $101123304.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $14447600.00       | $14391074.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $195000.00         | $189713.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $165362500.00      | $170182237.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $201800.00         | $201356.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $20000.00          | $19520.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $21921900.00       | $21350645.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.4513%  | N/A     | $75000000.00       | $75276939.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $4000000.00        | $3955928.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $1169300.00        | $1124426.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | N/A     | $1665100.00        | $1515562.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $129547600.00      | $131534055.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $379000.00         | $349763.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $500000.00         | $489333.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $1367200.00        | $1229676.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $3564400.00        | $3626334.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $22000.00          | $9661.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $157100.00         | $161927.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $3821100.00        | $3694571.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | N/A     | $5047700.00        | $5017640.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $13555900.00       | $13189916.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $404500.00         | $411884.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $11.50             | $8.21              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $1620000.00        | $1750782.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5463%  | N/A     | $4469900.00        | $4491684.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $3548600.00        | $3475249.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $974700.00         | $947056.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $54277000.00       | $50257181.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $21400.00          | $21504.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | N/A     | $221700.00         | $221871.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $96017200.00       | $94878905.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $346900.00         | $344556.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $140000.00         | $138248.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $45000.00          | $14977.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $22512700.00       | $22994335.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $7000.00           | $6934.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $52100.00          | $52330.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $59480000.00       | $57404917.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $30362100.00       | $28450813.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $984576.40         | $599037.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $23120000.00       | $23352903.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | N/A     | $120000.00         | $121490.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $180000.00         | $58338.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $6484300.00        | $6772171.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $14707900.00       | $14886883.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $8000.00           | $7346.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $1.00              | $0.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $3503000.00        | $3002386.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $165000.00         | $76921.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $5300.00           | $5354.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $712800.00         | $706801.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $55000.00          | $21847.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $102755400.00      | $87083573.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $75118400.00       | $75017043.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $105400.00         | $106455.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $33700.00          | $32763.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $7263700.00        | $7191888.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $12445100.00       | $12337142.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $998900.00         | $1016146.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $100.00            | $87.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3993%  | N/A     | $29900.00          | $30009.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | N/A     | $146900.00         | $147572.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $2637000.00        | $2644158.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $4633700.00        | $4696264.18        | U.S. Treasuries (including strips) |

### Security 82: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDKSEZ57
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | N/A     | $155379488.00      | $81520847.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $84855447.00       | $83279153.38       | Agency Mortgage-Backed Securities |

### Security 83: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $205591034.49
- **C.18.a - Value (excl. sponsor support):** $205591034.49
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDKSFXG2
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $2517600.00        | $2439613.69        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $22700000.00       | $21342668.91       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $14760000.00       | $15121929.87       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $43808600.00       | $40664437.41       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $215509000.00      | $182338751.24      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $6998100.00        | $6790915.20        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $200.00            | $185.60            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $101977000.00      | $102907914.79      | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $6880500.00        | $6821264.88        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $50716700.00       | $49426851.69       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AD 25 | 2025-09-30      | 0.2500%  | N/A     | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $25517900.00       | $26009746.96       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25 | 2025-10-15      | 4.2500%  | N/A     | $97000.00          | $97474.95          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $4969300.00        | $5038226.22        | U.S. Treasuries (including strips) |

### Security 85: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDKSEYM1
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $77827100.00       | $54060051.63       | U.S. Treasuries (including strips) |

### Security 86: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219182613.85
- **C.18.a - Value (excl. sponsor support):** $219182613.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBW0, C.4 - ISIN: US3133ERBW08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57546413.60
- **C.18.a - Value (excl. sponsor support):** $57546413.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY82
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 3.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $2657600.00        | $2699239.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $9894800.00        | $7380193.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $429017600.00      | $258306815.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $1760940800.00     | $1265748757.80     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $433246400.00      | $371529339.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $8000000.00        | $8039814.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $6330800.00        | $6356159.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $139300000.00      | $129459540.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $208136800.00      | $163000425.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $1141795200.00     | $1081942365.27     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $705835200.00      | $711148711.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $223744000.00      | $223442103.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $687225600.00      | $689885360.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $1774278400.00     | $1711061197.72     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593566209.38
- **C.18.a - Value (excl. sponsor support):** $593566209.38
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $764626329.64
- **C.18.a - Value (excl. sponsor support):** $764626329.64
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54V7, C.4 - ISIN: US3130B54V79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499996055.00
- **C.18.a - Value (excl. sponsor support):** $499996055.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4HG9, C.4 - ISIN: US3130B4HG97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223799046.61
- **C.18.a - Value (excl. sponsor support):** $223799046.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216702008.81
- **C.18.a - Value (excl. sponsor support):** $216702008.81
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEYA7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $6491000.00        | $774006.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $49000.00          | $33879.24          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 6.0000%  | N/A     | $2869.00           | $609.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 4.5000%  | N/A     | $564372.00         | $232438.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $708.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | N/A     | $1104.00           | $25.38             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $88.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $8301324.00        | $7860092.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | N/A     | $33987265.00       | $8830078.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1173904.00        | $1186656.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $24816128.00       | $13182015.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | N/A     | $31376199.00       | $9189952.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $866.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 5.0000%  | N/A     | $1859754.00        | $1846207.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 3.5000%  | N/A     | $2320.00           | $253.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $14673494.00       | $12620428.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $536.06            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-11-01      | 4.0000%  | N/A     | $2027.00           | $590.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $1388534.00        | $945830.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | N/A     | $1349546.00        | $1363266.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $803.29            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-02-01      | 4.0000%  | N/A     | $16775267.00       | $3284828.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $2069770.00        | $1722076.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $225000.00         | $91551.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $15001.00          | $10153.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $6326564.00        | $6185482.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 1.5000%  | N/A     | $43379120.00       | $25523002.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $18888480.00       | $10131827.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $698.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | N/A     | $904240.00         | $559223.11         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | N/A     | $944299.00         | $207060.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | N/A     | $3662336.00        | $590618.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $573.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $20484313.00       | $11010759.22       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $9677968.00        | $7145351.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $58999.00          | $44398.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 2.5000%  | N/A     | $1500000.00        | $114365.30         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-09-01      | 4.0000%  | N/A     | $1100000.00        | $93458.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | N/A     | $478049.00         | $130597.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | N/A     | $92608113.00       | $11940698.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $246.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.0000%  | N/A     | $1113918.00        | $256517.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 7.5000%  | N/A     | $209447.00         | $117762.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $751.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | N/A     | $111999.00         | $35207.48          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $554.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $314027.00         | $189874.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 2.5000%  | N/A     | $100000.00         | $56830.18          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $760.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | N/A     | $60386304.00       | $13961102.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $28917916.00       | $22628144.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 2.5000%  | N/A     | $3000.00           | $2002.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $138552832.00      | $15475798.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $110765298.00      | $12436261.60       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1080.00           | $817.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $11432446.00       | $977853.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | N/A     | $2393721.00        | $1294164.13        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $1008.00           | $812.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $66150233.00       | $65418985.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 4.0000%  | N/A     | $13793671.00       | $2258554.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $149.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $14446543.00       | $7889108.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $17482.00          | $10430.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $125000.00         | $98578.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $150202.00         | $107034.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $420042.00         | $340373.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | N/A     | $4120496.00        | $3825099.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | N/A     | $3519958.00        | $3058417.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $932.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $678.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $18059478.00       | $5337982.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $14624299.00       | $13843183.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | N/A     | $90000.00          | $26363.81          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | N/A     | $799000.00         | $140306.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 3.0000%  | N/A     | $8127968.00        | $2907940.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $1743865.00        | $1716587.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $989.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $546.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-07-01      | 4.0000%  | N/A     | $57799816.00       | $10139308.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $300000.00         | $192363.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $45000.00          | $34937.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | N/A     | $1007.00           | $105.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1549348.00        | $1551119.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $551.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $3882674.00        | $3499867.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | N/A     | $443182.00         | $364351.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1119.00           | $592.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $66179.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $969.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $55012.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $816.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | N/A     | $4101000.00        | $2927814.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.0000%  | N/A     | $69999.00          | $43688.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | N/A     | $9693442.00        | $8244131.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | N/A     | $675034.00         | $605811.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 1.0000%  | N/A     | $85224143.00       | $45488551.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $195331.00         | $199262.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | N/A     | $146379.00         | $43428.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1205.00           | $223.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $617.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | N/A     | $8552051.00        | $2060357.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $10997900.00       | $1928701.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $60000000.00       | $9048717.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $1843.00           | $402.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 2.5000%  | N/A     | $49145505.00       | $17905657.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $100000.00         | $55542.89          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $33134685.00       | $17717638.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $98000.00          | $68655.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $7052457.00        | $5055631.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | N/A     | $8224880.00        | $7662648.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $828.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-01-01      | 4.5000%  | N/A     | $1492180.00        | $516865.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | N/A     | $67993571.00       | $35935619.76       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 3.5000%  | N/A     | $43000.00          | $27988.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 5.8500%  | N/A     | $2805506.00        | $69594.55          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | N/A     | $16941324.00       | $4513875.14        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | N/A     | $20085.00          | $15390.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $135000.00         | $96204.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $7125798.00        | $6343704.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $37000.00          | $29313.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $22536272.00       | $11635705.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.0000%  | N/A     | $69331904.00       | $18874850.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.0000%  | N/A     | $14851200.00       | $2980580.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $24698752.00       | $4021243.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $8924669.00        | $6902559.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $975000.00         | $610465.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $641.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $124.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $19839081.00       | $4484913.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $3000.00           | $2397.48           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 3.5000%  | N/A     | $71278017.00       | $17777394.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $797.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | N/A     | $7935088.00        | $4712124.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $31000.00          | $24386.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $655.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | N/A     | $12429915.00       | $11180271.25       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $1186618.00        | $1097387.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $23656.00          | $17631.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1506.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $76000.00          | $54186.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $1128030.00        | $1079754.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | N/A     | $2190013.00        | $1829721.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | N/A     | $21614806.00       | $4479995.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $53567118.00       | $28628596.96       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 4.0000%  | N/A     | $1998.00           | $382.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 4.0000%  | N/A     | $40638626.00       | $8825640.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $10150752.00       | $1776848.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $5572358.00        | $4355127.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $30533344.00       | $18942563.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | N/A     | $3000.00           | $2696.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | N/A     | $12224773.00       | $12424837.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1465075.00        | $1456920.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-07-01      | 4.5000%  | N/A     | $1016.00           | $20.18             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $1266692.00        | $1198348.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $45599.00          | $27087.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | N/A     | $69000.00          | $36735.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | N/A     | $721000.00         | $64270.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | N/A     | $1224.00           | $330.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | N/A     | $9231.00           | $6046.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $745.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $498000.00         | $365214.95         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | N/A     | $1069.00           | $200.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $7777408.00        | $5375567.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $9859523.00        | $8703852.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $870.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $10723184.00       | $6222174.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $29364704.00       | $9418990.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | N/A     | $98999.00          | $51887.79          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.5000%  | N/A     | $24724985.00       | $1435250.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $5360000.00        | $1164608.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.0000%  | N/A     | $1186000.00        | $1008822.69        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $782.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $42141312.00       | $38540631.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $48135284.00       | $26280169.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $4003.00           | $686.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 3.5000%  | N/A     | $43000.00          | $32852.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | N/A     | $16627004.00       | $3984738.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | N/A     | $3000000.00        | $854695.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $856.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | N/A     | $3116450.00        | $2989524.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $301.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | N/A     | $536749.00         | $216743.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $85000.00          | $64928.01          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $2001.00           | $319.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $838.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 3.5000%  | N/A     | $186705250.00      | $43048683.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $17056000.00       | $8802353.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $82513876.00       | $15988031.27       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 1.5000%  | N/A     | $91315612.00       | $52640643.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | N/A     | $520000.00         | $326929.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | N/A     | $55620.00          | $53210.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $44893601.00       | $11414145.45       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $941.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $1347040.00        | $378653.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 2.5000%  | N/A     | $3000.00           | $610.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | N/A     | $2112.00           | $267.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-11-01      | 3.5000%  | N/A     | $46095285.00       | $9313700.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | N/A     | $12000.00          | $8337.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | N/A     | $12760995.00       | $10966291.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | N/A     | $285000.00         | $227191.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | N/A     | $2386552.00        | $1532209.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $79379.88          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $45318.00          | $37210.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $54088343.00       | $28999075.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | N/A     | $3000.00           | $2702.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | N/A     | $1040.00           | $201.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 5.5000%  | N/A     | $946963.00         | $866113.54         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $51000.00          | $34667.30          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $25035554.00       | $12795172.69       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $10764192.00       | $9710692.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.5000%  | N/A     | $130326529.00      | $2217583.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $1002.00           | $646.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $6206696.00        | $4084729.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-01-01      | 5.0000%  | N/A     | $28143.00          | $113.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $652.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | N/A     | $200000.00         | $162334.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $12080000.00       | $6846852.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | N/A     | $90000.00          | $65754.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $10891840.00       | $7340963.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $99000.00          | $62027.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | N/A     | $36130721.00       | $5235213.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $200000.00         | $127250.37         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $953.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1211.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $28324640.00       | $5398569.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | N/A     | $15022496.00       | $4514334.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-01-01      | 3.5000%  | N/A     | $70000000.00       | $16824928.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $5784050.00        | $5501769.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1754335.00        | $1791163.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $20097483.00       | $12811663.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $100000.00         | $40146.78          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $580.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $11810475.00       | $9145101.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $334870.00         | $324753.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $87899008.00       | $14032295.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $18574.00          | $17448.26          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $145.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-12-01      | 6.5000%  | N/A     | $30000000.00       | $1119583.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.5000%  | N/A     | $4558889.00        | $3198982.82        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $563000.00         | $505459.29         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | N/A     | $6077174.00        | $5644570.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | N/A     | $1679.00           | $788.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $1203695.00        | $869186.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $756.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.5000%  | N/A     | $3000.00           | $883.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | N/A     | $5183560.00        | $383248.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $9099518.00        | $6201953.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | N/A     | $16535864.00       | $2456968.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 1.5000%  | N/A     | $34276363.00       | $17832084.84       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | N/A     | $35000.00          | $32923.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $99000.00          | $83127.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $13571903.00       | $7035937.92        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | N/A     | $1003.00           | $198.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | N/A     | $12602515.00       | $8033756.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.0000%  | N/A     | $64001279.00       | $10649784.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $36100941.00       | $7972260.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 4.5000%  | N/A     | $11419635.00       | $2982555.28        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | N/A     | $1079.00           | $275.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.0000%  | N/A     | $1099000.00        | $295519.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $150109.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1716.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $74745472.00       | $9665662.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $361590.00         | $324927.34         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $920.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | N/A     | $536000.00         | $117023.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $91419276.00       | $54962105.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $118000.00         | $68262.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2088.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1228.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $9202109.00        | $4815922.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $762.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $3916736.00        | $2974035.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $9204590.00        | $4999323.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-12-01      | 7.0000%  | N/A     | $3750010.00        | $343474.59         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-02-01      | 3.5000%  | N/A     | $69330000.00       | $20564533.70       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | N/A     | $22517472.00       | $8625618.84        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $8745961.00        | $8594621.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $200000.00         | $96141.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $423948.00         | $374572.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $55603886.00       | $43571624.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $22824914.00       | $19714035.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $815.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $3854930.00        | $1861654.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $1008.00           | $686.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $50000.00          | $40907.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $1044435.00        | $361221.16         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | N/A     | $18509376.00       | $2326841.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | N/A     | $3000.00           | $1867.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $33576358.00       | $31997791.74       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $931.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $95028692.00       | $47681360.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $1414.00           | $876.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $217794.00         | $221940.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $783.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $13267132.00       | $6231962.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $15437597.00       | $12286004.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $11749536.00       | $3324852.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | N/A     | $1605376.00        | $282567.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $17978.00          | $12966.99          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1064867.00        | $1034107.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $7834712.00        | $7909691.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $1590603.00        | $1321123.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $3000.00           | $330.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 6.0000%  | N/A     | $1024.00           | $734.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 1.5000%  | N/A     | $83920633.00       | $44866624.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 4.5000%  | N/A     | $6030475.00        | $396127.20         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $940352.00         | $667311.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $8561541.00        | $8710413.03        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $234571.00         | $239161.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $39819544.00       | $23941824.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $10781500.00       | $2175277.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $185.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | N/A     | $800000.00         | $181298.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $100000.00         | $79846.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $612.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $1199974.00        | $1203975.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $3000.00           | $1974.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $1600000.00        | $1073107.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $522.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $1001.00           | $749.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1292098.00        | $1288622.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | N/A     | $169873861.00      | $106614106.33      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $35152592.00       | $17822207.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $2568167.00        | $1265060.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | N/A     | $101000.00         | $24908.18          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $600000.00         | $181908.38         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $3996.00           | $2988.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | N/A     | $12633988.00       | $8084098.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $85000.00          | $55758.41          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1876947.00        | $1906945.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $13235929.00       | $10865755.66       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | N/A     | $82000.00          | $55805.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.5000%  | N/A     | $40405689.00       | $4446853.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $877.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | N/A     | $3465577.00        | $2995678.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1775075.00        | $1801168.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | N/A     | $76347243.00       | $63477263.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | N/A     | $2004.00           | $1423.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | N/A     | $2002000.00        | $590182.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $11552284.00       | $9306741.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $17098109.00       | $17044838.96       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $206749.00         | $121404.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $39362.00          | $28956.66          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $219.24            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-07-01      | 4.5000%  | N/A     | $19614892.00       | $1866010.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $763.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $620000.00         | $125768.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $21510854.00       | $4934903.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $106.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $4045757.00        | $4026789.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $255.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $50000.00          | $39339.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1754296.00        | $431783.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1548.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | N/A     | $50112832.00       | $11887630.67       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-06-01      | 4.0000%  | N/A     | $269852.00         | $68168.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $7543697.00        | $6067742.45        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $2546518.00        | $2451744.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $4001.00           | $3325.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | N/A     | $9607201.00        | $7010755.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-07-01      | 6.0000%  | N/A     | $11815.00          | $125.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $41000.00          | $31009.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $16468401.00       | $1452207.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $34169017.00       | $18908015.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $124878.00         | $82790.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $943.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $1633790.00        | $1403092.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 3.0000%  | N/A     | $1007.00           | $104.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $24050122.00       | $14676699.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | N/A     | $59308694.00       | $15415489.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $3786.00           | $3851.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $2975872.00        | $620277.57         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $11000.00          | $8935.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.0000%  | N/A     | $59254854.00       | $8246055.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $14588656.00       | $1312476.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $2381000.00        | $303247.42         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $2000.00           | $772.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | N/A     | $100000.00         | $44019.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 1.5000%  | N/A     | $100000000.00      | $50716180.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $3988249.00        | $2267414.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $35000.00          | $31270.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $11401794.00       | $9973871.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $98999.00          | $74854.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $291000.00         | $197957.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $827.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $2862116.00        | $2555305.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $3004148.00        | $1600152.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $30000.00          | $25768.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $13678385.00       | $7148672.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $20003803.00       | $18116434.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1001.00           | $627.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $4072912.00        | $3285089.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $10310325.00       | $8666360.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $17913316.00       | $4178568.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $12985380.00       | $3469538.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $99000.00          | $54472.14          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 3.5000%  | N/A     | $16849442.00       | $3532092.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1157.00           | $602.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1325372.00        | $678310.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $50046238.00       | $7424491.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $32603720.00       | $24301965.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $84000.00          | $42916.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $191.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $4163076.00        | $2549798.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $8592164.00        | $8508519.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $1675772.00        | $1706785.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $876.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1004.00           | $849.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $93025.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $168008.00         | $25951.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $300000.00         | $181151.86         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $34198221.00       | $26255929.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1979320.00        | $1550987.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $140000.00         | $104557.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | N/A     | $1001.00           | $491.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $643.80            | Agency Mortgage-Backed Securities |

### Security 95: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $633448993.19
- **C.18.a - Value (excl. sponsor support):** $633448993.19
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDKSEYE9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | N/A     | $159821940.00      | $127112028.99      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $25162000.00       | $25885485.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $999.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | N/A     | $1000.00           | $729.27            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | N/A     | $1000.00           | $757.31            | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82477133.23
- **C.18.a - Value (excl. sponsor support):** $82477133.23
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDKSEZ08
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-05-01      | 5.5000%  | N/A     | $500000.00         | $410665.86         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $693.32            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $794.51            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-09-25      | 0.0000%  | N/A     | $800.00            | $789.02            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-06-01      | 3.5000%  | N/A     | $2719.00           | $1842.28           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-06-01      | 4.0000%  | N/A     | $29873575.00       | $2806786.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2040-02-01      | 6.5000%  | N/A     | $1023.00           | $984.36            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 4.5000%  | N/A     | $1500289.00        | $1090172.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1016.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-12-01      | 3.5000%  | N/A     | $6895.00           | $975.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 6.5000%  | N/A     | $55887360.00       | $42528425.88       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $92.16             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $996.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $595.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $181.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $801.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-03-01      | 4.0000%  | N/A     | $47290.00          | $36844.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1175.00           | $1170.32           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-12-31      | 2.6250%  | N/A     | $5998400.00        | $6006360.31        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1020.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-06-01      | 3.5000%  | N/A     | $305260.00         | $37913.50          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 5.5000%  | N/A     | $5000.00           | $3434.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-05-01      | 3.0000%  | N/A     | $1142.00           | $361.51            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-11-15      | 6.5000%  | N/A     | $999900.00         | $1041664.28        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-08-01      | 4.0000%  | N/A     | $1001.00           | $103.99            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-07-01      | 3.5000%  | N/A     | $1476179.00        | $135059.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $875.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-11-01      | 5.0000%  | N/A     | $8000.00           | $6293.17           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2047-08-15      | 2.7500%  | N/A     | $23457700.00       | $16491385.95       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.0000%  | N/A     | $2324200.00        | $2259274.42        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 2.5000%  | N/A     | $2722099.00        | $1748705.19        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 5.0000%  | N/A     | $6000.00           | $4183.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 5.5000%  | N/A     | $41553880.00       | $40879822.28       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 5.5000%  | N/A     | $1005.00           | $985.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 4.5000%  | N/A     | $10583.00          | $7930.28           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-09-04      | 0.0000%  | N/A     | $300.00            | $296.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-06-12      | 0.0000%  | N/A     | $25451600.00       | $25412659.05       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-11-01      | 5.0000%  | N/A     | $96004.00          | $71795.93          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2031-04-01      | 3.5000%  | N/A     | $26627.00          | $756.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-12-01      | 4.0000%  | N/A     | $392134.00         | $44227.13          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2051-11-15      | 1.8750%  | N/A     | $9999800.00        | $5420324.25        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $989.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-03-01      | 4.5000%  | N/A     | $263306.00         | $131375.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 6.0000%  | N/A     | $10341376.00       | $8554726.77        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-10-31      | 5.0000%  | N/A     | $260485000.00      | $262165671.88      | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 5.5000%  | N/A     | $100000.00         | $87682.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-07-01      | 4.0000%  | N/A     | $385061.00         | $263744.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $983.25            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $661277.00         | $659402.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $769.85            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2048-05-15      | 0.0000%  | N/A     | $111.35            | $33.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2055-02-15      | 4.6250%  | N/A     | $3695400.00        | $3567233.52        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $737.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $394.03            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2038-02-15      | 4.3750%  | N/A     | $9997900.00        | $9917587.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-07-03      | 0.0000%  | N/A     | $20076100.00       | $19996177.05       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-05-01      | 3.5000%  | N/A     | $150005.00         | $15757.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $665.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1015.39           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $672.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.5000%  | N/A     | $1111.00           | $1153.41           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $136.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-02-01      | 3.0000%  | N/A     | $55454781.00       | $32714202.49       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2037-12-01      | 3.5000%  | N/A     | $1001.00           | $664.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 3.5000%  | N/A     | $2095722.00        | $1488801.50        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1013.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.0000%  | N/A     | $1001.00           | $953.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.5000%  | N/A     | $1092.00           | $1138.70           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-11-01      | 5.5000%  | N/A     | $1930.00           | $1555.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 6.0000%  | N/A     | $5000.00           | $5067.29           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2029-04-30      | 4.6250%  | N/A     | $100.00            | $102.76            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 5.0000%  | N/A     | $103948.00         | $99677.07          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-10-15      | 4.6250%  | N/A     | $8999500.00        | $9115678.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-08-07      | 0.0000%  | N/A     | $29980400.00       | $29737858.56       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 5.5000%  | N/A     | $13325000.00       | $11594036.20       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2029-03-31      | 4.1250%  | N/A     | $300.00            | $303.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-04-16      | 0.0000%  | N/A     | $911000.00         | $878750.60         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $1024.00           | $1022.22           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $691.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $1033.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-10-01      | 2.5000%  | N/A     | $453945.00         | $58057.82          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2054-08-15      | 4.2500%  | N/A     | $51827200.00       | $46898948.70       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 3.5000%  | N/A     | $8000.00           | $6095.64           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-11-01      | 2.5300%  | N/A     | $1017.00           | $829.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-12-01      | 5.5000%  | N/A     | $1176.00           | $971.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-03-01      | 5.5000%  | N/A     | $100000.00         | $90007.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-04-01      | 4.4400%  | N/A     | $1000.00           | $1004.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.0000%  | N/A     | $7000.00           | $4383.79           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $995.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $876.07            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $1001.00           | $1013.83           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2031-10-31      | 4.1250%  | N/A     | $100.00            | $100.13            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-04-01      | 2.0000%  | N/A     | $299946.00         | $143244.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-03-01      | 3.5000%  | N/A     | $36000.00          | $9454.75           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.5000%  | N/A     | $339202.00         | $302035.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $397.11            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-10-02      | 0.0000%  | N/A     | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 3.5000%  | N/A     | $1000.00           | $836.69            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $85.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-08-31      | 3.6250%  | N/A     | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-06-01      | 6.0000%  | N/A     | $1858400.00        | $1894743.49        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-01-01      | 1.5000%  | N/A     | $30000.00          | $25502.94          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1020.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $894.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $660.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1936710.00        | $1969972.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 6.5000%  | N/A     | $1070.00           | $1112.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $212.69            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2050-11-15      | 1.6250%  | N/A     | $2902600.00        | $1489513.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-11-30      | 4.1250%  | N/A     | $43248000.00       | $44025239.04       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-11-01      | 3.0000%  | N/A     | $2002.00           | $1170.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-05-01      | 2.0000%  | N/A     | $6000.00           | $3230.71           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2043-11-15      | 3.7500%  | N/A     | $899400.00         | $769819.42         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.0000%  | N/A     | $2001.00           | $1926.24           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $953.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-11-01      | 3.0000%  | N/A     | $1000.00           | $182.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-03-01      | 5.0600%  | N/A     | $1041.00           | $1065.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2042-09-01      | 3.5000%  | N/A     | $3416.00           | $520.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 5.5000%  | N/A     | $2286300.00        | $2272439.22        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 3.0000%  | N/A     | $6450428.00        | $4935951.88        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2040-08-15      | 1.1250%  | N/A     | $100.00            | $60.27             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 5.0000%  | N/A     | $2717.00           | $2537.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-06-01      | 3.5000%  | N/A     | $2003.00           | $446.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-02-01      | 1.5000%  | N/A     | $1000.00           | $651.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $958.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1040.26           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2043-08-15      | 3.6250%  | N/A     | $47691700.00       | $40628767.40       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1342.00           | $1360.01           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $308.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $1997552.00        | $2026201.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $775088.00         | $785424.73         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-05-01      | 6.0000%  | N/A     | $223160.00         | $214345.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 4.5000%  | N/A     | $9117000.00        | $7116882.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.0000%  | N/A     | $1288322.00        | $1247353.54        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-11-01      | 3.0000%  | N/A     | $8397888.00        | $1474693.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-01-01      | 5.5000%  | N/A     | $7008.00           | $6985.70           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 5.0000%  | N/A     | $2533050.00        | $2456526.74        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.0000%  | N/A     | $8171952.00        | $8305075.82        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-12-01      | 4.5000%  | N/A     | $47000.00          | $36555.59          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-11-01      | 3.5000%  | N/A     | $1024.00           | $871.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1020.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-07-01      | 5.0000%  | N/A     | $2293094.00        | $24002.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1666759.00        | $1695913.63        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2041-02-15      | 1.8750%  | N/A     | $13997700.00       | $9481674.40        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $781.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1031.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1019.25           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.0000%  | N/A     | $2103488.00        | $2051278.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $1062.57           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 6.0000%  | N/A     | $2048.00           | $2065.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $24903794.00       | $25206137.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-08-01      | 4.0000%  | N/A     | $1195.00           | $247.40            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2053-08-15      | 4.1250%  | N/A     | $32195700.00       | $28497567.61       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1015.18           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $74.48             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-10-01      | 4.5000%  | N/A     | $1628250.00        | $1268035.85        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 6.5000%  | N/A     | $1658872.00        | $1568155.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 2.5000%  | N/A     | $4855696.00        | $3169556.61        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2039-07-01      | 6.0000%  | N/A     | $4020.00           | $2997.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-07-01      | 3.5000%  | N/A     | $1057.00           | $976.30            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-09-01      | 3.0000%  | N/A     | $1000.00           | $114.16            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-06-30      | 1.2500%  | N/A     | $28000000.00       | $25990427.62       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $912.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 6.0000%  | N/A     | $5939864.00        | $5724401.67        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 5.0000%  | N/A     | $1024.00           | $976.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.0000%  | N/A     | $1840347.00        | $1866638.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $868.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-04-01      | 6.0000%  | N/A     | $100000.00         | $80894.61          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $73858.93          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-11-01      | 3.0000%  | N/A     | $334990.00         | $124000.76         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1040.57           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-01-22      | 0.0000%  | N/A     | $100.00            | $97.34             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-04-01      | 3.5000%  | N/A     | $1000.00           | $567.55            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2040-05-15      | 1.1250%  | N/A     | $7051000.00        | $4275998.29        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 5.0000%  | N/A     | $2040.00           | $1936.57           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2025-08-19      | 0.0000%  | N/A     | $800.00            | $792.38            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $93025.27          | Agency Mortgage-Backed Securities  |

### Security 99: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDKSEYQ2
- **C.18 - Value (incl. sponsor support):** $295000000.00
- **C.18.a - Value (excl. sponsor support):** $295000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 3.5000%  | N/A     | $200000.00         | $28045.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.5000%  | N/A     | $4720000.00        | $3735703.99        | Agency Mortgage-Backed Securities         |
| FNMA_24-5G                                           | 2053-12-25      | 2.6780%  | N/A     | $16606304.00       | $1350991.66        | Agency Collateralized Mortgage Obligation |
| FHR_5245                                             | 2045-03-15      | 4.5000%  | N/A     | $47851520.00       | $5771094.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                          | 2054-05-20      | 0.8217%  | N/A     | $50000000.00       | $1575269.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 2.3217%  | N/A     | $78061000.00       | $7486271.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 6.0000%  | N/A     | $17000.00          | $6160.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-06-20      | 6.5000%  | N/A     | $1459990.00        | $4425.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 3.5000%  | N/A     | $99316.00          | $35383.77          | Agency Mortgage-Backed Securities         |
| FHLMC_5266B                                          | 2052-09-25      | 0.8580%  | N/A     | $48317696.00       | $2139775.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326J                                          | 2053-08-25      | 1.5780%  | N/A     | $44342208.00       | $2017137.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $347232.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18J                                         | 2073-01-20      | 1.0635%  | N/A     | $49862272.00       | $1827615.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5107A                                          | 2051-05-15      | 3.5000%  | N/A     | $22612928.00       | $1509536.19        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $2969601.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 6.0000%  | N/A     | $468000.00         | $73539.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-06-20      | 3.5000%  | N/A     | $144616.00         | $37809.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 6.5000%  | N/A     | $20000.00          | $2479.71           | Agency Mortgage-Backed Securities         |
| FNMA_18-87B                                          | 2045-12-25      | 4.0000%  | N/A     | $49303440.00       | $1000554.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $13744680.00       | $11740089.07       | Agency Mortgage-Backed Securities         |
| GNMA_24-96H                                          | 2054-06-20      | 1.0217%  | N/A     | $60000000.00       | $2804298.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 2.0000%  | N/A     | $126689000.00      | $59517468.90       | Agency Mortgage-Backed Securities         |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2592701.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.0000%  | N/A     | $10000000.00       | $8445231.95        | Agency Mortgage-Backed Securities         |
| FHSTR_402                                            | 2053-09-25      | 1.3280%  | N/A     | $66918400.00       | $2287102.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $5016131.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 6.0000%  | N/A     | $25000.00          | $2540.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-08-20      | 6.5000%  | N/A     | $10000.00          | $2792.80           | Agency Mortgage-Backed Securities         |
| GNMA_23-128A                                         | 2053-08-20      | 1.5717%  | N/A     | $46526592.00       | $2094939.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6217%  | N/A     | $28108224.00       | $2294946.69        | Agency Collateralized Mortgage Obligation |
| FNMA_12-151                                          | 2043-01-25      | 5.0000%  | N/A     | $30000000.00       | $332410.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $5330130.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-09-20      | 6.5000%  | N/A     | $175366.00         | $105923.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 6.0000%  | N/A     | $83000.00          | $21024.98          | Agency Mortgage-Backed Securities         |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $215373.72         | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $8196461.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.5217%  | N/A     | $24679500.00       | $1672711.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-01-20      | 6.5000%  | N/A     | $75000.00          | $13388.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3800442.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_41-58                                          | 2043-01-15      | 4.0000%  | N/A     | $31514368.00       | $260333.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 1.7217%  | N/A     | $64600000.00       | $6085838.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.0717%  | N/A     | $100000000.00      | $2962857.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $18758176.00       | $2651982.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 1.7117%  | N/A     | $65692560.00       | $4593046.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 2.8217%  | N/A     | $60000000.00       | $3949294.37        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-02-20      | 6.5000%  | N/A     | $700000.00         | $65949.15          | Agency Mortgage-Backed Securities         |
| FNMA_23-14B                                          | 2053-04-25      | 1.5780%  | N/A     | $10999060.00       | $613711.35         | Agency Collateralized Mortgage Obligation |
| FNMA_20-84E                                          | 2050-12-25      | 3.0000%  | N/A     | $88843008.00       | $8488079.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 6.5000%  | N/A     | $20000.00          | $2876.02           | Agency Mortgage-Backed Securities         |
| GNMA_23-H26B                                         | 2071-08-20      | 0.7675%  | N/A     | $16618848.00       | $706137.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1344420.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $2000000.00        | $1865367.58        | Agency Mortgage-Backed Securities         |
| GNMA_24-51C                                          | 2054-03-20      | 0.9717%  | N/A     | $50000000.00       | $2694196.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5351D                                          | 2053-10-25      | 2.4780%  | N/A     | $63000000.00       | $4053574.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-05-20      | 3.5000%  | N/A     | $380718.00         | $141271.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-08-20      | 7.5000%  | N/A     | $49999.00          | $56.38             | Agency Mortgage-Backed Securities         |
| FNMA_15-22                                           | 2045-04-25      | 3.0000%  | N/A     | $21128416.00       | $303995.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-07-20      | 6.5000%  | N/A     | $265610.00         | $439.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-10-20      | 4.0000%  | N/A     | $788615.00         | $174274.61         | Agency Mortgage-Backed Securities         |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6040383.95        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 4.6940%  | N/A     | $10999999.00       | $11054100.52       | Agency Mortgage-Backed Securities         |
| FHLMC_5334E                                          | 2053-09-25      | 1.3280%  | N/A     | $35000000.00       | $1093726.18        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2710293.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-03-20      | 3.5000%  | N/A     | $9515648.00        | $718988.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.5000%  | N/A     | $350000.00         | $41618.21          | Agency Mortgage-Backed Securities         |
| FNMA_21-82H                                          | 2051-12-25      | 4.0000%  | N/A     | $32175168.00       | $3957502.02        | Agency Collateralized Mortgage Obligation |
| FNMA_24-50D                                          | 2054-08-25      | 0.8280%  | N/A     | $106711936.00      | $4221828.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4386C                                          | 2044-09-15      | 4.0000%  | N/A     | $24336415.00       | $366317.76         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-04-20      | 4.0000%  | N/A     | $577462.00         | $152301.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-02-20      | 6.5000%  | N/A     | $30074.00          | $65.26             | Agency Mortgage-Backed Securities         |
| FNMA_20-55D                                          | 2050-08-25      | 3.5000%  | N/A     | $100000000.00      | $5626266.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 6.5000%  | N/A     | $25000.00          | $2871.93           | Agency Mortgage-Backed Securities         |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $7016279.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184Q                                         | 2053-12-20      | 7.0000%  | N/A     | $7880064.00        | $1645076.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109J                                         | 2054-07-20      | 6.5000%  | N/A     | $10384608.00       | $1886289.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 1.6417%  | N/A     | $40790400.00       | $3154001.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 1.6611%  | N/A     | $67574912.00       | $1839296.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.5000%  | N/A     | $20842000.00       | $15616928.94       | Agency Mortgage-Backed Securities         |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $294033.35         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927296.00       | $4337120.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                          | 2054-03-20      | 0.9917%  | N/A     | $75000000.00       | $2068545.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 4.5000%  | N/A     | $2140000.00        | $1685883.25        | Agency Mortgage-Backed Securities         |
| FHLMC_5116F                                          | 2035-08-25      | 2.5000%  | N/A     | $10000000.00       | $341891.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363D                                          | 2053-12-25      | 1.1280%  | N/A     | $50557440.00       | $1325850.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.5000%  | N/A     | $15000000.00       | $12133113.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 6.5000%  | N/A     | $200000.00         | $30224.84          | Agency Mortgage-Backed Securities         |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2308102.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5420J                                          | 2054-06-25      | 2.7280%  | N/A     | $51442048.00       | $5143097.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 6.0000%  | N/A     | $1005214.00        | $17459.56          | Agency Mortgage-Backed Securities         |
| GNMA_24-64C                                          | 2054-04-20      | 1.5717%  | N/A     | $25000000.00       | $1663208.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 6.5000%  | N/A     | $120000.00         | $10110.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-03-20      | 4.5000%  | N/A     | $509974.00         | $117604.98         | Agency Mortgage-Backed Securities         |
| GNMA_24-149E                                         | 2054-09-20      | 2.3717%  | N/A     | $37500000.00       | $3950409.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-07-20      | 6.0000%  | N/A     | $148502.00         | $30150.51          | Agency Mortgage-Backed Securities         |
| FHLMC_5188A                                          | 2052-01-25      | 3.0000%  | N/A     | $22384640.00       | $1610387.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-04-20      | 6.5000%  | N/A     | $492000.00         | $546.44            | Agency Mortgage-Backed Securities         |
| FNMA_24-23B                                          | 2054-05-25      | 2.8780%  | N/A     | $55928256.00       | $4974762.10        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 6.0000%  | N/A     | $10000.00          | $2800.71           | Agency Mortgage-Backed Securities         |
| GNMA_41-97Z                                          | 2054-12-20      | 1.6717%  | N/A     | $50000000.00       | $4245165.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5346A                                          | 2053-10-25      | 2.8780%  | N/A     | $43876352.00       | $3198921.70        | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $335230519.78
- **C.18.a - Value (excl. sponsor support):** $335230519.78
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKSEX83
- **C.18 - Value (incl. sponsor support):** $151000000.00
- **C.18.a - Value (excl. sponsor support):** $151000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 3.0000%  | N/A     | $3000.00           | $666.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-12-01      | 5.5000%  | N/A     | $2144000.00        | $1957799.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.5000%  | N/A     | $58000.00          | $39357.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-11-01      | 3.5000%  | N/A     | $15000.00          | $1205.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | N/A     | $77874.00          | $23898.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-02-01      | 3.5000%  | N/A     | $104602.00         | $323.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-05-01      | 3.8500%  | N/A     | $1055000.00        | $805462.83         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 5.0000%  | N/A     | $5000.00           | $3996.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.5000%  | N/A     | $109000.00         | $17168.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-03-01      | 7.0000%  | N/A     | $14072.00          | $0.53              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.0000%  | N/A     | $10000.00          | $7820.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-12-01      | 4.0000%  | N/A     | $151224.00         | $7942.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.0000%  | N/A     | $158000.00         | $37091.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-12-01      | 4.0000%  | N/A     | $2000.00           | $240.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | N/A     | $19000.00          | $13310.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 4.0000%  | N/A     | $2000.00           | $172.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-05-01      | 7.5000%  | N/A     | $9298.00           | $1.16              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-04-01      | 3.0000%  | N/A     | $21392966.00       | $3559580.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 4.0000%  | N/A     | $3000.00           | $326.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-07-01      | 3.0000%  | N/A     | $8000.00           | $2505.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 3.2500%  | N/A     | $10000000.00       | $1520206.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-06-01      | 3.5000%  | N/A     | $2043.00           | $38.36             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.0000%  | N/A     | $84000.00          | $12395.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-04-01      | 3.5000%  | N/A     | $4000.00           | $611.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.5000%  | N/A     | $1992436.00        | $2086162.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 4.0000%  | N/A     | $8000.00           | $6632.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 3.0000%  | N/A     | $2356.00           | $1447.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 2.5000%  | N/A     | $11691938.00       | $3079986.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.5000%  | N/A     | $24004.00          | $5277.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $989.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 3.0000%  | N/A     | $6000.00           | $3502.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 4.0000%  | N/A     | $699003.00         | $77144.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-07-01      | 2.5000%  | N/A     | $1000.00           | $539.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 3.5000%  | N/A     | $5000.00           | $557.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.0000%  | N/A     | $2000.00           | $547.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-05-01      | 3.5000%  | N/A     | $2000.00           | $154.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 4.0000%  | N/A     | $26282.00          | $24250.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-08-01      | 2.5000%  | N/A     | $9001.00           | $5125.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 2.8970%  | N/A     | $10000000.00       | $1517578.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 4.5000%  | N/A     | $5000.00           | $3576.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 4.5000%  | N/A     | $39000.00          | $28911.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | N/A     | $9200.00           | $7183.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-05-01      | 3.5000%  | N/A     | $2000.00           | $138.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | N/A     | $1350000.00        | $232507.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | N/A     | $1066278.00        | $800345.74         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.5000%  | N/A     | $22002.00          | $3053.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 3.5000%  | N/A     | $1000.00           | $632.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 4.0000%  | N/A     | $99997.00          | $19140.17          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 4.5000%  | N/A     | $12000.00          | $11132.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.0000%  | N/A     | $36237.00          | $25016.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 1.5000%  | N/A     | $295287.00         | $183191.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 4.0000%  | N/A     | $158000.00         | $11245.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-04-01      | 3.5000%  | N/A     | $1000.00           | $7.03              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | N/A     | $231986.00         | $169580.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | N/A     | $19000.00          | $13387.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $681.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | N/A     | $104000.00         | $16035.51          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 4.5000%  | N/A     | $19000.00          | $16634.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-06-01      | 3.5000%  | N/A     | $15000.00          | $9191.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-01-01      | 2.5000%  | N/A     | $10000.00          | $1234.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | N/A     | $8600.00           | $6636.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-04-01      | 2.5000%  | N/A     | $1000.00           | $480.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.0000%  | N/A     | $28000.00          | $7446.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 4.5000%  | N/A     | $19422276.00       | $3644889.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | N/A     | $57000.00          | $6975.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-04-01      | 5.5000%  | N/A     | $145000.00         | $93492.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-08-01      | 3.5000%  | N/A     | $19000.00          | $591.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-03-01      | 4.5000%  | N/A     | $10000.00          | $6508.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-11-01      | 6.0000%  | N/A     | $1067565.00        | $647234.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 3.5000%  | N/A     | $11718236.00       | $1613338.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 3.5000%  | N/A     | $13000.00          | $4879.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 2.0000%  | N/A     | $5093664.00        | $3760684.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.0000%  | N/A     | $7000.00           | $623.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | N/A     | $4000.00           | $3110.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 5.0000%  | N/A     | $40000.00          | $25328.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $798.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 4.0000%  | N/A     | $3000.00           | $281.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-03-01      | 4.0000%  | N/A     | $116000.00         | $85263.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-02-01      | 3.5000%  | N/A     | $181017.00         | $101386.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 4.0000%  | N/A     | $4000.00           | $3487.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 2.0000%  | N/A     | $18000.00          | $10233.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-08-01      | 2.6960%  | N/A     | $15000000.00       | $2286252.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.0000%  | N/A     | $892916.00         | $670245.99         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-05-01      | 8.5000%  | N/A     | $2549.00           | $0.56              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-08-01      | 4.0000%  | N/A     | $30208848.00       | $4761884.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | N/A     | $4000.00           | $2730.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-12-01      | 3.5000%  | N/A     | $1000.00           | $136.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 3.0000%  | N/A     | $15100000.00       | $3415987.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 4.0000%  | N/A     | $712871.00         | $651489.22         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-01-01      | 4.0000%  | N/A     | $200000.00         | $159680.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.0000%  | N/A     | $400000.00         | $278196.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | N/A     | $2561495.00        | $1691696.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | N/A     | $12272.00          | $9499.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-11-01      | 2.5000%  | N/A     | $2000.00           | $304.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-05-01      | 3.0000%  | N/A     | $14597306.00       | $1997558.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | N/A     | $28002.00          | $4856.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | N/A     | $127516.00         | $89232.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.9800%  | N/A     | $1009500.00        | $832932.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.5000%  | N/A     | $162070.00         | $110163.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-03-01      | 2.5000%  | N/A     | $83605.00          | $17887.87          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-04-01      | 3.0000%  | N/A     | $94245.00          | $9982.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-07-01      | 4.0000%  | N/A     | $24162723.00       | $2795896.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | N/A     | $14543006.00       | $4585493.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-12-01      | 3.5000%  | N/A     | $2000.00           | $163.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | N/A     | $20870.00          | $4666.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-01-01      | 6.5000%  | N/A     | $343520.00         | $364.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-12-01      | 4.5000%  | N/A     | $128042.00         | $12201.77          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.0000%  | N/A     | $50000.00          | $5011.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 2.5000%  | N/A     | $335663.00         | $68330.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-01-01      | 3.0000%  | N/A     | $1001.00           | $202.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-06-01      | 4.0000%  | N/A     | $190000.00         | $21750.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 4.0000%  | N/A     | $736687.00         | $513300.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | N/A     | $34000.00          | $24460.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 4.0000%  | N/A     | $2069.00           | $1866.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 2.5000%  | N/A     | $3181884.00        | $1772366.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | N/A     | $128000.00         | $22756.63          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.5120%  | N/A     | $15000000.00       | $679607.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2025-08-01      | 7.0000%  | N/A     | $10302.00          | $0.06              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-02-01      | 3.5000%  | N/A     | $7000.00           | $742.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-12-01      | 3.5000%  | N/A     | $2000.00           | $1672.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 4.5000%  | N/A     | $49000.00          | $8339.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 3.5000%  | N/A     | $1915000.00        | $467449.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-09-01      | 3.0000%  | N/A     | $4845025.00        | $3749101.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1496.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 4.0000%  | N/A     | $4000.00           | $766.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 4.0000%  | N/A     | $5004.00           | $1030.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.5000%  | N/A     | $3936.00           | $4098.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 3.0000%  | N/A     | $9000.00           | $6174.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $13675.84          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 4.0000%  | N/A     | $20000.00          | $9182.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.0000%  | N/A     | $13000.00          | $2196.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 4.5000%  | N/A     | $126000.00         | $65325.19          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-11-01      | 4.0000%  | N/A     | $1000000.00        | $124049.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | N/A     | $1404151.00        | $1424211.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 3.5000%  | N/A     | $119765.00         | $114578.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $58.12             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 4.0000%  | N/A     | $2000.00           | $259.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | N/A     | $2998389.00        | $1914882.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 4.0000%  | N/A     | $3000.00           | $1356.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 5.5000%  | N/A     | $701175.00         | $485055.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-12-01      | 3.5000%  | N/A     | $1000.00           | $47.90             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-05-01      | 4.5000%  | N/A     | $17000.00          | $571.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | N/A     | $24000.00          | $17080.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.0000%  | N/A     | $225000.00         | $70729.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 5.0000%  | N/A     | $3508.00           | $3208.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 6.6140%  | N/A     | $9814000.00        | $972301.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 4.0000%  | N/A     | $20000.00          | $6211.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 4.0000%  | N/A     | $4000.00           | $3245.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 6.0000%  | N/A     | $1708337.00        | $1733933.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 5.0000%  | N/A     | $59003.00          | $10848.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 4.0000%  | N/A     | $2000.00           | $274.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 3.0000%  | N/A     | $2000.00           | $1268.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-04-01      | 3.5000%  | N/A     | $18000.00          | $1448.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 5.0000%  | N/A     | $1024875.00        | $1015106.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 4.0000%  | N/A     | $1000.00           | $835.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 4.0000%  | N/A     | $1000.00           | $837.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.7700%  | N/A     | $1000000.00        | $741731.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $12325.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-10-01      | 3.5000%  | N/A     | $23000.00          | $1836.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 4.5000%  | N/A     | $23977.00          | $693.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | N/A     | $15855000.00       | $2644779.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 5.0000%  | N/A     | $1440562.00        | $1420915.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-11-01      | 3.5000%  | N/A     | $47005.00          | $1966.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-06-01      | 2.5000%  | N/A     | $461807.00         | $21045.35          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.5000%  | N/A     | $168698.00         | $123552.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-11-01      | 3.5000%  | N/A     | $14229.00          | $129.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 4.0000%  | N/A     | $57000.00          | $17343.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | N/A     | $948656.00         | $598910.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-01-01      | 4.0000%  | N/A     | $121053.00         | $335.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 5.0000%  | N/A     | $45000.00          | $26244.70          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 4.5000%  | N/A     | $2000296.00        | $1616410.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-10-01      | 7.0000%  | N/A     | $16754.00          | $7.21              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-07-01      | 4.0000%  | N/A     | $4000.00           | $402.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 3.0000%  | N/A     | $51000.00          | $16212.64          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 3.0000%  | N/A     | $7000.00           | $1994.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.0000%  | N/A     | $17007.00          | $10300.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 7.3810%  | N/A     | $20000000.00       | $737855.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 2.0000%  | N/A     | $1613173.00        | $1041266.69        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-09-01      | 2.5000%  | N/A     | $149300.00         | $20632.38          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $18162.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-12-01      | 4.0000%  | N/A     | $105000.00         | $16850.72          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 6.6000%  | N/A     | $3831013.00        | $192502.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 3.5000%  | N/A     | $9524552.00        | $678386.50         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 4.0000%  | N/A     | $61075.00          | $8114.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | N/A     | $6604322.00        | $1046738.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 3.5000%  | N/A     | $14502159.00       | $3318915.66        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 4.0000%  | N/A     | $27000.00          | $19919.85          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-06-01      | 3.0000%  | N/A     | $10860000.00       | $2350632.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 3.0000%  | N/A     | $42000.00          | $8501.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $840.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-12-01      | 3.5000%  | N/A     | $2000.00           | $1366.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.0000%  | N/A     | $2500.00           | $1919.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 4.5000%  | N/A     | $59000.00          | $16262.08          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | N/A     | $500000.00         | $328072.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-11-01      | 2.5000%  | N/A     | $52936.00          | $10653.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2025-09-01      | 5.0000%  | N/A     | $410000.00         | $0.16              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-07-01      | 4.5000%  | N/A     | $15000.00          | $10471.40          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.0000%  | N/A     | $5607293.00        | $3338815.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-02-01      | 2.5000%  | N/A     | $3374661.00        | $2319991.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 6.0000%  | N/A     | $2378400.00        | $2420516.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-09-01      | 2.5000%  | N/A     | $3000.00           | $1043.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 3.5000%  | N/A     | $598000.00         | $110358.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-10-01      | 3.0000%  | N/A     | $1666.00           | $1037.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-09-01      | 3.5000%  | N/A     | $11000.00          | $1671.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-04-01      | 3.0900%  | N/A     | $15000000.00       | $1600109.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | N/A     | $1719000.00        | $1758073.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-10-01      | 5.5000%  | N/A     | $1000.00           | $937.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $181.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | N/A     | $22767768.00       | $3399238.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-04-01      | 7.0000%  | N/A     | $10308.00          | $1.83              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-06-01      | 2.0000%  | N/A     | $7000.00           | $5430.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 4.5000%  | N/A     | $12434667.00       | $1651670.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 3.0000%  | N/A     | $1000.00           | $769.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 4.5000%  | N/A     | $12000.00          | $9765.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-09-01      | 3.0000%  | N/A     | $157008.00         | $21488.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 4.5000%  | N/A     | $4889474.00        | $4685784.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-12-01      | 4.5000%  | N/A     | $10023583.00       | $3172202.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.0000%  | N/A     | $155386.00         | $10571.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-02-01      | 3.5600%  | N/A     | $2039711.00        | $1588743.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-01-01      | 3.5000%  | N/A     | $23000.00          | $2186.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-01-01      | 2.5000%  | N/A     | $5000.00           | $1566.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | N/A     | $3000.00           | $2057.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 3.5000%  | N/A     | $13900.00          | $7200.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 4.0000%  | N/A     | $86000.00          | $10250.45          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 3.5000%  | N/A     | $45000.00          | $5287.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-11-01      | 5.5000%  | N/A     | $80000.00          | $482.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-03-01      | 3.5000%  | N/A     | $2000.00           | $164.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-10-01      | 2.5000%  | N/A     | $132040.00         | $19775.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-02-01      | 3.5000%  | N/A     | $5082707.00        | $3835869.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.4500%  | N/A     | $1000000.00        | $812998.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-12-01      | 4.0000%  | N/A     | $2000.00           | $133.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-02-01      | 2.5000%  | N/A     | $579867.00         | $427832.61         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2025-12-01      | 3.5000%  | N/A     | $13263.00          | $28.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.0000%  | N/A     | $150000.00         | $95430.04          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 3.5000%  | N/A     | $14000.00          | $6173.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-05-01      | 3.5000%  | N/A     | $18000.00          | $2380.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-03-01      | 4.0000%  | N/A     | $96279.00          | $67011.06          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-01-01      | 3.5000%  | N/A     | $6649.00           | $1004.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 3.5000%  | N/A     | $20000.00          | $1260.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 3.0000%  | N/A     | $53000.00          | $25018.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.0000%  | N/A     | $8000.00           | $4992.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | N/A     | $3883945.00        | $2099344.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 3.0000%  | N/A     | $11000.00          | $8585.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-09-01      | 6.0000%  | N/A     | $165000.00         | $108795.44         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 2.6830%  | N/A     | $8730400.00        | $1973209.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | N/A     | $31000.00          | $4017.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 4.0000%  | N/A     | $100000.00         | $14588.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 3.5000%  | N/A     | $832000.00         | $145719.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 4.5000%  | N/A     | $386995.00         | $366821.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 2.5000%  | N/A     | $9000.00           | $5291.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | N/A     | $115000.00         | $14598.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-06-01      | 3.0000%  | N/A     | $50709.00          | $14468.23          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-04-01      | 3.0000%  | N/A     | $225507.00         | $161322.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 4.0000%  | N/A     | $45000.00          | $28180.09          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 4.5000%  | N/A     | $2000.00           | $1855.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-02-01      | 3.5000%  | N/A     | $4000.00           | $306.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-10-01      | 4.0000%  | N/A     | $3000.00           | $226.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 4.5000%  | N/A     | $5000.00           | $4568.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.5000%  | N/A     | $287000.00         | $199844.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-04-01      | 5.5000%  | N/A     | $2154513.00        | $2141881.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 4.0000%  | N/A     | $599000.00         | $67367.42          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.0000%  | N/A     | $2000.00           | $586.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-08-01      | 4.0000%  | N/A     | $8546429.00        | $1552581.98        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.5000%  | N/A     | $6000.00           | $4375.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | N/A     | $13400.00          | $10607.13          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-05-01      | 5.5000%  | N/A     | $3993.00           | $9.39              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 3.5000%  | N/A     | $5001.00           | $3745.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 4.0000%  | N/A     | $1006.00           | $247.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-03-01      | 4.0000%  | N/A     | $73000.00          | $24461.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-06-01      | 4.0000%  | N/A     | $33407635.00       | $3773393.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-12-01      | 3.5000%  | N/A     | $1000.00           | $70.16             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 6.7050%  | N/A     | $11603120.00       | $542493.17         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 3.5600%  | N/A     | $12020232.00       | $10336807.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 5.5000%  | N/A     | $113746.00         | $112294.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | N/A     | $2310000.00        | $1531941.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-12-01      | 4.0000%  | N/A     | $14000.00          | $10699.82          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.8400%  | N/A     | $2250000.00        | $1720439.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 4.0000%  | N/A     | $14382551.00       | $2197934.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-12-01      | 3.0000%  | N/A     | $1000.00           | $371.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-03-01      | 8.0000%  | N/A     | $15372.00          | $0.26              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 3.5000%  | N/A     | $5667.00           | $818.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-09-01      | 4.0000%  | N/A     | $41010699.00       | $4622673.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-11-01      | 2.5000%  | N/A     | $26056.00          | $5293.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-05-01      | 4.5000%  | N/A     | $45000.00          | $31828.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-12-01      | 4.5000%  | N/A     | $1748.00           | $22.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $707.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.8000%  | N/A     | $1120000.00        | $781102.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $194.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 4.0000%  | N/A     | $100000.00         | $17895.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-06-01      | 4.0000%  | N/A     | $63000.00          | $5897.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 3.0000%  | N/A     | $2000.00           | $620.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 5.0000%  | N/A     | $3118186.00        | $3022178.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 3.0000%  | N/A     | $3481.00           | $754.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-03-01      | 4.0000%  | N/A     | $4000.00           | $383.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-01-01      | 3.5000%  | N/A     | $5000.00           | $126.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-01-01      | 4.0000%  | N/A     | $100000.00         | $14356.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-07-01      | 5.0000%  | N/A     | $45000.00          | $30300.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 5.0000%  | N/A     | $1600000.00        | $68252.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-03-01      | 5.0000%  | N/A     | $16034511.00       | $6683.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 2.0000%  | N/A     | $450999.00         | $287137.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | N/A     | $452000.00         | $342093.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 3.0000%  | N/A     | $5000.00           | $3541.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-06-01      | 2.0000%  | N/A     | $6001.00           | $4276.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | N/A     | $200000.00         | $25207.90          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-11-01      | 4.0000%  | N/A     | $43000.00          | $6243.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 3.5000%  | N/A     | $6000.00           | $763.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-01-01      | 3.0000%  | N/A     | $43000.00          | $5334.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | N/A     | $10000.00          | $6549.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-01-01      | 6.0000%  | N/A     | $497000.00         | $302703.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-04-01      | 3.5000%  | N/A     | $15734.00          | $12513.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $249.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.5000%  | N/A     | $6000.00           | $776.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-09-01      | 2.5000%  | N/A     | $24000.00          | $14434.98          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-08-01      | 3.5000%  | N/A     | $3000.00           | $429.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 3.0000%  | N/A     | $2000.00           | $351.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-06-01      | 5.0000%  | N/A     | $132745.00         | $397.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.5000%  | N/A     | $1001.00           | $584.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-08-01      | 5.5000%  | N/A     | $491391.00         | $8529.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $771.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-01-01      | 4.0000%  | N/A     | $124000.00         | $18291.95          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-02-01      | 4.5000%  | N/A     | $22000.00          | $18127.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 5.5000%  | N/A     | $450000.00         | $303442.40         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-09-01      | 3.0000%  | N/A     | $106000.00         | $17763.56          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-02-01      | 4.0000%  | N/A     | $16000.00          | $69.16             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $820.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 4.0000%  | N/A     | $1774774.00        | $1710414.95        | Agency Mortgage-Backed Securities |

### Security 102: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114895229.35
- **C.18.a - Value (excl. sponsor support):** $114895229.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY74
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 10/02/25    | 2025-10-02      | 0.0000%  | N/A     | $69626000.00       | $68637937.43       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $44000000.00       | $45515676.14       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $1180223200.00     | $1138009861.75     | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $24000000.00       | $22775386.63       | U.S. Treasuries (including strips) |
| BILL 08/14/25    | 2025-08-14      | 0.0000%  | N/A     | $1276787200.00     | $1265868115.87     | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $2000000.00        | $2040848.17        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | N/A     | $301583200.00      | $309589350.62      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $290336400.00      | $293921366.44      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $286456700.00      | $290426938.59      | U.S. Treasuries (including strips) |
| 3 NOTE R 25      | 2025-10-31      | 3.0000%  | N/A     | $63200.00          | $63000.58          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $983324800.00      | $981998004.76      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $30487500.00       | $30517885.55       | U.S. Treasuries (including strips) |
| BILL 07/17/25    | 2025-07-17      | 0.0000%  | N/A     | $814800.00         | $810501.12         | U.S. Treasuries (including strips) |
| BILL 07/29/25    | 2025-07-29      | 0.0000%  | N/A     | $817900.00         | $812432.34         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $132525400.00      | $136597517.38      | U.S. Treasuries (including strips) |
| BILL 11/06/25    | 2025-11-06      | 0.0000%  | N/A     | $2459900.00        | $2415193.78        | U.S. Treasuries (including strips) |

### Security 104: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_24-39D                                               | 2054-06-25      | 8.0152%  | N/A     | $21521905.00       | $20654041.94       | Agency Collateralized Mortgage Obligation |
| GNMA_23-152B                                              | 2051-04-20      | 6.5000%  | N/A     | $1998594.00        | $163838.77         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K131 | 2031-07-25      | 0.7263%  | N/A     | $8352000.00        | $311012.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                               | 2055-04-20      | 1.5217%  | N/A     | $80000000.00       | $5313843.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41G                                               | 2035-12-20      | 5.5000%  | N/A     | $1180189.00        | $250198.93         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116K                                              | 2047-11-20      | 3.5000%  | N/A     | $10564485.00       | $1003137.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159S                                              | 2052-09-20      | 5.5000%  | N/A     | $9234390.00        | $511579.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40D                                               | 2053-03-20      | 1.9717%  | N/A     | $44008337.00       | $1070630.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119L                                              | 2050-02-20      | 4.0000%  | N/A     | $415090.00         | $161606.25         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1V                                                | 2051-03-20      | 5.5000%  | N/A     | $1818182.00        | $256060.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-50G                                               | 2051-03-20      | 2.0000%  | N/A     | $3750000.00        | $283369.97         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A                                                | 2055-01-20      | 2.2717%  | N/A     | $124053571.00      | $4915932.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25U                                               | 2055-02-20      | 0.9717%  | N/A     | $100000000.00      | $6227492.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146D                                              | 2051-08-20      | 3.0000%  | N/A     | $4580000.00        | $464615.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A                                                | 2054-09-20      | 6.5000%  | N/A     | $826923.00         | $96074.33          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64R                                               | 2052-02-20      | 7.0000%  | N/A     | $285714.00         | $71.94             | Agency Collateralized Mortgage Obligation |
| GNMA_21-H01C                                              | 2070-11-20      | 2.1168%  | N/A     | $17101667.00       | $880846.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1F                                                | 2055-01-20      | 0.0000%  | N/A     | $200000000.00      | $5152816.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                               | 2055-05-20      | 0.0000%  | N/A     | $122500000.00      | $1223897.50        | Agency Collateralized Mortgage Obligation |
| FNMA_25-45C                                               | 2055-06-25      | 0.1000%  | N/A     | $15000000.00       | $150328.33         | Agency Collateralized Mortgage Obligation |
| GNMA_21-1K                                                | 2051-01-20      | 2.5000%  | N/A     | $3981000.00        | $444260.51         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                              | 2051-05-20      | 6.5000%  | N/A     | $1615385.00        | $74241.24          | Agency Collateralized Mortgage Obligation |
| GNMA_24-110T                                              | 2054-07-20      | 5.5000%  | N/A     | $909090.00         | $162021.54         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194S                                              | 2051-11-20      | 2.5000%  | N/A     | $6921797.00        | $1011853.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30V                                               | 2054-02-20      | 2.6717%  | N/A     | $50000000.00       | $4849513.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                               | 2051-04-20      | 2.0000%  | N/A     | $12984250.00       | $556895.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                               | 2054-05-20      | 0.9217%  | N/A     | $6863748.00        | $326563.48         | Agency Collateralized Mortgage Obligation |
| GNMA_13-82                                                | 2043-05-20      | 3.5000%  | N/A     | $27805856.00       | $729790.43         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97CC                                              | 2035-11-20      | 5.5000%  | N/A     | $1485455.00        | $284292.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                               | 2055-06-25      | 0.0000%  | N/A     | $128112835.00      | $1281000.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25P                                               | 2052-12-20      | 4.5000%  | N/A     | $30934061.00       | $6465200.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41A                                               | 2036-02-20      | 6.0000%  | N/A     | $1383375.00        | $305707.22         | Agency Collateralized Mortgage Obligation |
| GNMA_17-123C                                              | 2041-05-16      | 5.0000%  | N/A     | $7153283.00        | $67746.42          | Agency Collateralized Mortgage Obligation |
| GNMA_22-213T                                              | 2052-12-20      | 6.0000%  | N/A     | $5926325.00        | $836489.25         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                              | 2051-07-20      | 3.5000%  | N/A     | $2119357.00        | $162860.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                               | 2055-06-25      | 7.9590%  | N/A     | $12247071.00       | $12245410.50       | Agency Collateralized Mortgage Obligation |
| GNMA_24-110H                                              | 2054-07-20      | 2.3217%  | N/A     | $75000000.00       | $7332133.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152P                                              | 2059-09-20      | 6.5000%  | N/A     | $914462.00         | $2810.37           | Agency Collateralized Mortgage Obligation |
| GNMA_20-1G                                                | 2049-05-20      | 3.5000%  | N/A     | $11428571.00       | $149797.48         | Agency Collateralized Mortgage Obligation |
| GNMA_13-183                                               | 2043-05-16      | 4.5000%  | N/A     | $31800000.00       | $24299.76          | Agency Collateralized Mortgage Obligation |
| GNMA_24-110Q                                              | 2054-07-20      | 1.6517%  | N/A     | $100000000.00      | $7423362.74        | Agency Collateralized Mortgage Obligation |
| FHMS_K726                                                 | 2049-07-25      | 4.5165%  | N/A     | $93865100.00       | $78627.85          | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                                | 2055-05-25      | 0.9280%  | N/A     | $334620347.00      | $16885910.77       | Agency Collateralized Mortgage Obligation |
| GNMA_23-43J                                               | 2046-07-20      | 6.0000%  | N/A     | $166666.00         | $3223.97           | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                               | 2051-04-20      | 2.0000%  | N/A     | $15440000.00       | $636770.32         | Agency Collateralized Mortgage Obligation |
| GNMA_12-103                                               | 2042-08-16      | 3.5000%  | N/A     | $13322551.00       | $535531.85         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43L                                               | 2044-12-20      | 6.0000%  | N/A     | $83333.00          | $1382.24           | Agency Collateralized Mortgage Obligation |
| GNMA_23-24N                                               | 2052-07-20      | 3.0000%  | N/A     | $5000000.00        | $224898.78         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89A                                               | 2055-05-20      | 0.0500%  | N/A     | $4000000.00        | $39859.56          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25D                                               | 2055-02-20      | 1.6217%  | N/A     | $100000000.00      | $5704655.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                              | 2051-11-20      | 2.0000%  | N/A     | $18539500.00       | $599117.14         | Agency Collateralized Mortgage Obligation |
| GNMA_22-90C                                               | 2051-12-20      | 2.0000%  | N/A     | $361925.00         | $67722.36          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H22C                                              | 2073-09-20      | 1.1953%  | N/A     | $62385450.00       | $5492471.48        | Agency Collateralized Mortgage Obligation |
| GNMA_19-93                                                | 2060-08-16      | 0.5000%  | N/A     | $40000000.00       | $50637.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_5549N                                               | 2055-06-25      | 0.1000%  | N/A     | $178313000.00      | $1782595.06        | Agency Collateralized Mortgage Obligation |
| GNMA_19-52L                                               | 2043-02-16      | 4.5000%  | N/A     | $3666666.00        | $113848.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                              | 2051-11-20      | 6.0000%  | N/A     | $1088328.00        | $72472.46          | Agency Collateralized Mortgage Obligation |
| GNMA_25-25D                                               | 2055-02-20      | 2.2217%  | N/A     | $122236017.00      | $8185235.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83K                                               | 2051-05-20      | 1.5000%  | N/A     | $583333.00         | $30085.00          | Agency Collateralized Mortgage Obligation |
| GNMA_21-119M                                              | 2051-06-20      | 2.5000%  | N/A     | $376108.00         | $88012.62          | Agency Collateralized Mortgage Obligation |
| GNMA_20-62D                                               | 2050-05-20      | 4.5000%  | N/A     | $4569062.00        | $200105.85         | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                               | 2051-12-20      | 4.5000%  | N/A     | $1523506.00        | $147643.49         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                              | 2050-06-20      | 2.5000%  | N/A     | $5373900.00        | $409230.78         | Agency Collateralized Mortgage Obligation |
| GNMA_15-79A                                               | 2039-10-20      | 5.0000%  | N/A     | $214000.00         | $4374.69           | Agency Collateralized Mortgage Obligation |
| GNMA_25-25C                                               | 2055-02-20      | 0.0000%  | N/A     | $505000000.00      | $5880595.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                    | 2027-01-07      | 3.5000%  | N/A     | $100000.00         | $100593.48         | Agency Debentures and Agency Strips       |
| GNMA_16-68M                                               | 2046-05-20      | 4.0000%  | N/A     | $9625875.00        | $142757.75         | Agency Collateralized Mortgage Obligation |
| GNMA_17-18D                                               | 2044-01-20      | 3.5000%  | N/A     | $30406879.00       | $173399.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97X                                               | 2054-06-20      | 1.0217%  | N/A     | $90000000.00       | $5244387.56        | Agency Collateralized Mortgage Obligation |
| FREMF_15-K151                                             | 2030-04-25      | 0.1000%  | N/A     | $60000000.00       | $181287.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69N                                               | 2055-04-20      | 0.0717%  | N/A     | $230000000.00      | $3671363.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-56K                                               | 2047-08-20      | 6.0000%  | N/A     | $166666.00         | $5005.20           | Agency Collateralized Mortgage Obligation |
| GNMA_23-66B                                               | 2052-07-20      | 0.0000%  | N/A     | $1000000.00        | $311578.00         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176G                                              | 2051-10-20      | 5.5000%  | N/A     | $3689000.00        | $377425.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126X                                              | 2054-03-20      | 6.0000%  | N/A     | $689583.00         | $62593.53          | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                              | 2054-07-20      | 2.3217%  | N/A     | $75000000.00       | $5316775.37        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                              | 2051-07-20      | 3.5000%  | N/A     | $4995428.00        | $459318.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-167F     | 2045-04-16      | 4.0000%  | N/A     | $100000.00         | $3357.50           | Agency Collateralized Mortgage Obligation |
| GNMA_22-213U                                              | 2052-02-20      | 5.5000%  | N/A     | $5151659.00        | $532939.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                               | 2053-06-20      | 6.5000%  | N/A     | $1611586.00        | $308086.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                               | 2053-07-20      | 7.0000%  | N/A     | $1107143.00        | $149765.20         | Agency Collateralized Mortgage Obligation |
| GNMA_22-44E                                               | 2051-01-20      | 3.0000%  | N/A     | $8333333.00        | $656571.64         | Agency Collateralized Mortgage Obligation |
| GNMA_22-10M                                               | 2052-01-20      | 3.0000%  | N/A     | $1904166.00        | $185482.72         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                              | 2053-11-20      | 6.5000%  | N/A     | $1346154.00        | $127620.89         | Agency Collateralized Mortgage Obligation |
| GNMA_19-92D                                               | 2049-07-20      | 4.5000%  | N/A     | $5371079.00        | $283616.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                               | 2054-06-20      | 0.9717%  | N/A     | $150000000.00      | $6269507.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                                | 2055-05-25      | 6.2620%  | N/A     | $8578074.00        | $7604343.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41V                                               | 2055-02-20      | 6.0000%  | N/A     | $293750.00         | $51194.95          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79F                                               | 2049-10-20      | 6.5000%  | N/A     | $1892021.00        | $145538.69         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64S                                               | 2050-11-20      | 5.0000%  | N/A     | $1881711.00        | $155753.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G                                               | 2055-05-20      | 2.7187%  | N/A     | $45801545.00       | $3469522.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64S                                               | 2052-04-20      | 5.0000%  | N/A     | $325000.00         | $35821.29          | Agency Collateralized Mortgage Obligation |
| GNMA_18-65H                                               | 2048-05-20      | 7.0000%  | N/A     | $6255189.00        | $128651.45         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154       | 2033-01-25      | 0.3530%  | N/A     | $7269875.00        | $187883.60         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159       | 2033-11-25      | 0.1223%  | N/A     | $23000000.00       | $183062.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                               | 2055-06-25      | 0.0000%  | N/A     | $195000000.00      | $1966575.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126F                                              | 2038-12-20      | 5.5000%  | N/A     | $2581364.00        | $93673.41          | Agency Collateralized Mortgage Obligation |
| FHLMC_5161E                                               | 2051-08-25      | 0.7950%  | N/A     | $400000.00         | $166774.28         | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                    | 2027-05-20      | 4.5000%  | N/A     | $500000.00         | $505489.00         | Agency Debentures and Agency Strips       |
| GNMA_23-173F                                              | 2052-02-20      | 7.0000%  | N/A     | $5853856.00        | $254089.82         | Agency Collateralized Mortgage Obligation |
| GNMA_10-35E                                               | 2040-03-20      | 4.5000%  | N/A     | $9820000.00        | $73168.36          | Agency Collateralized Mortgage Obligation |
| GNMA_24-159D                                              | 2054-10-20      | 6.0000%  | N/A     | $3750000.00        | $271889.35         | Agency Collateralized Mortgage Obligation |
| GNMA_14-62                                                | 2043-09-20      | 4.5000%  | N/A     | $25616000.00       | $100618.03         | Agency Collateralized Mortgage Obligation |
| FNMA_25-45C                                               | 2055-06-25      | 1.0010%  | N/A     | $40003900.00       | $2010477.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H20C                                              | 2072-08-20      | 0.6814%  | N/A     | $125941392.00      | $6818581.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69V                                               | 2055-04-20      | 6.0000%  | N/A     | $125000.00         | $22573.40          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                               | 2054-04-20      | 2.7717%  | N/A     | $77564189.00       | $4866725.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                               | 2054-06-20      | 0.9217%  | N/A     | $250000000.00      | $7831076.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 6.0000%  | N/A     | $3691254.00        | $343965.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-78                                                | 2063-11-16      | 0.0000%  | N/A     | $450000000.00      | $4491900.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5549M                                               | 2055-06-25      | 4.0016%  | N/A     | $9250000.00        | $7587079.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                              | 2051-11-20      | 2.0000%  | N/A     | $15052750.00       | $454388.50         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.5000%  | N/A     | $2144825.00        | $98780.66          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                               | 2055-05-20      | 0.0000%  | N/A     | $490137000.00      | $6857996.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30E                                               | 2054-02-20      | 0.0000%  | N/A     | $804001.00         | $416093.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                               | 2052-02-20      | 6.0000%  | N/A     | $1468520.00        | $156539.99         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25M                                               | 2051-09-20      | 3.5000%  | N/A     | $51878656.00       | $8323501.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H21C                                              | 2074-12-20      | 0.9106%  | N/A     | $78225420.00       | $6320502.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69M                                               | 2055-04-20      | 0.8217%  | N/A     | $91000000.00       | $5397093.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-18L                                               | 2052-01-20      | 3.0000%  | N/A     | $8083332.00        | $579222.76         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.5000%  | N/A     | $4206831.00        | $263180.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4Q                                                | 2054-01-20      | 6.0000%  | N/A     | $1666666.00        | $55274.38          | Agency Collateralized Mortgage Obligation |
| GNMA_21-58D                                               | 2051-04-20      | 3.5000%  | N/A     | $16127441.00       | $947683.04         | Agency Collateralized Mortgage Obligation |
| GNMA_22-18H                                               | 2052-01-20      | 2.5000%  | N/A     | $350000.00         | $22632.75          | Agency Collateralized Mortgage Obligation |
| FHLMC_5445C                                               | 2054-08-25      | 9.6897%  | N/A     | $15208965.00       | $16620840.61       | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U                                              | 2054-07-20      | 0.9717%  | N/A     | $200000000.00      | $6090323.99        | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                               | 2052-03-20      | 5.5000%  | N/A     | $8472220.00        | $736698.43         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                              | 2049-12-20      | 6.5000%  | N/A     | $3822995.00        | $101354.85         | Agency Collateralized Mortgage Obligation |
| GNMA_20-183M                                              | 2037-01-20      | 6.0000%  | N/A     | $9536654.00        | $512569.17         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                              | 2072-05-20      | 0.7801%  | N/A     | $24864014.00       | $1368352.59        | Agency Collateralized Mortgage Obligation |
| GNMA_15-165F                                              | 2041-07-16      | 3.5000%  | N/A     | $25579804.00       | $18425.93          | Agency Collateralized Mortgage Obligation |
| GNMA_24-126E                                              | 2054-08-20      | 6.0000%  | N/A     | $250000.00         | $44151.33          | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                               | 2055-06-25      | 7.9590%  | N/A     | $20000000.00       | $19995528.33       | Agency Collateralized Mortgage Obligation |
| GNMA_20-162L                                              | 2048-08-20      | 3.5000%  | N/A     | $7706025.00        | $157130.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                              | 2051-09-20      | 2.0000%  | N/A     | $5630000.00        | $383952.22         | Agency Collateralized Mortgage Obligation |
| GNMA_23-56E                                               | 2047-10-20      | 6.5000%  | N/A     | $138461.00         | $2863.24           | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                                | 2055-05-25      | 0.0000%  | N/A     | $306539324.00      | $6243899.49        | Agency Collateralized Mortgage Obligation |
| GNMA_18-65H                                               | 2048-05-20      | 5.5000%  | N/A     | $2186345.00        | $42459.21          | Agency Collateralized Mortgage Obligation |
| GNMA_21-57F                                               | 2051-02-20      | 2.0000%  | N/A     | $4175000.00        | $340399.95         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H25C                                              | 2073-10-20      | 0.6029%  | N/A     | $110307599.00      | $5727137.67        | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                                | 2061-04-16      | 0.2500%  | N/A     | $20000000.00       | $186461.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                               | 2054-04-20      | 6.0000%  | N/A     | $416666.00         | $9694.72           | Agency Collateralized Mortgage Obligation |
| GNMA_20-182                                               | 2063-06-16      | 0.7000%  | N/A     | $49800000.00       | $1042355.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H04C                                              | 2075-02-20      | 0.8495%  | N/A     | $90111319.00       | $7003386.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2045-03-20      | 5.5000%  | N/A     | $1300000.00        | $21945.16          | Agency Collateralized Mortgage Obligation |
| GNMA_19-157                                               | 2062-01-16      | 0.4000%  | N/A     | $120483604.00      | $297138.91         | Agency Collateralized Mortgage Obligation |
| FNMA_25-35L                                               | 2055-05-25      | 0.0000%  | N/A     | $13339000.00       | $262179.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1BB                                               | 2055-01-20      | 1.0217%  | N/A     | $301072000.00      | $8451153.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151P                                              | 2054-09-20      | 1.7217%  | N/A     | $75000000.00       | $5180724.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                               | 2055-04-20      | 0.8217%  | N/A     | $300000000.00      | $7991052.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F                                              | 2054-09-20      | 1.0717%  | N/A     | $116000000.00      | $7110382.03        | Agency Collateralized Mortgage Obligation |
| GNMA_19-119F                                              | 2043-10-16      | 4.0000%  | N/A     | $4155500.00        | $206986.97         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14B                                              | 2072-07-20      | 0.7333%  | N/A     | $142018722.00      | $8318995.74        | Agency Collateralized Mortgage Obligation |
| GNMA_19-147                                               | 2061-06-16      | 0.3971%  | N/A     | $303269923.00      | $5648255.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-104D                                              | 2052-04-20      | 4.5000%  | N/A     | $1555555.00        | $150249.43         | Agency Collateralized Mortgage Obligation |
| FHMS-K159                                                 | 2033-07-25      | 0.0000%  | N/A     | $20300000.00       | $253284.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                              | 2051-09-20      | 2.5000%  | N/A     | $1000000.00        | $63414.38          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                               | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $1992200.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151V                                              | 2052-05-20      | 5.5000%  | N/A     | $3750545.00        | $352112.69         | Agency Collateralized Mortgage Obligation |
| GNMA_16-164                                               | 2046-12-20      | 6.5000%  | N/A     | $34438384.00       | $587294.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151V                                              | 2054-09-20      | 5.5000%  | N/A     | $794909.00         | $272853.75         | Agency Collateralized Mortgage Obligation |
| FNMA_25-35G                                               | 2055-05-25      | 7.0352%  | N/A     | $24815610.00       | $22464366.75       | Agency Collateralized Mortgage Obligation |
| GNMA_22-H24C                                              | 2072-11-20      | 0.6410%  | N/A     | $94607032.00       | $5056831.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69F                                               | 2055-04-20      | 0.3217%  | N/A     | $200000000.00      | $5902207.57        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                              | 2050-12-20      | 4.5000%  | N/A     | $15194666.00       | $956571.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-49C                                               | 2051-03-20      | 2.0000%  | N/A     | $1750000.00        | $106167.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97Y                                               | 2049-10-20      | 6.5000%  | N/A     | $3846154.00        | $264177.28         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25E                                               | 2055-02-20      | 6.0000%  | N/A     | $2500000.00        | $527063.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89K                                               | 2055-05-20      | 0.0567%  | N/A     | $100951220.00      | $2222415.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151E                                              | 2054-07-20      | 6.5000%  | N/A     | $649436.00         | $145774.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30K                                               | 2054-02-20      | 6.0000%  | N/A     | $2291666.00        | $102352.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                          | 2045-11-16      | 4.5000%  | N/A     | $200000.00         | $7229.40           | Agency Collateralized Mortgage Obligation |
| GNMA_13-69                                                | 2043-05-20      | 3.5000%  | N/A     | $100000.00         | $2334.50           | Agency Collateralized Mortgage Obligation |
| FHSTR_33                                                  | 2037-10-15      | 2.2348%  | N/A     | $113190428.00      | $424708.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126M                                              | 2054-08-20      | 2.3217%  | N/A     | $85000000.00       | $4953184.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64A                                               | 2053-04-20      | 6.0000%  | N/A     | $1250000.00        | $210347.03         | Agency Collateralized Mortgage Obligation |
| GNMA_20-91                                                | 2062-05-16      | 0.9649%  | N/A     | $14000000.00       | $392916.21         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194S                                              | 2051-11-20      | 2.5000%  | N/A     | $3234585.00        | $424747.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51A                                               | 2054-03-20      | 6.5000%  | N/A     | $1615384.00        | $89694.14          | Agency Collateralized Mortgage Obligation |
| GNMA_24-4J                                                | 2054-01-20      | 6.0000%  | N/A     | $2500000.00        | $398039.87         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213U                                              | 2049-05-20      | 5.0000%  | N/A     | $1629699.00        | $189120.26         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89B                                               | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $300176.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4U                                                | 2054-01-20      | 2.6217%  | N/A     | $110000000.00      | $5286393.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                              | 2051-07-20      | 3.5000%  | N/A     | $683357.00         | $53370.33          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                              | 2071-12-20      | 1.9265%  | N/A     | $124846127.00      | $4997710.37        | Agency Collateralized Mortgage Obligation |
| GNMA_16-136B                                              | 2046-06-20      | 4.5000%  | N/A     | $2647444.00        | $107671.85         | Agency Collateralized Mortgage Obligation |
| GNMA_15-84                                                | 2042-05-16      | 3.5000%  | N/A     | $5200000.00        | $152314.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-89K                                               | 2051-03-20      | 2.5000%  | N/A     | $391758.00         | $91772.40          | Agency Collateralized Mortgage Obligation |
| GNMA_23-43F                                               | 2053-02-20      | 0.0000%  | N/A     | $686099.00         | $263135.05         | Agency Collateralized Mortgage Obligation |
| GNMA_13-113L                                              | 2043-01-20      | 4.5000%  | N/A     | $4444444.00        | $13340.03          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C                                              | 2072-11-20      | 1.6710%  | N/A     | $140061917.00      | $5226389.04        | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $789358769.50
- **C.18.a - Value (excl. sponsor support):** $789358769.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDKSEYY5
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | N/A     | $107793781.00      | $100885005.06      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-06-01      | 6.0000%  | N/A     | $2012129.00        | $1847035.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.0000%  | N/A     | $49797300.00       | $44882151.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.0000%  | N/A     | $157400.00         | $138945.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-12-01      | 6.5000%  | N/A     | $2806499.00        | $1718414.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-06-15      | 5.9500%  | N/A     | $2465000.00        | $2572040.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.0000%  | N/A     | $1001862.00        | $44649.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | N/A     | $9920885.00        | $8736699.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $1293255.00        | $1249551.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-06-01      | 6.0000%  | N/A     | $5505111.00        | $5614588.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | N/A     | $1120200.00        | $1075082.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | N/A     | $1295218.00        | $1231273.02        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 5.0000%  | N/A     | $2711227.00        | $2616834.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 2.0000%  | N/A     | $1428400.00        | $1046697.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | N/A     | $6612158.00        | $6170700.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 3.0000%  | N/A     | $325500.00         | $41996.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | N/A     | $586626.00         | $514757.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 6.0000%  | N/A     | $5884949.00        | $5156932.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-05-01      | 4.0000%  | N/A     | $2218716.00        | $2073931.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-10-01      | 3.0000%  | N/A     | $2146365.00        | $525764.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | N/A     | $11184.00          | $10792.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $377200.00         | $313908.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 6.5000%  | N/A     | $4178450.00        | $4314875.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 8.0000%  | N/A     | $2215300.00        | $1985293.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $2203639.00        | $2247948.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | N/A     | $2521500.00        | $2217408.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $2651530.00        | $2727769.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.5000%  | N/A     | $13258820.00       | $11973273.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $4492700.00        | $4590470.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $4310719.00        | $4449748.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 6.0000%  | N/A     | $2699655.00        | $2722864.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-10-15      | 4.7100%  | N/A     | $26649300.00       | $25656191.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | N/A     | $4343100.00        | $1070539.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | N/A     | $1897400.00        | $1823503.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.0000%  | N/A     | $1169639.00        | $1033636.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-09-15      | 4.6300%  | N/A     | $7570808.00        | $7137710.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $1000.00           | $958.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $2890293.00        | $2778459.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.0000%  | N/A     | $1919641.00        | $1688303.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 6.0000%  | N/A     | $4061885.00        | $3638265.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $2097470.00        | $2155021.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-04-15      | 4.3500%  | N/A     | $1961460.00        | $1837617.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-01-01      | 2.5000%  | N/A     | $2939200.00        | $1978377.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-03-01      | 2.9200%  | N/A     | $3438000.00        | $2436382.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | N/A     | $3711689.00        | $3582271.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $29713800.00       | $27640781.05       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2047-07-01      | 4.0000%  | N/A     | $21512632.00       | $5886131.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | N/A     | $1122000.00        | $87340.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.5000%  | N/A     | $6668719.00        | $4659913.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-10-15      | 5.7900%  | N/A     | $4247350.00        | $4360231.63        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $4902712.00        | $4982799.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | N/A     | $3540794.00        | $3470941.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-03-15      | 5.8200%  | N/A     | $4807550.00        | $4975978.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $50630700.00       | $48325088.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.0000%  | N/A     | $15544900.00       | $13625344.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787485 C                      | 2054-07-20      | 0.0000%  | N/A     | $92700.00          | $88522.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $2538009.00        | $2609850.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 2.5000%  | N/A     | $6383411.00        | $5294164.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.5000%  | N/A     | $2397284.00        | $2126194.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.0000%  | N/A     | $9934700.00        | $4913421.75        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 2.5000%  | N/A     | $3551629.00        | $2322629.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-03-15      | 5.1700%  | N/A     | $4037305.00        | $3974140.10        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-08-01      | 4.1910%  | N/A     | $330228305.00      | $2055195.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.0000%  | N/A     | $1192552.00        | $1154360.52        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-01-01      | 2.0800%  | N/A     | $6325000.00        | $5446056.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-05-01      | 6.5000%  | N/A     | $4315036.00        | $3829487.61        | Agency Mortgage-Backed Securities |

### Security 107: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDKSEX42
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $4806700.00        | $5101915.29        | U.S. Treasuries (including strips) |

### Security 108: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5C97, C.4 - ISIN: US3130B5C976, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214188779.12
- **C.18.a - Value (excl. sponsor support):** $214188779.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $453965066.29
- **C.18.a - Value (excl. sponsor support):** $453965066.29
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BYDKTW658
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLFM5391 | 2050-09-01      | 4.0000%  | N/A     | $277450849.00      | $63745141.91       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | N/A     | $103710189.00      | $61996688.32       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1244 | 2051-07-01      | 2.5000%  | N/A     | $35377439.00       | $21944101.64       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6528 | 2053-06-01      | 5.5000%  | N/A     | $75529146.00       | $64439961.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5649 | 2053-02-01      | 6.0000%  | N/A     | $76858200.00       | $61349084.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9579 | 2053-08-01      | 6.0000%  | N/A     | $40438463.00       | $35525023.01       | Agency Mortgage-Backed Securities |

### Security 111: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDKSEZ65
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.0000%  | N/A     | $216250880.00      | $129317265.99      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.0000%  | N/A     | $60341641.00       | $30629741.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.0000%  | N/A     | $250611961.00      | $125206959.89      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-10-01      | 2.5000%  | N/A     | $45704228.00       | $23846032.82       | Agency Mortgage-Backed Securities |

### Security 112: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDKSEXM2
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_17-26                                           | 2047-02-20      | 1.6611%  | N/A     | $24630080.00       | $487162.89         | Agency Collateralized Mortgage Obligation |
| GNMA_24-164F                                         | 2054-06-20      | 1.0717%  | N/A     | $62206976.00       | $2615372.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_13-181  | 2043-11-20      | 1.6611%  | N/A     | $82231168.00       | $608780.44         | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                           | 2055-01-20      | 0.1717%  | N/A     | $50000000.00       | $810100.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-19J                                          | 2054-02-20      | 1.1217%  | N/A     | $41132480.00       | $2344596.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                         | 2054-10-20      | 0.4717%  | N/A     | $400000000.00      | $10583682.52       | Agency Collateralized Mortgage Obligation |
| GNMA_24-180G                                         | 2064-11-20      | 1.1217%  | N/A     | $50000000.00       | $1814316.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_4716A                                          | 2047-10-15      | 1.7032%  | N/A     | $38171760.00       | $1155157.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116J                                         | 2050-08-20      | 1.7611%  | N/A     | $5750000.00        | $377802.67         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                          | 2062-10-20      | 0.0211%  | N/A     | $12173605.00       | $37.82             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 | 2062-10-20      | 0.5161%  | N/A     | $2594291.00        | $53.43             | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $24.20             | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 5.2500%  | N/A     | $38994176.00       | $38611883.60       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $15.09             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96  | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.71              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9A                                           | 2055-01-20      | 5.6195%  | N/A     | $16288415.00       | $16375322.91       | Agency Collateralized Mortgage Obligation |
| GNMA_23-53B                                          | 2053-04-20      | 1.8217%  | N/A     | $70087808.00       | $2848882.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 1.5717%  | N/A     | $160000000.00      | $7107674.70        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $7.37              | Agency Collateralized Mortgage Obligation |
| GNMA_23-112H                                         | 2053-08-20      | 1.3717%  | N/A     | $80558208.00       | $2712967.37        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.34              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                               | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $74.85             | Agency Collateralized Mortgage Obligation |
| GNMA_24-164F                                         | 2054-06-20      | 3.2152%  | N/A     | $24882784.00       | $19926466.42       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $83.20             | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $0.87              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_3364                          | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $10.59             | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                          | 2054-12-25      | 0.7780%  | N/A     | $100000000.00      | $3311140.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.0000%  | N/A     | $245760.00         | $132.51            | Agency Collateralized Mortgage Obligation |
| FHLMC_5516A                                          | 2055-03-25      | 0.8280%  | N/A     | $123076864.00      | $3584538.43        | Agency Collateralized Mortgage Obligation |
| FNMA_25-43C                                          | 2055-06-25      | 2.7300%  | N/A     | $50000000.00       | $5876600.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484E                                          | 2054-12-25      | 0.9280%  | N/A     | $28500000.00       | $942330.81         | Agency Collateralized Mortgage Obligation |
| FNMA_22-71D                                          | 2052-10-25      | 0.9180%  | N/A     | $100000000.00      | $3901369.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.7632%  | N/A     | $77500000.00       | $2551773.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19M                                          | 2053-02-20      | 1.9717%  | N/A     | $58000000.00       | $2553320.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                          | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $15.17             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40  | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.22              | Agency Collateralized Mortgage Obligation |
| FHLMC_5491A                                          | 2055-01-25      | 0.8780%  | N/A     | $276681216.00      | $9266631.26        | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                               | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $6.35              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $46.09             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $1.87              | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C                                          | 2055-02-25      | 0.6780%  | N/A     | $162000000.00      | $4365930.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.95              | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $70.83             | Agency Collateralized Mortgage Obligation |
| FHLMC_5192A                                          | 2052-02-25      | 0.0000%  | N/A     | $72896512.00       | $66427.23          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                               | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $28.44             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $15.59             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $60.76             | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                                          | 2054-11-25      | 0.8923%  | N/A     | $175000000.00      | $5034838.57        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $16.63             | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                          | 2052-03-20      | 0.0000%  | N/A     | $140305000.00      | $788906.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $8.77              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $30.94             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 0.9780%  | N/A     | $50000000.00       | $1926396.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154G                                         | 2053-10-20      | 1.3717%  | N/A     | $50000000.00       | $782550.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $35.69             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 | 2051-11-16      | 0.7499%  | N/A     | $28000000.00       | $4.96              | Agency Collateralized Mortgage Obligation |
| GNMA_12-H20                                          | 2061-04-20      | 0.3342%  | N/A     | $1000000.00        | $15.59             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $4.29              | Agency Collateralized Mortgage Obligation |
| GNMA_22-151A                                         | 2052-09-20      | 1.6717%  | N/A     | $70101760.00       | $4506413.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $80.89             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $8.31              | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D                                          | 2055-03-20      | 0.9717%  | N/A     | $38620352.00       | $2237154.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46  | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.41              | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 1.4917%  | N/A     | $174739997.00      | $6280705.19        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H03                                          | 2060-08-20      | 4.7334%  | N/A     | $500000.00         | $14.79             | Agency Collateralized Mortgage Obligation |
| FNMA_22-69B                                          | 2052-10-25      | 0.8580%  | N/A     | $56750272.00       | $2273842.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $22.22             | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.0611%  | N/A     | $30000000.00       | $281987.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                          | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $13.85             | Agency Collateralized Mortgage Obligation |
| GNMA_22-108A                                         | 2052-06-20      | 0.0000%  | N/A     | $60000000.00       | $1634464.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $1.20              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.88              | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 1.5880%  | N/A     | $50000000.00       | $3450828.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5409A                                          | 2054-05-25      | 1.6280%  | N/A     | $103499999.00      | $5131009.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $10.88             | Agency Collateralized Mortgage Obligation |
| GNMA_22-84C                                          | 2052-05-20      | 1.7217%  | N/A     | $50000000.00       | $2471755.54        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                         | 2055-01-25      | 0.0000%  | N/A     | $312000.00         | $80.08             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                               | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $9.70              | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $9.09              | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNW_07-W7                       | 2037-07-25      | 2.0936%  | N/A     | $52453371.00       | $38125.21          | Agency Collateralized Mortgage Obligation |
| FNMA_17-35A                                          | 2047-05-25      | 1.7135%  | N/A     | $21000000.00       | $659173.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.79              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-04-20      | 3.0879%  | N/A     | $235000.00         | $55.88             | Agency Collateralized Mortgage Obligation |
| FHLMC_5329C                                          | 2053-08-25      | 1.7280%  | N/A     | $56262592.00       | $1768437.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 1.1490%  | N/A     | $512685056.00      | $25039577.02       | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                                         | 2052-12-20      | 0.5717%  | N/A     | $150000000.00      | $2989244.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 1.0417%  | N/A     | $130000000.00      | $6585823.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $1.16              | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $52.90             | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.0000%  | N/A     | $249999.00         | $76.26             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $28.68             | Agency Collateralized Mortgage Obligation |
| FNMA_24-54C                                          | 2054-08-25      | 1.5780%  | N/A     | $84896640.00       | $3707525.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 | 2061-11-20      | 0.5060%  | N/A     | $700000.00         | $95.11             | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                          | 2052-02-20      | 0.0000%  | N/A     | $200000000.00      | $286076.70         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40J                                          | 2053-03-20      | 1.1717%  | N/A     | $140000000.00      | $2597735.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149B                                         | 2054-09-20      | 0.3717%  | N/A     | $50000000.00       | $1293835.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42  | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.21              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61B                                          | 2054-04-20      | 1.0217%  | N/A     | $150000000.00      | $3105205.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                         | 2053-09-20      | 1.2717%  | N/A     | $100000000.00      | $1523253.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-08-20      | 0.6555%  | N/A     | $42696886.00       | $30.67             | Agency Collateralized Mortgage Obligation |
| GNMA_05-68                                           | 2035-09-20      | 1.8611%  | N/A     | $326802432.00      | $497238.31         | Agency Collateralized Mortgage Obligation |
| GNMA_22-152D                                         | 2052-09-20      | 1.6517%  | N/A     | $1971392.00        | $158296.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26  | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $0.23              | Agency Collateralized Mortgage Obligation |
| GNMA_11-51                                           | 2041-04-20      | 2.1611%  | N/A     | $19000000.00       | $111977.18         | Agency Collateralized Mortgage Obligation |
| FNMA_24-89C                                          | 2053-05-25      | 0.7780%  | N/A     | $19500000.00       | $678585.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 2.7699%  | N/A     | $50000000.00       | $4427642.23        | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0001%  | N/A     | $112652320.00      | $0.06              | Agency Collateralized Mortgage Obligation |
| FNMA_24-36C                                          | 2054-06-25      | 1.5280%  | N/A     | $62844000.00       | $2790327.73        | Agency Collateralized Mortgage Obligation |
| FNMA_24-64G                                          | 2054-09-25      | 0.9280%  | N/A     | $92109184.00       | $2930096.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $46.32             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36  | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.62             | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $1.41              | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $166903552.00      | $1483394.99        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $9.99              | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                          | 2055-03-20      | 1.0217%  | N/A     | $150000000.00      | $7355895.86        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                               | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.05              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59  | 2047-11-16      | 0.1757%  | N/A     | $227119159.00      | $55.21             | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                          | 2052-08-25      | 1.0280%  | N/A     | $50000000.00       | $3086932.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55A                                          | 2054-03-20      | 1.6717%  | N/A     | $68000000.00       | $3689905.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                          | 2053-11-25      | 1.7280%  | N/A     | $100000000.00      | $3625493.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                         | 2054-07-20      | 0.8717%  | N/A     | $300000000.00      | $6306907.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5397J                                          | 2054-04-25      | 0.9780%  | N/A     | $75200640.00       | $3365009.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90B                                          | 2053-11-25      | 1.4280%  | N/A     | $82000000.00       | $4452655.58        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $54.20             | Agency Collateralized Mortgage Obligation |
| FHLMC_5484F                                          | 2054-12-25      | 1.5280%  | N/A     | $65857280.00       | $2938806.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0280%  | N/A     | $100000000.00      | $1608189.30        | Agency Collateralized Mortgage Obligation |
| GNMA_13-99                                           | 2043-03-20      | 1.7111%  | N/A     | $109145088.00      | $701043.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5368B                                          | 2053-12-25      | 1.1780%  | N/A     | $62667776.00       | $2094906.95        | Agency Collateralized Mortgage Obligation |

### Security 113: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDKSEY58
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $300.00            | $243.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $700.00            | $644.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $3100.00           | $3142.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $200.00            | $201.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $1000.00           | $911.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $556000.00         | $502788.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $17800.00          | $9825.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $100.00            | $74.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | N/A     | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $3457500.00        | $3411438.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $3100.00           | $3200.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $97.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $5600.00           | $5551.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $200.00            | $202.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $8000.00           | $8200.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $96.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | N/A     | $1125900.00        | $1110587.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $1000.00           | $855.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $16000.00          | $16441.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-20      | 0.0000%  | N/A     | $20360200.00       | $20309910.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $1017900.00        | $1154568.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $87.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $300.00            | $292.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | N/A     | $400.00            | $465.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $2224000.00        | $1560114.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $97.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $900.00            | $700.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $200.00            | $202.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $61052200.00       | $36415824.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $400.00            | $398.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $500.00            | $508.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $74.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-30      | 2.7500%  | N/A     | $4000.00           | $4039.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $10400.00          | $9304.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $100.00            | $122.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $2800.00           | $2694.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | N/A     | $36600.00          | $36132.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $300.00            | $252.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | N/A     | $100.00            | $212.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $6900.00           | $3984.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $44059900.00       | $47468048.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $32597000.00       | $33092477.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $169.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $100.00            | $132.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-21      | 0.0000%  | N/A     | $46200.00          | $45749.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $100.00            | $97.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $5518400.00        | $5168737.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $2471700.00        | $2632313.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $300.00            | $304.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-08      | 0.0000%  | N/A     | $16100.00          | $16026.39          | U.S. Treasuries (including strips) |

### Security 114: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDJCSQA5
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $156500.00         | $201575.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $8271.19           | $5158.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $274100.00         | $251562.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $2015500.00        | $2135251.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $1188600.00        | $1175991.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $3000.00           | $3184.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $43900.00          | $44466.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $311500.00         | $231717.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $7743200.00        | $5053271.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $367100.00         | $376380.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $75.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $379100.00         | $373580.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $2.56              | $1.34              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $16350500.00       | $8178045.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $3567500.00        | $3589659.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $56200.00          | $18402.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $83.22             | $24.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $6474700.00        | $8131484.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $100.00            | $28.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $400.00            | $104.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $137100.00         | $135218.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $100.00            | $25.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $251200.00         | $243439.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $930.58            | $372.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $51960900.00       | $38118401.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $20502.90          | $9221.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $472900.00         | $472473.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $13230200.00       | $3710819.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $1.55              | $1.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $105280900.00      | $43472799.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $2436600.00        | $2526059.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $63.07             | $37.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $25692300.00       | $9462653.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $400.00            | $403.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $220500.00         | $227214.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $400.00            | $536.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $1000.00           | $1028.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $28400.00          | $10056.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $248900.00         | $121162.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $33.45             | $22.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $48230900.00       | $17313783.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $70503800.00       | $92036062.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $535000.00         | $492066.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $6753400.00        | $6616597.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $3681400.00        | $2279022.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $192800.00         | $195173.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4833%  | N/A     | $1800.00           | $1808.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | N/A     | $181859500.00      | $178192121.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $46.92             | $16.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $25299200.00       | $21327743.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $500000.00         | $452147.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2626000.00        | $848297.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $21173100.00       | $32831703.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $46628400.00       | $11182236.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $1000.00           | $945.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | N/A     | $171500.00         | $172553.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $3109600.00        | $3017058.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $21100.00          | $17852.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $4019400.00        | $4119963.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $100.00            | $95.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $12000.00          | $7474.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $201463800.00      | $226869573.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $11.30             | $6.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $96.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $2109100.00        | $2014039.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $28215500.00       | $27839604.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $151036100.00      | $154681606.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5463%  | N/A     | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $2600.00           | $1629.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $100400.00         | $100231.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $18067300.00       | $17195104.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $21933000.00       | $16057474.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-12      | 0.0000%  | N/A     | $2788600.00        | $2784333.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $298300.00         | $75159.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $2583900.00        | $2429397.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $1291100.00        | $1322053.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2100100.00        | $1001182.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $379400.00         | $368395.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $9701300.00        | $9528810.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $10577700.00       | $5105615.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2888700.00        | $1207681.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $3635300.00        | $1970489.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $376.68            | $241.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $514.84            | $290.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 0.0000%  | N/A     | $200.00            | $81.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $10771000.00       | $10338708.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $600.00            | $582.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $49153600.00       | $47630995.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $124.57            | $40.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $4.28              | $1.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $57720600.00       | $53207634.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $164300.00         | $173174.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2384644.00        | $969686.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $100.00            | $69.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $900.00            | $929.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $90107200.00       | $90196903.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $900.00            | $880.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $47828200.00       | $48371877.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $116.12            | $70.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $47.33             | $16.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $1300.00           | $454.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $6142527.04        | $3118769.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $170673200.00      | $185259393.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $150075800.00      | $198339968.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $200.00            | $98.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $32591200.00       | $39277380.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $1300.00           | $1283.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $32144000.00       | $32725663.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $61.75             | $19.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $365400.00         | $375050.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | N/A     | $1504700.00        | $1529083.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $4371400.00        | $1589873.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $11563900.00       | $3203362.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $300.00            | $255.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $0.73              | $0.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $14178100.00       | $10350293.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $200.00            | $53.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $10.00             | $4.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $10.33             | $3.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $15609700.00       | $14533086.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $1000.00           | $717.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $825500.00         | $984260.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $77909600.00       | $95710773.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $60956211.71       | $28153053.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $5.01              | $1.77              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $15100.00          | $15408.52          | U.S. Treasuries (including strips) |

### Security 115: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDKSEXE0
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFA1331 | 2052-03-01      | 3.0000%  | N/A     | $29354230.00       | $25071392.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3651 | 2055-03-01      | 6.0000%  | N/A     | $466756.00         | $437921.70         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0936 | 2055-02-01      | 6.0000%  | N/A     | $25284144.00       | $25645949.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8106 | 2052-10-01      | 6.0000%  | N/A     | $28292884.00       | $23291054.66       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1344 | 2055-04-01      | 6.0000%  | N/A     | $25235171.00       | $25444549.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1272 | 2054-04-01      | 6.0000%  | N/A     | $27000000.00       | $24387255.27       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | N/A     | $41164000.00       | $25736257.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0086 | 2055-03-01      | 5.0000%  | N/A     | $26829933.00       | $26055651.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1970 | 2054-07-01      | 6.0000%  | N/A     | $26000000.00       | $23706081.12       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3395 | 2044-09-01      | 4.0000%  | N/A     | $111821125.00      | $23283904.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4841 | 2052-10-01      | 5.5000%  | N/A     | $28750000.00       | $24163966.59       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8670 | 2054-06-01      | 6.0000%  | N/A     | $18218984.00       | $16560629.76       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3799 | 2047-07-01      | 5.0000%  | N/A     | $33723940.00       | $22865170.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  | N/A     | $25000000.00       | $24331165.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0521 | 2054-07-01      | 6.0000%  | N/A     | $25166641.00       | $23769049.82       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418537029.70
- **C.18.a - Value (excl. sponsor support):** $418537029.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEYD1
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $256877000.00      | $239196068.49      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $218051300.00      | $203597603.67      | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $204530000.00      | $231991276.79      | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | N/A     | $400000000.00      | $259607177.83      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | N/A     | $237000000.00      | $258795862.16      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $200.00            | $134.84            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $168547400.00      | $175793958.10      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $250000000.00      | $252436546.25      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $271000000.00      | $270544098.06      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $190000000.00      | $192458615.77      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $171936900.00      | $190210303.65      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $207162100.00      | $208569451.79      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $199148000.00      | $205892834.68      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $250000000.00      | $247348084.25      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $181000000.00      | $183560107.26      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $222000000.00      | $225989712.07      | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $250000000.00      | $214147608.75      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $180000000.00      | $181975793.40      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $66188300.00       | $86402584.39       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $324000000.00      | $240201539.75      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $250000000.00      | $251932943.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $269000000.00      | $269347755.67      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2666994944.63
- **C.18.a - Value (excl. sponsor support):** $2666994944.63
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395396346.93
- **C.18.a - Value (excl. sponsor support):** $395396346.93
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDKSEZ99
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $37891400.00       | $37673760.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $1116500.00        | $990638.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $95946400.00       | $74205682.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $57476500.00       | $38751922.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $74114700.00       | $51459164.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $177500.00         | $175275.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $182830900.00      | $175919012.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $28012100.00       | $20649026.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $32672700.00       | $26287398.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $22952300.00       | $16803719.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $86872400.00       | $49244563.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $18375700.00       | $10143032.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $70187000.00       | $36017537.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $5614900.00        | $5273572.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $19876300.00       | $17405705.41       | U.S. Treasuries (including strips) |

### Security 121: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDKSEXK6
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F2; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $150000000.00      | $153716088.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $140516900.00      | $136145235.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $168703800.00      | $166608816.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $150005000.00      | $155377400.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $150000000.00      | $154212074.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $150004000.00      | $151940472.89      | U.S. Treasuries (including strips) |

### Security 122: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999384.00
- **C.18.a - Value (excl. sponsor support):** $79999384.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2003356815.97
- **C.18.a - Value (excl. sponsor support):** $2003356815.97
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY25
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  | N/A     | $23515900.00       | $23528167.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $2351000.00        | $2386952.45        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $2649100.00        | $2705774.70        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $164405000.00      | $159941292.96      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $3674000.00        | $3727089.60        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $93395500.00       | $90523839.70       | U.S. Treasuries (including strips) |
| BILL 09/02/25    | 2025-09-02      | 0.0000%  | N/A     | $21718500.00       | $21484005.36       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $2403700.00        | $2352221.28        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $36310000.00       | $37710673.10       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $4919400.00        | $5099936.12        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $27958000.00       | $25712781.93       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $5054000.00        | $5074904.83        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $87635200.00       | $88095205.75       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $37561700.00       | $37663671.45       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $58200200.00       | $57211471.55       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $184900.00         | $170646.20         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $3553000.00        | $3262576.19        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $30093300.00       | $30833398.01       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $32234000.00       | $33024482.18       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $83484800.00       | $84935424.04       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $33300.00          | $28205.06          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $30640100.00       | $28845274.55       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $153215300.00      | $153008567.36      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | N/A     | $9376100.00        | $7496038.01        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $663500.00         | $632414.49         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $5552000.00        | $5569247.06        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $436200.00         | $471593.70         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $28000000.00       | $27171463.09       | U.S. Treasuries (including strips) |
| 5 NOTE BH 25     | 2025-09-30      | 5.0000%  | N/A     | $4076200.00        | $4116834.50        | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $19950100.00       | $20348495.24       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $217100.00         | $215633.50         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $30513600.00       | $30248904.80       | U.S. Treasuries (including strips) |
| 3 NOTE AQ 25     | 2025-07-15      | 3.0000%  | N/A     | $1301700.00        | $1313946.19        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $23846800.00       | $23745978.33       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | N/A     | $1950800.00        | $1342889.51        | U.S. Treasuries (including strips) |

### Security 125: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423501948.10
- **C.18.a - Value (excl. sponsor support):** $423501948.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDKSEYG4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $6321000.00        | $2618632.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $27961240.00       | $9450927.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $11477000.00       | $9629164.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | N/A     | $11343800.00       | $16030104.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | N/A     | $101300.00         | $146671.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $6585999.36        | $1568745.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $609300.00         | $592521.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $4128500.00        | $1838751.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $359897000.00      | $85104483.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $50194432.00       | $29698690.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $94932200.00       | $96458035.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $16650300.00       | $9986429.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $11566700.00       | $14911475.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $5009000.00        | $3616167.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $45235500.00       | $21700871.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $36746730.95       | $18719776.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $1400000.00        | $612444.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $188794000.00      | $47140917.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $88012000.00       | $38023736.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | N/A     | $52047544.32       | $35766760.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $46583500.00       | $14578259.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $3702174.72        | $904167.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $44523438.08       | $43290227.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $25946398.72       | $7613581.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $101598000.00      | $101204332.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3993%  | N/A     | $25000000.00       | $25091529.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $2095100.00        | $2129881.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $43586300.00       | $11431814.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $8997000.00        | $8452258.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $13075476.48       | $3293032.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $170140000.00      | $43708115.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $65744000.00       | $59687494.20       | U.S. Treasuries (including strips) |

### Security 127: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDKSEZ40
- **C.18 - Value (incl. sponsor support):** $295000000.00
- **C.18.a - Value (excl. sponsor support):** $295000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $302387400.00      | $300900073.10      | U.S. Treasuries (including strips) |

### Security 128: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MS4, C.4 - ISIN: US3130B5MS46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $428632313.69
- **C.18.a - Value (excl. sponsor support):** $428632313.69
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDKSEX26
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $148173300.00      | $151844133.92      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $98294200.00       | $82864021.90       | U.S. Treasuries (including strips) |
| BILL 07/29/25    | 2025-07-29      | 0.0000%  | N/A     | $131201500.00      | $130277841.44      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $140000000.00      | $145014073.12      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $285855826.79
- **C.18.a - Value (excl. sponsor support):** $285855826.79
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $696876197.70
- **C.18.a - Value (excl. sponsor support):** $696876197.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669789206.46
- **C.18.a - Value (excl. sponsor support):** $669789206.46
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZB0, C.4 - ISIN: US3130B4ZB09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $744990732.20
- **C.18.a - Value (excl. sponsor support):** $744990732.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $7438144.00        | $5238532.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.5000%  | N/A     | $600000.00         | $588154.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1217958.00        | $1278553.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $12298.00          | $5809.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-02-15      | 4.0000%  | N/A     | $466831.00         | $57474.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | N/A     | $6585250.00        | $5105046.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $2050088.00        | $2046197.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | N/A     | $9297984.00        | $7520899.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1115208.00        | $252782.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 4.0000%  | N/A     | $506000.00         | $55315.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.5000%  | N/A     | $1930294.00        | $1473951.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-12-20      | 1.5000%  | N/A     | $41000.00          | $22872.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 4.5000%  | N/A     | $332699.00         | $60239.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1260006.00        | $1319848.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785193 C                      | 2050-11-20      | 0.0000%  | N/A     | $2654888.00        | $1119685.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.0000%  | N/A     | $37698368.00       | $34346896.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $46000640.00       | $24808989.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | N/A     | $1677592.00        | $833520.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-09-20      | 2.5000%  | N/A     | $598000.00         | $189818.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $41023744.00       | $36507716.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 6.5000%  | N/A     | $150000.00         | $82079.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785526 C                      | 2051-06-20      | 0.0000%  | N/A     | $20431.00          | $13687.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $83885.00          | $83753.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $109204480.00      | $63696177.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-12-15      | 4.0000%  | N/A     | $107241.00         | $29562.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-07-20      | 3.0000%  | N/A     | $70000.00          | $7792.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.0000%  | N/A     | $125246.00         | $14694.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | N/A     | $2047216.00        | $2093415.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.5000%  | N/A     | $3775144.00        | $3999850.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $38888576.00       | $26415609.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $10500.00          | $6996.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | N/A     | $6038.00           | $5293.22           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $1898846.00        | $1845914.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $15364.00          | $8382.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $11648992.00       | $11666679.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | N/A     | $15223.00          | $9007.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $9910500.00        | $7073627.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $314000.00         | $27164.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | N/A     | $2106032.00        | $2109807.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 3.5000%  | N/A     | $60067.00          | $43919.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $4853904.00        | $3892636.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | N/A     | $103000.00         | $82107.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $32044800.00       | $19782337.99       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $3593944.00        | $3749051.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $7003.00           | $6796.23           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3667660.00        | $3785342.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $9068864.00        | $9078056.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $69912.00          | $67698.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 4.0000%  | N/A     | $90051840.00       | $6050317.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786335 C                      | 2052-09-20      | 0.0000%  | N/A     | $397000.00         | $295960.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 6.0000%  | N/A     | $29457792.00       | $20347542.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $100000.00         | $49942.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $50000000.00       | $36815806.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.5000%  | N/A     | $141061.00         | $103836.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $134911.00         | $101674.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 3.5000%  | N/A     | $181275.00         | $16996.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | N/A     | $5134632.00        | $4181433.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 4.0000%  | N/A     | $2897000.00        | $277139.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $5502630.00        | $5516147.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.2500%  | N/A     | $175000.00         | $98477.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-12-20      | 3.0000%  | N/A     | $209000.00         | $30972.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.5000%  | N/A     | $7182136.00        | $472722.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-06-15      | 4.0000%  | N/A     | $1120018.00        | $131283.85         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1236964965.63
- **C.18.a - Value (excl. sponsor support):** $1236964965.63
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDKSEXR1
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $24618400.00       | $25500103.27       | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEXZ3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $442900.00         | $437158.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $2914000.00        | $2641188.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $115500.00         | $114054.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $10300.00          | $9511.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $1400.00           | $1421.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $55000.00          | $55862.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.5063%  | N/A     | $1600.00           | $1607.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $125629300.00      | $127497423.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $100.00            | $110.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $64.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $33476200.00       | $32265241.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4919%  | N/A     | $20532000.00       | $20606275.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $4800000.00        | $4825195.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | N/A     | $50399900.00       | $50099759.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $139949000.00      | $140544811.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $5282700.00        | $5321725.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | N/A     | $120000.00         | $128442.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $12895600.00       | $12010122.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $3700000.00        | $3737598.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $1000.00           | $676.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $920300.00         | $869166.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $900.00            | $866.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $1000.00           | $808.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $100000000.00      | $97932986.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $23833600.00       | $17012108.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $1100.00           | $915.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $23495000.00       | $19911640.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $30583000.00       | $28083131.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $200.00            | $201.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | N/A     | $50399900.00       | $50902322.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $200.00            | $202.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $100000.00         | $100497.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $1100000.00        | $1111018.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $400.00            | $390.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $271982000.00      | $273071471.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $95.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $47320000.00       | $48806760.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5463%  | N/A     | $15357700.00       | $15432548.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $85000000.00       | $86736047.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $500000.00         | $510421.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $1000.00           | $910.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $349300.00         | $212355.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $19139300.00       | $15543154.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $300000.00         | $225113.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $137378800.00      | $128482731.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $196300.00         | $191111.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $400000.00         | $405444.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $13834300.00       | $13291569.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $110530300.00      | $93619015.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $1941000.00        | $1977400.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $76978400.00       | $77276328.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $3024900.00        | $1554633.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $150300000.00      | $150561600.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $99000.00          | $91667.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $177000.00         | $175875.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $828200.00         | $873353.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $8027100.00        | $4643483.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $100.00            | $73.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $100100.00         | $92061.28          | U.S. Treasuries (including strips) |

### Security 138: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDKTS5Y5
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNAR AF MB0376 M | 2055-05-20      | 5.0000%  | N/A     | $3336595.00        | $3351789.11        | Agency Mortgage-Backed Securities |
| GNHA RM DJ1361 H | 2075-04-20      | 5.6600%  | N/A     | $1797188.00        | $1901635.97        | Agency Mortgage-Backed Securities |
| GNHA RM CL8162 H | 2072-05-20      | 6.1660%  | N/A     | $10000000.00       | $11459846.85       | Agency Mortgage-Backed Securities |
| GNHA RM DJ1370 H | 2075-03-20      | 5.7950%  | N/A     | $14516218.00       | $15507233.36       | Agency Mortgage-Backed Securities |
| GNHA RM CN6131 H | 2072-05-20      | 5.8120%  | N/A     | $15550000.00       | $17198418.15       | Agency Mortgage-Backed Securities |
| GNHA RM DI7354 H | 2075-02-20      | 6.2730%  | N/A     | $7682748.00        | $8378923.16        | Agency Mortgage-Backed Securities |
| GNHA RM CM6396 H | 2072-04-20      | 5.9090%  | N/A     | $10856777.00       | $11877464.87       | Agency Mortgage-Backed Securities |
| GNHA RM CN7618 H | 2072-05-20      | 6.0790%  | N/A     | $11000000.00       | $12077616.65       | Agency Mortgage-Backed Securities |
| GNHA RM CM9951 H | 2072-04-20      | 5.8720%  | N/A     | $15000000.00       | $15538965.85       | Agency Mortgage-Backed Securities |
| GNHA RM CK2814 H | 2072-05-20      | 5.9040%  | N/A     | $10400000.00       | $11939951.60       | Agency Mortgage-Backed Securities |
| GNHA RM DI4405 H | 2075-02-20      | 6.0590%  | N/A     | $5725849.00        | $6158246.31        | Agency Mortgage-Backed Securities |
| GNHA RM CM6391 H | 2072-04-20      | 5.9270%  | N/A     | $15000000.00       | $15604673.40       | Agency Mortgage-Backed Securities |
| GNHA RM CN0129 H | 2072-05-20      | 5.9030%  | N/A     | $13900000.00       | $16026426.64       | Agency Mortgage-Backed Securities |
| GNHA RM CN0149 H | 2072-03-20      | 6.0430%  | N/A     | $8817273.00        | $8230862.07        | Agency Mortgage-Backed Securities |
| GNHA AL BN2843 H | 2069-05-20      | 7.6110%  | N/A     | $15614610.00       | $7947946.75        | Agency Mortgage-Backed Securities |

### Security 139: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5N87, C.4 - ISIN: US3130B5N874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1279063289.80
- **C.18.a - Value (excl. sponsor support):** $1279063289.80
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53M8, C.4 - ISIN: US3130B53M89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317331303.05
- **C.18.a - Value (excl. sponsor support):** $317331303.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300714843.00
- **C.18.a - Value (excl. sponsor support):** $300714843.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B45C1, C.4 - ISIN: US3130B45C17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223996371.20
- **C.18.a - Value (excl. sponsor support):** $223996371.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1503194006.55
- **C.18.a - Value (excl. sponsor support):** $1503194006.55
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FY2, C.4 - ISIN: US3130B4FY22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349994841.00
- **C.18.a - Value (excl. sponsor support):** $349994841.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_23-18B             | 2053-05-25      | 1.1780%  | N/A     | $48859712.00       | $1663892.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C            | 2053-12-20      | 1.3717%  | N/A     | $27777760.00       | $966612.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K             | 2054-07-25      | 6.5000%  | N/A     | $60444992.00       | $9935633.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146D            | 2054-09-20      | 0.3717%  | N/A     | $50000000.00       | $1749779.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39A             | 2065-02-20      | 0.1500%  | N/A     | $104712064.00      | $631935.23         | Agency Collateralized Mortgage Obligation |
| FNMA_03-109D            | 2033-11-25      | 5.1025%  | N/A     | $1481000.00        | $168588.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-146B            | 2054-09-20      | 5.5000%  | N/A     | $17100192.00       | $3969626.21        | Agency Collateralized Mortgage Obligation |
| FREMG_20-KG03           | 2030-07-25      | 0.0000%  | N/A     | $44593200.00       | $30179027.81       | Agency Collateralized Mortgage Obligation |
| GNMA_20-181D            | 2049-11-20      | 0.0000%  | N/A     | $27994304.00       | $52844.22          | Agency Collateralized Mortgage Obligation |
| FNMA_13-109             | 2043-07-25      | 0.0000%  | N/A     | $16000000.00       | $2287556.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136             | 2053-09-20      | 6.0000%  | N/A     | $14748496.00       | $15035255.92       | Agency Collateralized Mortgage Obligation |
| GNMA_13-040             | 2054-06-16      | 0.2665%  | N/A     | $107782560.00      | $409934.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-146A            | 2054-09-20      | 1.0217%  | N/A     | $50000000.00       | $2882170.59        | Agency Collateralized Mortgage Obligation |
| GNMA_16-159             | 2046-11-20      | 1.6611%  | N/A     | $23156720.00       | $805568.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-181R            | 2054-11-20      | 1.0717%  | N/A     | $53773952.00       | $1891783.04        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22C             | 2052-02-20      | 0.0000%  | N/A     | $49995776.00       | $15937.98          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4585A | 2046-05-15      | 1.6532%  | N/A     | $130080960.00      | $1836824.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_4191C             | 2033-04-15      | 3.5000%  | N/A     | $11058576.00       | $59504.36          | Agency Collateralized Mortgage Obligation |
| GNMA_24-113D            | 2054-07-20      | 0.8717%  | N/A     | $200000000.00      | $3625573.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39A             | 2065-02-20      | 5.3783%  | N/A     | $4712144.00        | $4736027.75        | Agency Collateralized Mortgage Obligation |
| GNMA_14-101             | 2056-04-16      | 0.5411%  | N/A     | $106105472.00      | $173538.95         | Agency Mortgage-Backed Securities         |
| GNMA_25-60F             | 2055-04-20      | 1.5717%  | N/A     | $100000000.00      | $3446496.91        | Agency Collateralized Mortgage Obligation |
| GNMA_10-116             | 2040-09-16      | 4.7500%  | N/A     | $37984000.00       | $16049326.08       | Agency Collateralized Mortgage Obligation |
| FNMA_14-10A             | 2043-09-25      | 5.0000%  | N/A     | $6256250.00        | $25057.73          | Agency Collateralized Mortgage Obligation |
| GNMA_14-68J             | 2044-05-20      | 1.7611%  | N/A     | $27092256.00       | $175091.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G            | 2051-09-20      | 1.8611%  | N/A     | $25000000.00       | $2374784.89        | Agency Collateralized Mortgage Obligation |
| GNMA_20-019             | 2061-12-16      | 0.7188%  | N/A     | $145655552.00      | $3069954.02        | Agency Collateralized Mortgage Obligation |
| FREMF_20-KG03           | 2030-06-25      | 0.1000%  | N/A     | $549980000.00      | $2304002.90        | Agency Collateralized Mortgage Obligation |
| FHMS_K124               | 2049-02-25      | 2.6201%  | N/A     | $29818000.00       | $3606787.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_3992A             | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $1015835.19        | Agency Collateralized Mortgage Obligation |
| FNMA_03-128             | 2034-01-25      | 8.8907%  | N/A     | $7128000.00        | $176639.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5500G             | 2054-09-25      | 0.8280%  | N/A     | $86153728.00       | $2474922.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428A             | 2054-07-25      | 0.7280%  | N/A     | $50000000.00       | $1017483.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146L            | 2054-09-20      | 0.4717%  | N/A     | $76260080.00       | $3616406.62        | Agency Collateralized Mortgage Obligation |
| FNMA_24-43A             | 2054-07-25      | 2.7780%  | N/A     | $88367744.00       | $6037018.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44E             | 2054-03-20      | 0.9717%  | N/A     | $35000000.00       | $811537.69         | Agency Collateralized Mortgage Obligation |
| FNMA_23-8               | 2053-02-25      | 5.0000%  | N/A     | $2900368.00        | $2734620.32        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33F             | 2054-08-25      | 0.0000%  | N/A     | $100000000.00      | $1649830.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C            | 2053-12-20      | 5.5000%  | N/A     | $6054664.00        | $5964652.67        | Agency Collateralized Mortgage Obligation |
| FREMF_19-K102           | 2051-12-25      | 0.0000%  | N/A     | $102621568.00      | $42637003.83       | Agency Collateralized Mortgage Obligation |
| FREMF_19-KG02           | 2029-08-25      | 0.0000%  | N/A     | $40810000.00       | $31701493.67       | Agency Collateralized Mortgage Obligation |
| FNMA_18-94A             | 2049-01-25      | 1.6636%  | N/A     | $29899392.00       | $415223.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-166D            | 2053-11-20      | 1.1717%  | N/A     | $50000000.00       | $784021.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182A            | 2053-12-20      | 1.3717%  | N/A     | $40000000.00       | $693326.26         | Agency Collateralized Mortgage Obligation |
| GNMA_19-50              | 2060-12-16      | 0.7351%  | N/A     | $127549440.00      | $1750474.65        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176E            | 2050-11-20      | 0.0000%  | N/A     | $52620032.00       | $787471.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_2641              | 2033-07-15      | 2.8388%  | N/A     | $1314286.00        | $125548.71         | Agency Collateralized Mortgage Obligation |
| FRESB_22-S100           | 2032-05-25      | 2.9052%  | N/A     | $36429000.00       | $32528538.40       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-38   | 2048-06-25      | 4.0000%  | N/A     | $5400000.00        | $3513464.21        | Agency Collateralized Mortgage Obligation |
| FNMA_15-41              | 2035-06-25      | 3.5000%  | N/A     | $14000000.00       | $157973.34         | Agency Collateralized Mortgage Obligation |
| GNMA_19-20B             | 2049-02-20      | 0.0000%  | N/A     | $49971196.00       | $5852.02           | Agency Collateralized Mortgage Obligation |
| GNMA_14-36              | 2044-03-16      | 1.7569%  | N/A     | $315000000.00      | $2349280.21        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K128           | 2054-04-25      | 0.0000%  | N/A     | $39156000.00       | $29257441.51       | Agency Collateralized Mortgage Obligation |
| FNMA_22-28B             | 2052-06-25      | 0.0000%  | N/A     | $28290597.00       | $223003.89         | Agency Collateralized Mortgage Obligation |
| GNMA_08-52              | 2049-12-16      | 1.0457%  | N/A     | $134057800.00      | $1888304.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468M             | 2054-11-25      | 0.8780%  | N/A     | $82000000.00       | $3424370.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2M              | 2054-08-20      | 5.5000%  | N/A     | $2139000.00        | $2003865.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A            | 2053-09-20      | 9.4108%  | N/A     | $3698076.00        | $2244097.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39D             | 2055-03-20      | 1.0717%  | N/A     | $63235968.00       | $3054656.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4545B             | 2046-01-15      | 1.6532%  | N/A     | $187089664.00      | $2505774.23        | Agency Collateralized Mortgage Obligation |
| FREMF_19-K102           | 2051-12-25      | 0.1000%  | N/A     | $256553472.00      | $1039183.94        | Agency Collateralized Mortgage Obligation |
| GNMA_20-099             | 2062-09-16      | 0.8032%  | N/A     | $312500000.00      | $13225071.02       | Agency Collateralized Mortgage Obligation |
| FHLMC_4215              | 2033-06-15      | 3.0000%  | N/A     | $6489130.00        | $6114854.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5341C             | 2048-09-15      | 0.0000%  | N/A     | $2740488.00        | $1619429.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39G             | 2055-03-20      | 1.0217%  | N/A     | $50000000.00       | $2190897.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160P            | 2054-01-20      | 1.1217%  | N/A     | $88419328.00       | $3336323.10        | Agency Collateralized Mortgage Obligation |
| GNMA_14-36              | 2044-03-20      | 1.7611%  | N/A     | $215529728.00      | $1040191.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-106A            | 2065-07-16      | 0.6537%  | N/A     | $81695104.00       | $5103011.18        | Agency Collateralized Mortgage Obligation |
| GNMA_10-25              | 2040-02-16      | 0.0000%  | N/A     | $4166656.00        | $203458.75         | Agency Collateralized Mortgage Obligation |
| FNMA_25-16A             | 2055-03-25      | 1.5280%  | N/A     | $194427392.00      | $10471954.59       | Agency Collateralized Mortgage Obligation |
| GNMA_19-1D              | 2049-01-20      | 1.6111%  | N/A     | $61600000.00       | $643352.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5449A             | 2054-07-25      | 0.7780%  | N/A     | $25000000.00       | $540908.11         | Agency Collateralized Mortgage Obligation |
| GNMA_22-10M             | 2052-01-20      | 3.5000%  | N/A     | $33114048.00       | $12001094.73       | Agency Collateralized Mortgage Obligation |
| FHLMC_4801              | 2048-05-15      | 4.0000%  | N/A     | $8464000.00        | $5609345.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_2722              | 2033-08-15      | 4.9532%  | N/A     | $16586060.00       | $4638298.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-78J             | 2047-09-20      | 1.7611%  | N/A     | $8721200.00        | $272885.52         | Agency Collateralized Mortgage Obligation |
| FNMA_05-18              | 2035-03-25      | 0.6834%  | N/A     | $6022664.00        | $186932.56         | Agency Collateralized Mortgage Obligation |
| GNMA_05-44D             | 2034-10-20      | 3.3223%  | N/A     | $8346160.00        | $215680.99         | Agency Collateralized Mortgage Obligation |
| FNMA_15-72              | 2045-10-25      | 1.1936%  | N/A     | $27702848.00       | $837021.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5326              | 2050-10-25      | 0.0000%  | N/A     | $1263000.00        | $719898.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5449A             | 2054-07-25      | 0.8280%  | N/A     | $75000000.00       | $1676266.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160F            | 2064-10-20      | 0.4217%  | N/A     | $149632000.00      | $1663179.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183D            | 2050-12-20      | 0.0000%  | N/A     | $22500000.00       | $330129.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-45E             | 2054-03-20      | 6.0000%  | N/A     | $5555552.00        | $685626.27         | Agency Collateralized Mortgage Obligation |
| FNMA_17-33A             | 2039-05-25      | 1.6636%  | N/A     | $244333312.00      | $4003983.80        | Agency Collateralized Mortgage Obligation |
| FNMA_16-3               | 2046-02-25      | 2.2500%  | N/A     | $100000000.00      | $16792772.17       | Agency Collateralized Mortgage Obligation |
| FNMA_13-22              | 2043-03-25      | 0.0000%  | N/A     | $4000000.00        | $465156.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_4768              | 2048-03-15      | 3.0000%  | N/A     | $6105000.00        | $2770575.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-101A            | 2053-07-20      | 5.3783%  | N/A     | $30000000.00       | $25951086.13       | Agency Collateralized Mortgage Obligation |
| GNMA_18-4               | 2059-10-16      | 0.5683%  | N/A     | $134004992.00      | $1913568.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452B             | 2054-09-25      | 0.8780%  | N/A     | $68734080.00       | $2008779.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31B             | 2050-03-20      | 0.1000%  | N/A     | $14208432.00       | $22076.10          | Agency Collateralized Mortgage Obligation |
| FNMA_15-72              | 2045-10-25      | 3.0000%  | N/A     | $2337000.00        | $1217424.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125K            | 2054-08-20      | 0.9717%  | N/A     | $50000000.00       | $2142027.79        | Agency Collateralized Mortgage Obligation |
| GNMA_17-129A            | 2047-08-20      | 1.7611%  | N/A     | $1000000.00        | $27900.57          | Agency Collateralized Mortgage Obligation |
| GNMA_19-2               | 2060-12-16      | 0.7462%  | N/A     | $50049280.00       | $649115.21         | Agency Collateralized Mortgage Obligation |
| GNMA_22-73B             | 2062-12-16      | 0.8802%  | N/A     | $93704800.00       | $7294872.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5251B             | 2052-08-25      | 0.8780%  | N/A     | $73500000.00       | $3074000.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440H             | 2054-08-25      | 1.5280%  | N/A     | $129692000.00      | $6728664.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-221P            | 2051-12-20      | 2.5000%  | N/A     | $45233664.00       | $5253628.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_4119              | 2032-10-15      | 1.7500%  | N/A     | $12588080.00       | $998290.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-196D            | 2064-10-20      | 5.3783%  | N/A     | $21094688.00       | $11726195.22       | Agency Collateralized Mortgage Obligation |
| FNMA_21-7B              | 2051-02-25      | 2.5000%  | N/A     | $10000000.00       | $930474.97         | Agency Collateralized Mortgage Obligation |
| GNMA_16-127             | 2058-05-16      | 0.8941%  | N/A     | $151204000.00      | $1756850.57        | Agency Collateralized Mortgage Obligation |
| GNMA_22-69B             | 2052-04-20      | 3.5000%  | N/A     | $5406448.00        | $4160134.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-153E            | 2049-12-20      | 1.7217%  | N/A     | $45899328.00       | $2751744.07        | Agency Collateralized Mortgage Obligation |
| GNMA_12-116             | 2042-09-16      | 3.0000%  | N/A     | $27352832.00       | $28466432.14       | Agency Collateralized Mortgage Obligation |

### Security 146: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542804233.83
- **C.18.a - Value (excl. sponsor support):** $542804233.83
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413354704.37
- **C.18.a - Value (excl. sponsor support):** $413354704.37
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63F1, C.4 - ISIN: US3130B63F11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295101233.52
- **C.18.a - Value (excl. sponsor support):** $295101233.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $700551009.45
- **C.18.a - Value (excl. sponsor support):** $700551009.45
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDKSEZ81
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $859686.00         | $889200.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | N/A     | $2929086.00        | $2956161.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $28364315.00       | $26088104.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $12346629.00       | $12393803.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $5714229.00        | $5555940.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $10067600.00       | $9847707.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $34643172.00       | $29416270.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $41086.00          | $41848.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $2748514.00        | $2795889.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $114171.00         | $111493.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 2.8750%  | N/A     | $1063857.00        | $1071133.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $5854629.00        | $5517136.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $251971.00         | $255224.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $14444886.00       | $13243754.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $135257.00         | $125964.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $3031171.00        | $3074045.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $33628258.00       | $33577298.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $41543029.00       | $37311555.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $8867372.00        | $8987364.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $975314.00         | $989364.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $24184315.00       | $23242931.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $10453600.00       | $10489919.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2546943.00        | $2465447.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $3311943.00        | $3071991.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $24058229.00       | $20944510.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $24214086.00       | $23242259.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $29334543.00       | $28293693.24       | U.S. Treasuries (including strips) |

### Security 151: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56P8, C.4 - ISIN: US3130B56P83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1164995305.05
- **C.18.a - Value (excl. sponsor support):** $1164995305.05
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY41
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $918.21            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $181629248.95      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | N/A     | $1030.00           | $903.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0889 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $987.11            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $449.86            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | N/A     | $151816.00         | $133080.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $849.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $803.77            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $609.68            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $253.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9651 | 2054-12-01      | 5.0000%  | N/A     | $2658620.00        | $2495951.54        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $447.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | N/A     | $1002870.00        | $764236.68         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH2159 | 2053-10-01      | 6.0000%  | N/A     | $2923988.00        | $2771222.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9797 | 2055-01-01      | 5.5000%  | N/A     | $53761564.00       | $52388469.51       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $432.73            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $280.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $291.50            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | N/A     | $3048.00           | $1640.74           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9869 | 2053-09-01      | 6.5000%  | N/A     | $51077341.00       | $41033882.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $878.75            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $897.19            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | N/A     | $250782735.00      | $139617372.82      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $900.02            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $10422391.00       | $8847901.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8910 | 2052-09-01      | 5.0000%  | N/A     | $1286425.00        | $1218650.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $793.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $432.32            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | N/A     | $3729946.00        | $2119474.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $912.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | N/A     | $1024.00           | $922.61            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $989.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $956.34            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | N/A     | $1976.00           | $1754.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $467.79            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1406.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7946 | 2052-08-01      | 5.0000%  | N/A     | $1027304.00        | $957776.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1667 | 2051-09-01      | 2.5000%  | N/A     | $4586.00           | $2858.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | N/A     | $27951488.00       | $27186192.38       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | N/A     | $3584.00           | $1843.20           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | N/A     | $1490560.00        | $1018041.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | N/A     | $1000.00           | $179.49            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $825.01            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9037 | 2051-02-01      | 2.0000%  | N/A     | $18076413.00       | $9812688.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | N/A     | $1028167.00        | $937319.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9933 | 2055-02-01      | 5.5000%  | N/A     | $8656920.00        | $8523330.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $338.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $682.29            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | N/A     | $2000.00           | $1242.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | N/A     | $2000.00           | $1984.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $401.25            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $898.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | N/A     | $2104480.00        | $966441.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $51.78             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | N/A     | $1053320.00        | $879439.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $774.42            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7278 | 2053-10-01      | 6.5000%  | N/A     | $5019.00           | $4170.23           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $671.23            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  | N/A     | $2048.00           | $1141.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | N/A     | $40389601.00       | $37489388.73       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | N/A     | $252637899.00      | $136500857.63      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | N/A     | $1995.00           | $243.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | N/A     | $11442516.00       | $11244614.99       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8805 | 2051-01-01      | 2.0000%  | N/A     | $125180944.00      | $67846975.19       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $326.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $904.51            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  | N/A     | $1349410.00        | $740858.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | N/A     | $1015.00           | $931.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3466 | 2053-06-01      | 6.0000%  | N/A     | $1241460.00        | $1122227.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  | N/A     | $1636408.00        | $1085139.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1004.78           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8905 | 2053-04-01      | 6.5000%  | N/A     | $11001.00          | $8259.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $490.12            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $934.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $889.24            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | N/A     | $3362022.00        | $351382.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $484.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $967.97            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1554 | 2051-09-01      | 2.5000%  | N/A     | $6267801.00        | $3746568.28        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1016 | 2051-07-01      | 2.0000%  | N/A     | $1024.00           | $621.16            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $520.45            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $706.70            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | N/A     | $3024.00           | $1312.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | N/A     | $1408.00           | $1404.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | N/A     | $1020.00           | $146.00            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $3072.00           | $667.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $145.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | N/A     | $1024.00           | $284.81            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | N/A     | $57090.00          | $32236.21          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | N/A     | $3000.00           | $2423.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA6086 | 2053-12-01      | 6.0000%  | N/A     | $11726550.00       | $9431177.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | N/A     | $13959.00          | $4045.48           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $741.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | N/A     | $2048.00           | $1541.39           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0168 | 2051-10-01      | 2.5000%  | N/A     | $2002.00           | $1311.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $301.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | N/A     | $2000.00           | $1839.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9983 | 2055-02-01      | 5.5000%  | N/A     | $4677461.00        | $4625906.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $974.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4905 | 2055-03-01      | 6.0000%  | N/A     | $9000.00           | $9089.71           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $777.20            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $151972056.64      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | N/A     | $3557693.00        | $617603.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $833.83            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1628 | 2051-09-01      | 2.5000%  | N/A     | $1053.00           | $732.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $331.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $249.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $269.61            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $930.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $751.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  | N/A     | $11610896.00       | $5787233.66        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9029 | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $978.92            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1124 | 2051-07-01      | 2.5000%  | N/A     | $148398543.00      | $86704332.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $769.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $927.54            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $972.32            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | N/A     | $4048.00           | $760.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $754.41            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $492.00            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | N/A     | $3225566.00        | $2849895.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  | N/A     | $1237130.00        | $1046344.20        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0702 | 2051-06-01      | 2.5000%  | N/A     | $250438369.00      | $164576809.64      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9039 | 2051-02-01      | 2.0000%  | N/A     | $250264169.00      | $137299149.84      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $713.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | N/A     | $10809856.00       | $9746395.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $406.82            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | N/A     | $422794.00         | $106506.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | N/A     | $4096.00           | $3889.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBJ1351 | 2053-06-01      | 6.5000%  | N/A     | $1176727.00        | $1098107.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  | N/A     | $2035.00           | $1136.12           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0036 | 2051-04-01      | 2.5000%  | N/A     | $52821459.00       | $35426863.83       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | N/A     | $1582662.00        | $752286.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $779.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1731.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | N/A     | $2048.00           | $886.11            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $134.91            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3952 | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $599.35            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1280.02           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $300.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $917.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $534.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $828.66            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  | N/A     | $2048.00           | $283.10            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | N/A     | $2048.00           | $1097.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | N/A     | $1024.00           | $800.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8995 | 2054-08-01      | 5.5000%  | N/A     | $166974854.00      | $160823536.40      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | N/A     | $1000.00           | $167.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $92.62             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | N/A     | $1073.00           | $867.82            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | N/A     | $2048.00           | $1066.87           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $435.33            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | N/A     | $2000.00           | $1682.22           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $232.31            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1792 | 2051-10-01      | 2.0000%  | N/A     | $250543572.00      | $153334729.36      | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59262 G | 2048-10-01      | 5.0000%  | N/A     | $1499450.00        | $671098.97         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7990 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $793.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $949.84            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | N/A     | $5081.00           | $4581.38           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  | N/A     | $91292759.00       | $88658352.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1884.93           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | N/A     | $1024.00           | $947.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $817.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $44.27             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | N/A     | $4048.00           | $3492.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | N/A     | $2284873.00        | $680597.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | N/A     | $1046169.00        | $787830.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $256.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0410 | 2052-11-01      | 5.0000%  | N/A     | $2003.00           | $1647.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | N/A     | $1174064.00        | $900743.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $800.27            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6490 | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $915.92            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  | N/A     | $22133753.00       | $21497928.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | N/A     | $2016.00           | $1679.00           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $900.64            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | N/A     | $2048.00           | $1569.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $1003.28           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | N/A     | $998000.00         | $255346.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  | N/A     | $152837.00         | $80205.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $441.52            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | N/A     | $3056.00           | $2682.17           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | N/A     | $5000.00           | $4081.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | N/A     | $2048.00           | $1926.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $156.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $883.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | N/A     | $18026556.00       | $17046005.08       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  | N/A     | $4218.00           | $803.63            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1405 | 2052-10-01      | 5.0000%  | N/A     | $1558668.00        | $1088363.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $992.67            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9178 | 2051-02-01      | 2.0000%  | N/A     | $51711858.00       | $30811171.35       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | N/A     | $2014.00           | $258.76            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | N/A     | $87248234.00       | $70884776.12       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | N/A     | $1288747.00        | $694296.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $762.02            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  | N/A     | $2452.00           | $1384.03           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1840.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  | N/A     | $8196302.00        | $2154544.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $873.90            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0178 | 2051-04-01      | 2.5000%  | N/A     | $227526364.00      | $151151869.57      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9209 | 2051-02-01      | 2.0000%  | N/A     | $3000.00           | $1656.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $406.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL2748 | 2031-08-01      | 4.5000%  | N/A     | $2035.00           | $128.21            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $883.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | N/A     | $7646652.00        | $7268635.86        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8749 | 2051-01-01      | 2.0000%  | N/A     | $250720014.00      | $138746488.59      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | N/A     | $3024.00           | $613.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $829.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  | N/A     | $19508307.00       | $11601625.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $271.86            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5877 | 2049-12-01      | 3.5000%  | N/A     | $2261430.00        | $918970.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $303.09            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $705.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $698.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0397 | 2054-12-01      | 5.0000%  | N/A     | $62699886.00       | $60758382.63       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | N/A     | $1083698.00        | $830692.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | N/A     | $7395424.00        | $1586168.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | N/A     | $1002069.00        | $643762.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | N/A     | $24099122.00       | $23054351.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6134 | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1997.66           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | N/A     | $3072.00           | $2633.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | N/A     | $1470714.00        | $650501.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $746.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | N/A     | $2048.00           | $394.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | N/A     | $3000.00           | $1988.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | N/A     | $100711296.00      | $26403777.78       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $611.59            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | N/A     | $153031056.00      | $26872700.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | N/A     | $2302853.00        | $2267047.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | N/A     | $3230535.00        | $1216347.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | N/A     | $3072.00           | $777.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $404.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2326.75           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | N/A     | $90182908.00       | $52538998.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $843.59            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $801.89            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $465.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9212 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $971.11            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | N/A     | $187128576.00      | $160599093.09      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $917.50            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | N/A     | $2000.00           | $1852.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | N/A     | $824700.00         | $721686.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | N/A     | $1331438.00        | $1120984.41        | Agency Mortgage-Backed Securities |

### Security 153: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDFMSVX6
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $112101500.00      | $107803093.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $18020600.00       | $18159931.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1146161800.00     | $1153281053.35     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $42059900.00       | $44331622.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $3400.00           | $3383.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $8839400.00        | $8870111.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $172000.00         | $173955.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $414277400.00      | $452376695.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $100.00            | $92.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $100.00            | $99.05             | U.S. Treasuries (including strips) |

### Security 154: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDKSEXB6
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $12053900.00       | $12135787.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $190.00            | $160.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $12.80             | $6.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $94.09             | $47.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $400.00            | $391.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $157580.02         | $103685.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $1.54              | $1.03              | U.S. Treasuries (including strips) |

### Security 155: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKSEYB5
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $71661836.00       | $73454787.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $16466259.00       | $16802693.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $154254615.00      | $153522522.03      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55U8, C.4 - ISIN: US3130B55U87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998768.00
- **C.18.a - Value (excl. sponsor support):** $199998768.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95352658.02
- **C.18.a - Value (excl. sponsor support):** $95352658.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56F0, C.4 - ISIN: US3130B56F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998427.50
- **C.18.a - Value (excl. sponsor support):** $249998427.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_15-80                                                       | 2043-02-20      | 0.2558%  | N/A     | $67553541.00       | $194274.32         | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                                      | 2046-12-25      | 0.0024%  | N/A     | $110680678.00      | $2318.86           | Agency Collateralized Mortgage Obligation |
| GNMA_23-38G                                                      | 2053-03-20      | 1.9717%  | N/A     | $30000000.00       | $1227539.14        | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                                      | 2051-06-25      | 2.5000%  | N/A     | $1500003.00        | $175582.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-09-20      | 7.0000%  | N/A     | $3108761.00        | $2645692.57        | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $9830.08           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                                     | 2073-12-20      | 0.7520%  | N/A     | $25510540.00       | $1682952.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                                      | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $896.38            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $1011634.00        | $641819.85         | Agency Mortgage-Backed Securities         |
| GNMA_15-63C                                                      | 2040-01-20      | 0.2566%  | N/A     | $41565066.00       | $124122.49         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100A                                                     | 2041-04-20      | 0.3554%  | N/A     | $42674465.00       | $168702.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                                      | 2054-03-20      | 1.0717%  | N/A     | $200070.00         | $11016.73          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $5961500.00        | $675602.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5330B                                                      | 2053-08-25      | 0.0000%  | N/A     | $2098098.00        | $1259832.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-13A                                                      | 2053-01-20      | 1.9217%  | N/A     | $100000.00         | $5076.19           | Agency Collateralized Mortgage Obligation |
| FNMA_20-15C                                                      | 2060-03-25      | 2.0979%  | N/A     | $44448234.00       | $705610.07         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_13-79                                            | 2043-07-25      | 3.5000%  | N/A     | $1000.00           | $836.32            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010                | 2050-09-25      | 2.5000%  | N/A     | $1648152.00        | $199834.67         | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                                      | 2047-07-25      | 2.3235%  | N/A     | $167905859.00      | $1273710.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                                       | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2612468.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5344C                                                      | 2053-10-25      | 0.0000%  | N/A     | $4235860.00        | $2613045.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                                      | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $2083727.03        | Agency Collateralized Mortgage Obligation |
| GNMA_10-106                                                      | 2040-08-20      | 1.5611%  | N/A     | $102857142.00      | $959705.35         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                                      | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $2102178.13        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116B                                                     | 2050-08-20      | 0.0000%  | N/A     | $100062.00         | $1022.44           | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                                       | 2041-06-20      | 2.2311%  | N/A     | $150000000.00      | $461594.35         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29H                                                      | 2038-11-20      | 0.1271%  | N/A     | $22783027.00       | $90597.16          | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                                       | 2052-02-25      | 2.3085%  | N/A     | $24793712.00       | $694004.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                                     | 2074-02-20      | 0.8888%  | N/A     | $30000000.00       | $2229041.05        | Agency Collateralized Mortgage Obligation |
| FNMA_21-62C                                                      | 2047-10-25      | 2.5000%  | N/A     | $6300000.00        | $757528.36         | Agency Collateralized Mortgage Obligation |
| GNMA_22-170D                                                     | 2052-09-20      | 5.3283%  | N/A     | $9964210.00        | $6964542.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                                      | 2054-04-20      | 0.8717%  | N/A     | $67045184.00       | $2921479.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                                      | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3682880.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                                      | 2050-10-20      | 2.0000%  | N/A     | $100301.00         | $6286.47           | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                                       | 2042-03-25      | 2.0636%  | N/A     | $1377954.00        | $12037.22          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                                      | 2055-02-20      | 1.6717%  | N/A     | $54715948.00       | $3725747.09        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2025-06-25      | 0.2431%  | N/A     | $2304081.00        | $35.68             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $2099997.00        | $239268.66         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                                      | 2054-08-25      | 2.7780%  | N/A     | $12915170.00       | $1054164.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196C                                                     | 2054-12-20      | 5.5283%  | N/A     | $2361.00           | $2276.33           | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                                     | 2074-01-20      | 0.8245%  | N/A     | $3514100.00        | $236225.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5               | 2033-06-20      | 2.2611%  | N/A     | $185155.00         | $8.80              | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                                      | 2054-03-20      | 2.0717%  | N/A     | $2036749.00        | $82734.93          | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                                      | 2046-08-20      | 0.3941%  | N/A     | $68850447.00       | $407660.74         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                                        | 2051-02-25      | 2.5000%  | N/A     | $2799076.00        | $349954.93         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $100070.00         | $15740.22          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KG06 | 2031-10-25      | 0.5319%  | N/A     | $100000.00         | $2750.21           | Agency Collateralized Mortgage Obligation |
| FNMA_17-30H                                                      | 2047-05-25      | 2.1851%  | N/A     | $94471505.00       | $728317.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126J                                                     | 2054-08-20      | 0.9217%  | N/A     | $99900000.00       | $4308865.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-08-20      | 6.0000%  | N/A     | $718480.00         | $112898.11         | Agency Mortgage-Backed Securities         |
| FNMA_25-34C                                                      | 2055-05-25      | 0.0000%  | N/A     | $322242.00         | $3120.16           | Agency Collateralized Mortgage Obligation |
| GNMA_24-7B                                                       | 2054-01-20      | 1.7817%  | N/A     | $50000000.00       | $1876239.48        | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                                      | 2048-07-25      | 2.0777%  | N/A     | $14683700.00       | $148576.93         | Agency Collateralized Mortgage Obligation |
| FNMA_11-101                                                      | 2041-10-25      | 4.0000%  | N/A     | $4765.00           | $943.69            | Agency Collateralized Mortgage Obligation |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $4400000.00        | $466014.11         | Agency Collateralized Mortgage Obligation |
| GNMA_17-91A                                                      | 2038-11-20      | 0.0854%  | N/A     | $36294701.00       | $148367.53         | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                                       | 2043-01-20      | 1.8611%  | N/A     | $83866385.00       | $391265.50         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $1041.25           | Agency Mortgage-Backed Securities         |
| FNMA_21-82C                                                      | 2051-12-25      | 2.3936%  | N/A     | $21791680.00       | $620128.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1036.77           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                                           | 2028-08-15      | 4.3032%  | N/A     | $621560.00         | $54.45             | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                                      | 2050-05-20      | 1.6611%  | N/A     | $31245111.00       | $1340334.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48H                                                      | 2053-03-20      | 5.3283%  | N/A     | $8330621.00        | $4086190.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                                      | 2054-04-20      | 5.7500%  | N/A     | $7361800.00        | $7410748.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                                     | 2054-10-20      | 5.2783%  | N/A     | $1281773.00        | $1221678.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                                     | 2074-11-20      | 0.9463%  | N/A     | $24312851.00       | $1761828.96        | Agency Collateralized Mortgage Obligation |
| GNMA_17-59D                                                      | 2042-06-20      | 0.1613%  | N/A     | $23468606.00       | $109058.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9B                                                       | 2054-01-20      | 1.5217%  | N/A     | $75000000.00       | $3309766.41        | Agency Collateralized Mortgage Obligation |
| FNMA_21-34G                                                      | 2049-12-25      | 1.5635%  | N/A     | $45340933.00       | $1810853.81        | Agency Collateralized Mortgage Obligation |
| FREDDIEMAC STRIP FHSTR_227                                       | 2034-12-01      | 5.0000%  | N/A     | $312853.00         | $465.21            | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                                      | 2045-06-25      | 1.6636%  | N/A     | $101661.00         | $2764.79           | Agency Collateralized Mortgage Obligation |
| GNMA_23-101A                                                     | 2053-07-20      | 5.3483%  | N/A     | $10530977.00       | $9098600.36        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                                           | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $25699.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | 2040-08-20      | 5.0000%  | N/A     | $7045611.00        | $1227.13           | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                                        | 2044-01-16      | 0.0568%  | N/A     | $198453000.00      | $336152.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $8321270.00        | $4528781.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5063F                                                      | 2051-01-25      | 2.0000%  | N/A     | $3800000.00        | $389852.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                                     | 2046-02-20      | 0.0186%  | N/A     | $73811077.00       | $481701.77         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                                      | 2055-05-25      | 1.6280%  | N/A     | $6117504.00        | $446309.14         | Agency Collateralized Mortgage Obligation |
| GNMA_22-159A                                                     | 2052-09-20      | 1.6317%  | N/A     | $67810991.00       | $4683373.18        | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                                      | 2044-07-20      | 0.1469%  | N/A     | $39767332.00       | $333443.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 4.5000%  | N/A     | $30607632.00       | $28551079.95       | Agency Mortgage-Backed Securities         |
| GNMA_24-174A                                                     | 2054-10-20      | 0.0000%  | N/A     | $1229619.00        | $11.82             | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                                       | 2036-06-20      | 0.1254%  | N/A     | $52040339.00       | $231680.59         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18A                                                      | 2043-11-20      | 0.0000%  | N/A     | $84926629.00       | $649928.39         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                                     | 2052-12-20      | 5.2283%  | N/A     | $4842428.00        | $3382450.01        | Agency Collateralized Mortgage Obligation |
| GNMA_16-121J                                                     | 2040-12-20      | 0.1879%  | N/A     | $94316353.00       | $445430.52         | Agency Collateralized Mortgage Obligation |
| GNMA_24-27B                                                      | 2054-02-20      | 5.5000%  | N/A     | $63011336.00       | $11382110.67       | Agency Collateralized Mortgage Obligation |
| FHLMC_2484                                                       | 2032-07-15      | 6.5000%  | N/A     | $14132.00          | $544.56            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                                     | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $10151.22          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $2361283.00        | $341096.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                                     | 2054-11-20      | 5.3783%  | N/A     | $9628581.00        | $6836630.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                                      | 2055-02-25      | 0.6780%  | N/A     | $34936400.00       | $767287.74         | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                                       | 2045-04-20      | 1.1611%  | N/A     | $136500000.00      | $1043774.86        | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                                      | 2042-08-25      | 1.0635%  | N/A     | $119725333.00      | $852794.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                                     | 2073-06-20      | 0.4832%  | N/A     | $100000.00         | $3998.30           | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                                      | 2051-11-25      | 4.0000%  | N/A     | $15671256.00       | $2094568.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                                       | 2054-01-20      | 5.4283%  | N/A     | $7912911.00        | $4305668.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-12-01      | 4.5810%  | N/A     | $2024.00           | $1992.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15              | 2049-02-20      | 1.6111%  | N/A     | $70798857.00       | $1227643.75        | Agency Collateralized Mortgage Obligation |
| FNMA_13-60E                                                      | 2042-10-25      | 1.7500%  | N/A     | $3788.00           | $247.81            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3837                                           | 2041-04-15      | 4.0000%  | N/A     | $1001.00           | $440.12            | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                                      | 2074-04-20      | 0.8621%  | N/A     | $50000000.00       | $3147776.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21C                                                      | 2054-02-20      | 1.6217%  | N/A     | $74779345.00       | $3769020.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-101E                                                     | 2052-06-20      | 1.7217%  | N/A     | $80000000.00       | $5114223.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15              | 2051-01-20      | 3.5000%  | N/A     | $36367389.00       | $4040676.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                                      | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $774502.01         | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                                     | 2040-10-25      | 2.1635%  | N/A     | $32968164.00       | $62741.59          | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                                     | 2051-08-20      | 1.8611%  | N/A     | $89231562.00       | $8686371.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                                       | 2053-01-20      | 5.2783%  | N/A     | $8525041.00        | $6854858.57        | Agency Collateralized Mortgage Obligation |
| GNMA_19-69B                                                      | 2049-06-20      | 1.6611%  | N/A     | $22804857.00       | $559155.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134D                                                     | 2054-08-20      | 5.4283%  | N/A     | $4970652.00        | $4652169.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-10A                                                      | 2055-01-20      | 1.6017%  | N/A     | $63435982.00       | $4629171.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1018.89           | Agency Mortgage-Backed Securities         |
| GNMA_24-127G                                                     | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $1992.85           | Agency Collateralized Mortgage Obligation |
| GNMA_25-8D                                                       | 2054-08-20      | 0.0000%  | N/A     | $100000000.00      | $1139188.59        | Agency Collateralized Mortgage Obligation |
| GNMA_17-66A                                                      | 2041-04-20      | 0.0309%  | N/A     | $63354203.00       | $255672.22         | Agency Collateralized Mortgage Obligation |
| GNMA_22-175D                                                     | 2052-10-20      | 6.8630%  | N/A     | $100000.00         | $54922.49          | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                                      | 2053-05-20      | 5.3283%  | N/A     | $9977126.00        | $7974760.15        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $25191968.00       | $14550524.40       | Agency Collateralized Mortgage Obligation |
| FNMA_24-82F                                                      | 2054-11-25      | 5.5720%  | N/A     | $33602802.00       | $30692389.39       | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                                     | 2053-12-20      | 5.5783%  | N/A     | $3835478.00        | $2202795.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 6.0000%  | N/A     | $1561988.00        | $1078920.53        | Agency Mortgage-Backed Securities         |
| GNMA_24-21A                                                      | 2054-02-20      | 5.5283%  | N/A     | $15491221.00       | $8474980.02        | Agency Collateralized Mortgage Obligation |
| GNMA_21-64M                                                      | 2051-04-20      | 4.8766%  | N/A     | $2655880.00        | $1174608.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                                      | 2054-09-25      | 2.2280%  | N/A     | $25943354.00       | $2372049.22        | Agency Collateralized Mortgage Obligation |
| FNMA_17-90                                                       | 2047-11-25      | 3.5000%  | N/A     | $31005.00          | $13105.92          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                                      | 2055-02-20      | 2.2417%  | N/A     | $33725005.00       | $2845276.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                                     | 2074-09-20      | 0.9844%  | N/A     | $73200000.00       | $5653262.20        | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                                      | 2045-06-25      | 0.0000%  | N/A     | $804370.00         | $74.54             | Agency Collateralized Mortgage Obligation |
| FNMA_25-7D                                                       | 2054-06-25      | 0.6280%  | N/A     | $125000000.00      | $2921699.40        | Agency Collateralized Mortgage Obligation |
| GNMA_12-106C                                                     | 2042-09-20      | 5.6233%  | N/A     | $500000.00         | $13094.85          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                                      | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $736610.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132A                                                     | 2054-08-20      | 5.5783%  | N/A     | $2173504.00        | $1886574.02        | Agency Collateralized Mortgage Obligation |
| GNMA_14-99                                                       | 2036-11-20      | 0.4585%  | N/A     | $72459294.00       | $323021.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $38434.17          | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                                      | 2055-04-25      | 1.0280%  | N/A     | $100000.00         | $5329.75           | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                                      | 2055-02-25      | 0.0000%  | N/A     | $495000000.00      | $5165.18           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                                     | 2073-01-20      | 1.1002%  | N/A     | $7068735.00        | $577318.66         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                                     | 2054-10-20      | 5.4283%  | N/A     | $5936634.00        | $5502922.93        | Agency Collateralized Mortgage Obligation |
| FNMA_21-49A                                                      | 2048-10-25      | 2.5000%  | N/A     | $400000.00         | $39602.06          | Agency Collateralized Mortgage Obligation |
| GNMA_22-218A                                                     | 2052-12-20      | 2.5217%  | N/A     | $31487488.00       | $2124447.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                                     | 2053-12-20      | 5.6283%  | N/A     | $9327116.00        | $4197747.84        | Agency Collateralized Mortgage Obligation |
| GNMA_17-132C                                                     | 2040-02-20      | 0.2761%  | N/A     | $60685062.00       | $339901.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-06-20      | 3.0000%  | N/A     | $1000.00           | $256.83            | Agency Mortgage-Backed Securities         |
| GNMA_23-153D                                                     | 2053-10-20      | 0.0100%  | N/A     | $106598.00         | $12.58             | Agency Collateralized Mortgage Obligation |
| GNMA_14-90M                                                      | 2038-10-20      | 0.3504%  | N/A     | $61239231.00       | $177060.98         | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                                      | 2055-03-25      | 5.4720%  | N/A     | $90002.00          | $87445.88          | Agency Collateralized Mortgage Obligation |
| GNMA_16-29G                                                      | 2042-05-20      | 0.2859%  | N/A     | $40317194.00       | $153377.37         | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                                     | 2053-11-20      | 2.7717%  | N/A     | $14401167.00       | $1197738.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213A                                                     | 2051-12-20      | 2.5000%  | N/A     | $8936961.00        | $5416498.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                                      | 2053-05-20      | 5.3283%  | N/A     | $765207.00         | $491662.11         | Agency Collateralized Mortgage Obligation |
| GNMA_14-181                                                      | 2040-02-20      | 0.1016%  | N/A     | $26202046.00       | $94128.44          | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                                      | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $3553.36           | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                                     | 2051-07-20      | 1.8611%  | N/A     | $10500000.00       | $983278.13         | Agency Collateralized Mortgage Obligation |
| GNMA_23-76D                                                      | 2053-05-20      | 5.3283%  | N/A     | $8986466.00        | $4371931.49        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                                           | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $87671.17          | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $300002.00         | $33159.57          | Agency Collateralized Mortgage Obligation |
| FNMA_21-69G                                                      | 2049-01-25      | 2.5000%  | N/A     | $6100000.00        | $756190.62         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_22-76                                            | 2056-10-25      | 3.5000%  | N/A     | $1083.00           | $853.91            | Agency Collateralized Mortgage Obligation |
| GNMA_23-17C                                                      | 2053-02-20      | 1.9217%  | N/A     | $50000000.00       | $2735863.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                                      | 2053-07-20      | 5.3283%  | N/A     | $11702327.00       | $6153331.01        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                                           | 2029-06-15      | 4.1532%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| GNMA_24-9C                                                       | 2054-01-20      | 2.1217%  | N/A     | $17877000.00       | $571765.66         | Agency Collateralized Mortgage Obligation |
| GNMA_19-108C                                                     | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $110348.90         | Agency Collateralized Mortgage Obligation |
| GNMA_16-135G                                                     | 2041-08-20      | 0.0762%  | N/A     | $101868319.00      | $519576.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                                      | 2055-03-25      | 0.8580%  | N/A     | $37504192.00       | $1530268.30        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                                      | 2050-11-25      | 2.5000%  | N/A     | $56296644.00       | $5486166.55        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                                      | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5748200.07        | Agency Collateralized Mortgage Obligation |
| GNMA_02-32                                                       | 2032-05-20      | 6.0000%  | N/A     | $1195.00           | $36.03             | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $8092488.00        | $640712.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89                 | 2050-12-25      | 2.5000%  | N/A     | $300000.00         | $31801.31          | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                                     | 2054-12-20      | 1.7217%  | N/A     | $14803456.00       | $1050602.27        | Agency Collateralized Mortgage Obligation |
| GNMA_17-77                                                       | 2047-05-20      | 3.5000%  | N/A     | $1001.00           | $366.24            | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                                      | 2054-04-20      | 1.1217%  | N/A     | $152748445.00      | $6544857.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                                     | 2071-06-20      | 0.5369%  | N/A     | $100000.00         | $2013.60           | Agency Collateralized Mortgage Obligation |
| GNMA_23-48K                                                      | 2053-03-20      | 1.9717%  | N/A     | $49040491.00       | $2366976.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                                     | 2053-08-20      | 2.1717%  | N/A     | $115248996.00      | $4901472.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                                       | 2027-01-15      | 2.2032%  | N/A     | $127819.00         | $32.76             | Agency Collateralized Mortgage Obligation |
| GNMA_15-63A                                                      | 2042-03-20      | 0.5489%  | N/A     | $126723829.00      | $284311.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132D                                                     | 2054-08-20      | 9.0869%  | N/A     | $11235627.00       | $11559590.75       | Agency Collateralized Mortgage Obligation |
| FHR_5148                                                         | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $103808.69         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                                      | 2046-11-20      | 0.1842%  | N/A     | $25850460.00       | $118874.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-21B                                                      | 2053-10-20      | 1.6717%  | N/A     | $62663020.00       | $3569389.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2042-06-20      | 7.3750%  | N/A     | $1000000.00        | $20947.64          | Agency Mortgage-Backed Securities         |
| GNMA_24-200D                                                     | 2053-04-20      | 1.8717%  | N/A     | $54843500.00       | $4569559.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                                      | 2052-02-25      | 0.0000%  | N/A     | $123450.00         | $17.66             | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                                      | 2048-10-20      | 0.0000%  | N/A     | $2509205.00        | $18419.91          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_16-M3                                       | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $191944.11         | Agency Collateralized Mortgage Obligation |
| GNMA_24-128B                                                     | 2054-08-20      | 2.3417%  | N/A     | $44800000.00       | $2872775.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                                      | 2055-02-25      | 0.7280%  | N/A     | $121682473.00      | $5365680.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                                      | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $231837.36         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                                      | 2038-10-20      | 2.0611%  | N/A     | $13891689.00       | $90317.13          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                                      | 2053-02-20      | 5.2283%  | N/A     | $9245755.00        | $7218681.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $9792440.00        | $6087144.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505D                                                      | 2055-02-25      | 0.6780%  | N/A     | $87810011.00       | $2899737.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364A                                                      | 2053-12-25      | 0.0000%  | N/A     | $1317799.00        | $720949.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.40           | Agency Mortgage-Backed Securities         |
| GNMA_14-69                                                       | 2037-09-20      | 0.2454%  | N/A     | $104785743.00      | $278249.35         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1301282.49        | Agency Mortgage-Backed Securities         |
| FHLMC_4900G                                                      | 2049-07-25      | 1.6136%  | N/A     | $47997410.00       | $1364083.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96H                                                      | 2054-06-20      | 1.0217%  | N/A     | $3897477.00        | $133934.28         | Agency Collateralized Mortgage Obligation |
| GNMA_14-129G                                                     | 2041-10-20      | 0.5903%  | N/A     | $42270863.00       | $122152.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-26D                                                      | 2055-02-20      | 0.0217%  | N/A     | $100000000.00      | $1287123.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2043-06-20      | 6.5580%  | N/A     | $4416379.00        | $457186.89         | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                                       | 2041-04-20      | 0.4523%  | N/A     | $58404259.00       | $226071.73         | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $39447.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_5474B                                                      | 2054-11-25      | 1.0280%  | N/A     | $29847745.00       | $1576715.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-08-20      | 6.5000%  | N/A     | $80219.00          | $20016.57          | Agency Mortgage-Backed Securities         |
| GNMA_15-152C                                                     | 2040-05-20      | 0.2433%  | N/A     | $30325747.00       | $134637.69         | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                                      | 2054-11-25      | 1.5780%  | N/A     | $59647454.00       | $3930764.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-40C                                                      | 2054-01-20      | 6.0000%  | N/A     | $22481123.00       | $2834896.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                                     | 2053-12-20      | 0.9217%  | N/A     | $100000000.00      | $1818337.50        | Agency Collateralized Mortgage Obligation |
| FNR_20-96                                                        | 2061-01-25      | 2.3042%  | N/A     | $30180584.00       | $684131.27         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $315141.00         | $36492.26          | Agency Collateralized Mortgage Obligation |
| GNMA_24-66A                                                      | 2054-04-20      | 5.3583%  | N/A     | $8590720.00        | $6887212.37        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                                           | 2051-01-25      | 2.5000%  | N/A     | $900000.00         | $114749.94         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                                      | 2049-04-25      | 2.5000%  | N/A     | $600000.00         | $73784.55          | Agency Collateralized Mortgage Obligation |
| FNMA_20-62B                                                      | 2050-09-25      | 2.5000%  | N/A     | $2700008.00        | $326326.48         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $600000.00         | $54680.00          | Agency Collateralized Mortgage Obligation |

### Security 160: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249997405.00
- **C.18.a - Value (excl. sponsor support):** $249997405.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230485916.79
- **C.18.a - Value (excl. sponsor support):** $230485916.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY17
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $4025200.00        | $4142520.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $67788800.00       | $69239069.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $12999900.00       | $13205306.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-05      | 0.0000%  | N/A     | $400.00            | $399.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | N/A     | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $68.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-02      | 0.0000%  | N/A     | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-17      | 0.0000%  | N/A     | $300.00            | $299.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $118900.00         | $111935.11         | U.S. Treasuries (including strips) |

### Security 163: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1132270050.49
- **C.18.a - Value (excl. sponsor support):** $1132270050.49
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2385854968.60
- **C.18.a - Value (excl. sponsor support):** $2385854968.60
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY66
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $84.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $5423000.00        | $5488993.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $354900.00         | $356002.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $66930900.00       | $64146985.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $54977700.00       | $51056163.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $500.00            | $481.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $1864200.00        | $1503428.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $94.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $1200.00           | $856.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $4662000.00        | $3420527.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $100.00            | $97.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $1741400.00        | $1618015.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $100.00            | $105.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $8949100.00        | $6521860.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $4326700.00        | $3987800.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $4514700.00        | $4577896.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | N/A     | $26900.00          | $26565.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $62300.00          | $41981.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $300.00            | $300.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $200.00            | $196.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $200.00            | $184.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-29      | 0.0000%  | N/A     | $8900.00           | $8840.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $200.00            | $179.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $129100.00         | $124346.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $169.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $11554700.00       | $10626778.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $3400.00           | $3278.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $1060400.00        | $1009983.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $93.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $100.00            | $91.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $18019100.00       | $10423614.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $400.00            | $405.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $22847200.00       | $18370240.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $300.00            | $296.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $88643000.00       | $63926040.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $7407800.00        | $7206962.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $49572800.00       | $45648514.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $216469300.00      | $218637714.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | N/A     | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $18521300.00       | $18670372.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $4811100.00        | $4862065.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $31294700.00       | $28736657.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $24100.00          | $22760.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $300.00            | $291.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $762000.00         | $745302.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $200836300.00      | $197842846.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | N/A     | $4800.00           | $4847.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | N/A     | $19000.00          | $18553.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $300.00            | $304.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $200.00            | $202.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1000.00           | $1006.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | N/A     | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $103700.00         | $103847.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $49713300.00       | $48399345.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $69100.00          | $32325.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $167200.00         | $156674.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $89200.00          | $92971.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $564500.00         | $456780.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $295000.00         | $302884.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $854900.00         | $870932.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $12907300.00       | $11919407.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $4237700.00        | $4221120.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $16630100.00       | $8546962.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $327100.00         | $278182.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $7431300.00        | $4595553.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | N/A     | $286349000.00      | $284197087.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $5000.00           | $4846.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $100.00            | $89.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $160899000.00      | $161611263.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $7336500.00        | $5390924.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $200.00            | $198.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $3097300.00        | $2629723.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $1003200.00        | $811247.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $700.00            | $772.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $1296300.00        | $1318681.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $700.00            | $568.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $4389200.00        | $4336124.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-02      | 0.0000%  | N/A     | $200.00            | $197.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $1064400.00        | $1057640.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $12369000.00       | $11951183.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | N/A     | $680500.00         | $672992.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $7267400.00        | $5629318.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $94000.00          | $92666.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $30100.00          | $26246.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | N/A     | $11700.00          | $11810.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $5045800.00        | $4257921.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $12217800.00       | $8260051.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $75200.00          | $75096.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $41000.00          | $28804.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $13100.00          | $14420.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $32067200.00       | $22831176.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $700.00            | $609.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 2.8750%  | N/A     | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $400.00            | $371.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $1313700.00        | $793493.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $696900.00         | $702729.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $10578400.00       | $10201493.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $615000.00         | $630081.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $13000.00          | $12571.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $43873600.00       | $26415815.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $100.00            | $97.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $1400.00           | $986.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $1504100.00        | $1402345.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $400.00            | $402.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $3300.00           | $1823.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | N/A     | $886900.00         | $898979.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $200.00            | $202.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $7800000.00        | $7527880.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $29000.00          | $30287.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $63055600.00       | $59750229.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $483900.00         | $336584.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $50000000.00       | $50780327.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $1355300.00        | $1079463.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $800.00            | $753.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $140000.00         | $136029.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $5018400.00        | $3746335.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $757200.00         | $718563.45         | U.S. Treasuries (including strips) |

### Security 166: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2896356795.68
- **C.18.a - Value (excl. sponsor support):** $2896356795.68
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85036278.85
- **C.18.a - Value (excl. sponsor support):** $85036278.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDKSEYH2
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-09-01      | 2.0000%  | N/A     | $100000.00         | $43963.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $5338.00           | $5359.10           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-12-01      | 4.5000%  | N/A     | $202847.00         | $169398.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 6.0000%  | N/A     | $10032.00          | $8966.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2037-12-01      | 5.5000%  | N/A     | $3147816.00        | $146680.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-03-01      | 4.0000%  | N/A     | $710000.00         | $67388.04          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 4.5000%  | N/A     | $1894994.00        | $1668068.24        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 3.0000%  | N/A     | $11798528.00       | $1749426.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-03-01      | 3.0000%  | N/A     | $300000.00         | $65049.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 3.0000%  | N/A     | $339041.00         | $37539.49          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-01-01      | 6.0000%  | N/A     | $401302.00         | $323417.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.5000%  | N/A     | $115835.00         | $46604.84          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-02-01      | 3.0000%  | N/A     | $99000.00          | $39564.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $81129.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-08-01      | 5.0000%  | N/A     | $1789000.00        | $70419.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-11-01      | 4.5000%  | N/A     | $1274290.00        | $66316.32          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2041-05-15      | 0.0000%  | N/A     | $74771000.00       | $34275998.42       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-07-01      | 1.5000%  | N/A     | $341000.00         | $151412.52         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-01-01      | 4.0000%  | N/A     | $151000.00         | $121654.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 4.0000%  | N/A     | $1197016.00        | $216840.74         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-01-01      | 2.5000%  | N/A     | $2900000.00        | $115283.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-07-01      | 3.0000%  | N/A     | $13000.00          | $5279.68           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 4.5000%  | N/A     | $240000.00         | $207259.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-11-01      | 3.0000%  | N/A     | $357000.00         | $148218.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 3.5000%  | N/A     | $29838.00          | $25979.66          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-06-01      | 4.0000%  | N/A     | $1040000.00        | $159906.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-06-01      | 5.5000%  | N/A     | $99998.00          | $88022.39          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2044-01-01      | 4.0000%  | N/A     | $1842960.00        | $1638019.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-10-01      | 5.5000%  | N/A     | $2186088.00        | $1918325.14        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 4.0000%  | N/A     | $264015.00         | $236989.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-03-01      | 4.0000%  | N/A     | $1312000.00        | $228378.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 4.5000%  | N/A     | $1076076.00        | $80005.55          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 5.5000%  | N/A     | $30000.00          | $25387.85          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2049-01-01      | 4.5000%  | N/A     | $625000.00         | $34174.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 4.5000%  | N/A     | $298000.00         | $239187.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 4.0000%  | N/A     | $730000.00         | $123696.14         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 4.5000%  | N/A     | $1688288.00        | $1411972.68        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 5.0000%  | N/A     | $300000.00         | $267048.48         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-01-01      | 4.5000%  | N/A     | $462000.00         | $406677.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 3.5000%  | N/A     | $1519000.00        | $179163.44         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 3.5000%  | N/A     | $86000.00          | $74777.79          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-07-01      | 2.5000%  | N/A     | $2490000.00        | $110582.31         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2042-10-01      | 3.5000%  | N/A     | $1900000.00        | $335531.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 7.0000%  | N/A     | $2032076.00        | $892886.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-01-01      | 3.0000%  | N/A     | $1400000.00        | $219461.64         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 4.0000%  | N/A     | $140000.00         | $124145.07         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2029-06-01      | 4.5000%  | N/A     | $25495072.00       | $175518.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-03-01      | 3.5000%  | N/A     | $428858.00         | $47795.70          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-11-01      | 2.5000%  | N/A     | $2238000.00        | $380128.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 5.0000%  | N/A     | $30957.00          | $28539.68          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2030-08-01      | 2.5000%  | N/A     | $1172556.00        | $32288.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-06-01      | 3.0000%  | N/A     | $471329.00         | $95549.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-12-15      | 2.8700%  | N/A     | $592973.00         | $510079.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-08-01      | 4.0000%  | N/A     | $3590000.00        | $318908.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-03-01      | 5.5000%  | N/A     | $600000.00         | $535259.56         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 3.0000%  | N/A     | $3056000.00        | $1928930.59        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 4.5000%  | N/A     | $24000.00          | $20593.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | N/A     | $16946432.00       | $15911374.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $1006922.00        | $886329.86         | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1104300259.63
- **C.18.a - Value (excl. sponsor support):** $1104300259.63
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5295575893.51
- **C.18.a - Value (excl. sponsor support):** $5295575893.51
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_21-97C                                           | 2049-12-20      | 3.0000%  | N/A     | $25587625.00       | $2308863.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A  | 2051-05-20      | 3.0000%  | N/A     | $110803000.00      | $9330399.60        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2037-02-15      | 0.0000%  | N/A     | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-06-20      | 7.0000%  | N/A     | $18584.00          | $17798.72          | Agency Mortgage-Backed Securities         |
| GNMA_23-1A                                            | 2053-01-20      | 2.8217%  | N/A     | $55620741.00       | $3066098.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-11-15      | 4.9800%  | N/A     | $6755.00           | $6596.50           | Agency Mortgage-Backed Securities         |
| FHLMC_5077                                            | 2051-02-25      | 3.5000%  | N/A     | $118980645.00      | $10511454.70       | Agency Collateralized Mortgage Obligation |
| GNMA_23-123F                                          | 2049-07-20      | 1.6111%  | N/A     | $33283888.00       | $2894958.07        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2047-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                                | 2045-11-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| FHLMC_5009B                                           | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2299237.98        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1361427.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182D                                          | 2053-12-20      | 1.3717%  | N/A     | $50000000.00       | $1826458.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-06-15      | 5.5000%  | N/A     | $36979.00          | $411.14            | Agency Mortgage-Backed Securities         |
| GNMA_24-30C                                           | 2054-02-20      | 2.1217%  | N/A     | $50000000.00       | $1000498.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                           | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2258798.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                          | 2054-11-20      | 0.2717%  | N/A     | $70000000.00       | $2870731.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2036-05-15      | 6.0000%  | N/A     | $74245.00          | $153.34            | Agency Mortgage-Backed Securities         |
| GNMA_23-189E                                          | 2053-12-20      | 1.6717%  | N/A     | $42880594.00       | $2452784.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70A                                           | 2055-04-20      | 1.6217%  | N/A     | $100000000.00      | $9298004.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134  | 2047-09-20      | 1.7611%  | N/A     | $50000000.00       | $1144894.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 1.6111%  | N/A     | $151753785.00      | $13439785.52       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146  | 2050-10-20      | 2.5000%  | N/A     | $15643609.00       | $1221701.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24D                                           | 2054-02-20      | 1.6217%  | N/A     | $50000000.00       | $2471392.35        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2035-08-15      | 0.0000%  | N/A     | $5.49              | $3.43              | U.S. Treasuries (including strips)        |
| GNMA_21-96A                                           | 2051-06-20      | 3.5000%  | N/A     | $13487545.00       | $1002461.83        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2029-02-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| FREMF_18-KW04                                         | 2032-12-25      | 0.1000%  | N/A     | $33470647.00       | $124127.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $2017038.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-26C                                           | 2051-02-20      | 2.0000%  | N/A     | $21065270.00       | $1777066.62        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                 | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $998543.07         | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                           | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1799057.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2042-03-20      | 6.0000%  | N/A     | $67123.00          | $2475.69           | Agency Mortgage-Backed Securities         |
| GNMA_20-187F                                          | 2050-12-20      | 3.0000%  | N/A     | $11130983.00       | $1299727.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $11467.00          | $11471.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-01-20      | 6.0000%  | N/A     | $226161.00         | $2910.83           | Agency Mortgage-Backed Securities         |
| FHLMC_5068G                                           | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1776790.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $217768.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                          | 2054-11-20      | 1.5717%  | N/A     | $100000000.00      | $2669262.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168G                                          | 2052-02-20      | 3.5000%  | N/A     | $79204044.00       | $13134312.00       | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                           | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $643800.65         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2037-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| GNMA_21-96E                                           | 2051-06-20      | 3.5000%  | N/A     | $15879716.00       | $1498570.58        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-07-25      | 0.1000%  | N/A     | $230951341.00      | $1148187.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_2635                                            | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $131219.21         | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                           | 2049-03-20      | 1.6111%  | N/A     | $54871755.00       | $1391026.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-01-15      | 5.4400%  | N/A     | $4151060.00        | $4201951.10        | Agency Mortgage-Backed Securities         |
| GNMA_21-51                                            | 2062-10-16      | 1.0121%  | N/A     | $132482259.00      | $7635140.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                           | 2050-12-25      | 1.9780%  | N/A     | $21000000.00       | $1963381.41        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                           | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $844732.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053B                                           | 2050-12-25      | 2.5000%  | N/A     | $22800000.00       | $2283079.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-185L                                          | 2050-07-20      | 3.5000%  | N/A     | $37247719.00       | $2748539.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-04-20      | 4.5000%  | N/A     | $62221252.00       | $57076823.60       | Agency Mortgage-Backed Securities         |
| FNMA_19-43D                                           | 2049-08-25      | 1.6636%  | N/A     | $44514530.00       | $1473656.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-69C                                           | 2051-10-20      | 2.5000%  | N/A     | $21552516.00       | $1911557.87        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-04-15      | 6.0000%  | N/A     | $10572.00          | $554.55            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2041-11-15      | 0.0000%  | N/A     | $1768.99           | $764.33            | U.S. Treasuries (including strips)        |
| GNMA_21-226C                                          | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $354165.34         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2034-08-15      | 0.0000%  | N/A     | $37.81             | $24.94             | U.S. Treasuries (including strips)        |
| GNMA_22-47H                                           | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $81638.75          | Agency Collateralized Mortgage Obligation |
| GNMA_23-188B                                          | 2053-12-20      | 2.7217%  | N/A     | $30000000.00       | $1148174.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                           | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $757203.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-03-15      | 4.5000%  | N/A     | $8817.00           | $460.19            | Agency Mortgage-Backed Securities         |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $655266.48         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                           | 2054-03-20      | 0.9417%  | N/A     | $50000000.00       | $2031560.34        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.3968%  | N/A     | $214642625.00      | $3999712.27        | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                           | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $637795.44         | Agency Collateralized Mortgage Obligation |
| GNMA_19-125B                                          | 2049-10-20      | 1.6111%  | N/A     | $61643345.00       | $2281624.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $18522432.00       | $2320058.51        | Agency Collateralized Mortgage Obligation |
| FNMA_21-68C                                           | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $607740.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-10-15      | 5.1800%  | N/A     | $26581.00          | $26297.04          | Agency Mortgage-Backed Securities         |
| GNMA_23-141C                                          | 2049-03-20      | 1.6111%  | N/A     | $87954727.00       | $8785079.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2046-05-20      | 3.0000%  | N/A     | $5437.00           | $617.32            | Agency Mortgage-Backed Securities         |
| FHLMC_5131E                                           | 2051-08-25      | 3.0000%  | N/A     | $111364000.00      | $11546088.32       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-11-15      | 6.5000%  | N/A     | $137744.00         | $944.17            | Agency Mortgage-Backed Securities         |
| GNMA_24-83E                                           | 2054-05-20      | 0.8467%  | N/A     | $120000000.00      | $2131185.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 1.4780%  | N/A     | $96642475.00       | $3408664.38        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2033-08-15      | 0.0000%  | N/A     | $72.96             | $50.81             | U.S. Treasuries (including strips)        |
| GNMA_21-83A                                           | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $1817469.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126K                                          | 2054-08-20      | 2.3217%  | N/A     | $44894518.00       | $4630007.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-12-15      | 6.0000%  | N/A     | $46913.00          | $2446.03           | Agency Mortgage-Backed Securities         |
| GNMA_23-54B                                           | 2053-04-20      | 1.8217%  | N/A     | $51071341.00       | $1793363.26        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-01-15      | 4.5000%  | N/A     | $1006.00           | $69.82             | Agency Mortgage-Backed Securities         |
| FHLMC_5019A                                           | 2050-10-25      | 3.0000%  | N/A     | $98339966.00       | $7499672.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1717%  | N/A     | $46837432.00       | $1745239.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-05-20      | 6.0000%  | N/A     | $11184.00          | $8851.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $6097.00           | $6075.87           | Agency Mortgage-Backed Securities         |
| GNMA_21-138C                                          | 2051-08-20      | 2.5000%  | N/A     | $23000000.00       | $1666499.22        | Agency Collateralized Mortgage Obligation |
| FNMA_24-21F                                           | 2054-05-25      | 2.7280%  | N/A     | $22000000.00       | $1578205.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                                          | 2054-07-20      | 2.2217%  | N/A     | $34231517.00       | $2161574.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                           | 2055-03-20      | 0.9517%  | N/A     | $3420984.00        | $197502.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-10K                                           | 2052-01-20      | 0.0000%  | N/A     | $200000000.00      | $51106.92          | Agency Collateralized Mortgage Obligation |
| GNMA_16-57A                                           | 2046-04-20      | 1.6111%  | N/A     | $42805266.00       | $1162889.84        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2036-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| FNMA_19-15C                                           | 2049-04-25      | 1.5635%  | N/A     | $22000000.00       | $715519.44         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K132                                         | 2031-08-25      | 0.1000%  | N/A     | $939216000.00      | $4838779.72        | Agency Collateralized Mortgage Obligation |
| FNSTR_427                                             | 2051-02-25      | 2.0000%  | N/A     | $100000.00         | $11276.17          | Agency Collateralized Mortgage Obligation |
| GNMA_21-136H                                          | 2049-02-20      | 4.0000%  | N/A     | $19235093.00       | $2374509.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-11-15      | 5.5000%  | N/A     | $3332424.00        | $12675.17          | Agency Mortgage-Backed Securities         |
| GNMA_24-57B                                           | 2054-04-20      | 1.0717%  | N/A     | $50000000.00       | $2524139.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                           | 2054-10-25      | 1.6780%  | N/A     | $5405656.00        | $533185.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-06-15      | 5.0000%  | N/A     | $470393.00         | $10379.62          | Agency Mortgage-Backed Securities         |
| GNMA_25-70B                                           | 2055-04-20      | 0.8717%  | N/A     | $70000000.00       | $2118012.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132C                                          | 2054-08-20      | 1.6217%  | N/A     | $81995768.00       | $4697386.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 5.5000%  | N/A     | $1529835.00        | $1533398.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-01-20      | 6.0000%  | N/A     | $179227820.00      | $122710970.34      | Agency Mortgage-Backed Securities         |
| FNMA_21-84A                                           | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1712327.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196K                                          | 2054-02-20      | 2.2217%  | N/A     | $32644390.00       | $1627546.69        | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                           | 2049-10-25      | 1.5635%  | N/A     | $33712500.00       | $1401644.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-73B                                           | 2051-04-20      | 3.0000%  | N/A     | $122499999.00      | $9887205.64        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                           | 2055-06-25      | 0.0000%  | N/A     | $50000000.00       | $675950.00         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                             | 2049-06-25      | 3.5646%  | N/A     | $37099396.00       | $7380384.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                           | 2050-07-20      | 1.7611%  | N/A     | $46200000.00       | $3866896.22        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                 | 2048-06-25      | 1.7635%  | N/A     | $55413670.00       | $906388.46         | Agency Collateralized Mortgage Obligation |
| GNMA_21-159D                                          | 2051-09-20      | 2.5000%  | N/A     | $34505500.00       | $2479033.21        | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $741020.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1717%  | N/A     | $17214656.00       | $973346.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $596675.43         | Agency Collateralized Mortgage Obligation |
| FNSTR_433                                             | 2052-04-25      | 2.5000%  | N/A     | $100000.00         | $12531.91          | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                            | 2058-08-16      | 0.6251%  | N/A     | $50000000.00       | $401762.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                           | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $958643.41         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2036-04-20      | 5.5000%  | N/A     | $1000.00           | $12.14             | Agency Mortgage-Backed Securities         |
| GNMA_21-37                                            | 2061-01-16      | 0.7985%  | N/A     | $50029383.00       | $2689791.55        | Agency Mortgage-Backed Securities         |
| FNMA_20-2E                                            | 2059-07-25      | 1.6136%  | N/A     | $15000000.00       | $629467.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2032-12-15      | 5.5000%  | N/A     | $25004.00          | $158.49            | Agency Mortgage-Backed Securities         |
| GNMA_21-146                                           | 2045-12-20      | 4.0000%  | N/A     | $10083352.00       | $1022672.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-182                                           | 2054-11-20      | 1.0717%  | N/A     | $65000000.00       | $2197760.99        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                            | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $1089195.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                           | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $614042.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2036-08-15      | 6.0000%  | N/A     | $2200831.00        | $12924.56          | Agency Mortgage-Backed Securities         |
| FNMA_21-77B                                           | 2050-10-25      | 3.0000%  | N/A     | $168632893.00      | $16540565.90       | Agency Collateralized Mortgage Obligation |
| FNMA_24-84C                                           | 2054-11-25      | 1.6780%  | N/A     | $139195380.00      | $9660178.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-03-15      | 5.0000%  | N/A     | $521919.00         | $12877.67          | Agency Mortgage-Backed Securities         |
| FHLMC_5156F                                           | 2051-09-25      | 2.5000%  | N/A     | $25564130.00       | $2133342.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140K                                          | 2051-08-20      | 1.8611%  | N/A     | $25000000.00       | $2382725.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36F                                           | 2050-03-20      | 1.6611%  | N/A     | $32204571.00       | $1844618.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-03-15      | 5.0000%  | N/A     | $446170.00         | $7120.16           | Agency Mortgage-Backed Securities         |
| GNMA_22-47J                                           | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $48187.88          | Agency Collateralized Mortgage Obligation |
| GNMA_23-19F                                           | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6681515.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                           | 2054-06-25      | 0.8280%  | N/A     | $28400000.00       | $651269.18         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.7429%  | N/A     | $61500000.00       | $1566474.17        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.2351%  | N/A     | $10944000.00       | $158080.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-11-15      | 4.9800%  | N/A     | $2000.00           | $1953.07           | Agency Mortgage-Backed Securities         |
| FNMA_20-100A                                          | 2051-01-25      | 2.0000%  | N/A     | $20650000.00       | $1898027.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A    | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3751976.45        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3627412.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45C                                           | 2055-03-20      | 1.0217%  | N/A     | $129000000.00      | $8462239.16        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 1.4780%  | N/A     | $79000000.00       | $2683762.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                           | 2053-07-25      | 1.3780%  | N/A     | $47000000.00       | $2356213.21        | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                             | 2048-01-25      | 1.7828%  | N/A     | $5198000.00        | $138173.94         | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                           | 2063-10-16      | 0.9893%  | N/A     | $52000001.00       | $2867810.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-12-15      | 6.0000%  | N/A     | $1859593.00        | $4741.45           | Agency Mortgage-Backed Securities         |
| GNMA_23-137C                                          | 2051-08-20      | 1.9217%  | N/A     | $21391519.00       | $2415820.04        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                           | 2054-12-25      | 0.6780%  | N/A     | $113000000.00      | $2558736.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-01-15      | 5.3800%  | N/A     | $24670.00          | $24852.00          | Agency Mortgage-Backed Securities         |
| FNMA_21-44D                                           | 2051-07-25      | 3.0000%  | N/A     | $16559775.00       | $2445773.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $331672.29         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                             | 2049-02-25      | 2.6201%  | N/A     | $786000.00         | $95074.63          | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                          | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $822415.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-03-20      | 5.0000%  | N/A     | $5326.00           | $5099.35           | Agency Mortgage-Backed Securities         |
| FHLMC_2422J                                           | 2032-02-15      | 4.9468%  | N/A     | $5023.00           | $2.56              | Agency Collateralized Mortgage Obligation |
| GNMA_15-65C                                           | 2045-05-20      | 4.0000%  | N/A     | $46727316.00       | $1146745.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $7500000.00        | $702552.96         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2035-02-15      | 0.0000%  | N/A     | $26.55             | $17.06             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                                | 2028-02-15      | 0.0000%  | N/A     | $98.02             | $88.07             | U.S. Treasuries (including strips)        |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1242116.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                           | 2055-01-20      | 1.5917%  | N/A     | $24000000.00       | $2363990.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228E                                          | 2051-12-20      | 0.0000%  | N/A     | $75000000.00       | $101252.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                           | 2050-06-25      | 1.6136%  | N/A     | $15000000.00       | $613859.40         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2028-01-15      | 0.5000%  | N/A     | $78100.00          | $99223.97          | U.S. Treasuries (including strips)        |
| FNMA_24-15                                            | 2054-04-25      | 1.3780%  | N/A     | $60000000.00       | $1973291.71        | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                            | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $113298.20         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181P                                          | 2050-12-20      | 5.0000%  | N/A     | $97454478.00       | $8407935.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-12-20      | 2.0000%  | N/A     | $43626123.00       | $21420990.61       | Agency Mortgage-Backed Securities         |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1113744.95        | Agency Collateralized Mortgage Obligation |
| FNMA_24-20E                                           | 2054-05-25      | 2.8780%  | N/A     | $26000000.00       | $1955906.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                           | 2050-11-25      | 1.9280%  | N/A     | $8909091.00        | $716659.53         | Agency Collateralized Mortgage Obligation |
| GNMA_22-215F                                          | 2047-08-20      | 1.6611%  | N/A     | $16980859.00       | $1480923.14        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2041-05-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| FNSTR_426                                             | 2050-11-25      | 2.0000%  | N/A     | $100000.00         | $9791.94           | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                            | 2062-04-16      | 1.2987%  | N/A     | $27400000.00       | $1825895.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164H                                          | 2053-11-20      | 1.0717%  | N/A     | $85000000.00       | $2402844.71        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                            | 2054-04-16      | 0.1753%  | N/A     | $116000000.00      | $80003.25          | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                           | 2053-12-25      | 2.6780%  | N/A     | $48409043.00       | $1905036.16        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                            | 2055-02-25      | 0.8280%  | N/A     | $80464574.00       | $3978373.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-05-20      | 3.0000%  | N/A     | $79960623.00       | $55355231.23       | Agency Mortgage-Backed Securities         |
| GNMA_21-119A                                          | 2051-07-20      | 1.8611%  | N/A     | $126622035.00      | $9121624.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-97A                                           | 2053-07-20      | 3.3652%  | N/A     | $16666668.00       | $10612799.79       | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                           | 2060-01-16      | 0.9317%  | N/A     | $6100000.00        | $256444.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-04-15      | 5.6000%  | N/A     | $12418.00          | $12723.16          | Agency Mortgage-Backed Securities         |
| FNMA_20-73E                                           | 2050-10-25      | 3.0000%  | N/A     | $5674000.00        | $575674.02         | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                             | 2048-10-25      | 2.8685%  | N/A     | $13478000.00       | $1692536.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                           | 2050-10-20      | 3.0000%  | N/A     | $103333333.00      | $9882043.34        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 1.4280%  | N/A     | $73500000.00       | $3037240.68        | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                             | 2053-09-25      | 1.3780%  | N/A     | $273758116.00      | $9578509.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-127D                                          | 2054-08-20      | 1.3217%  | N/A     | $30000000.00       | $1623050.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-05-15      | 5.6800%  | N/A     | $9413.00           | $9742.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-12-20      | 3.5000%  | N/A     | $4010353.00        | $3533017.83        | Agency Mortgage-Backed Securities         |
| GNMA_23-135D                                          | 2053-09-20      | 1.2717%  | N/A     | $134019143.00      | $1975917.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5147                                            | 2046-10-25      | 3.0000%  | N/A     | $108440666.00      | $10711640.27       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                      | 2033-09-01      | 5.5000%  | N/A     | $3053.00           | $52.78             | Agency Mortgage-Backed Securities         |
| FHLMC_5184B                                           | 2052-01-25      | 3.0000%  | N/A     | $21453737.00       | $2575485.56        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2041-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250314856.00      | $1393892.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-27G                                           | 2051-02-20      | 3.0000%  | N/A     | $40010996.00       | $2313061.21        | Agency Collateralized Mortgage Obligation |
| GNMA_22-161F                                          | 2052-09-20      | 1.6517%  | N/A     | $30000000.00       | $1931761.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                           | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1466143.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                          | 2051-05-20      | 1.9217%  | N/A     | $5170476.00        | $585038.36         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                           | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $997989.02         | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                             | 2053-10-25      | 4.0000%  | N/A     | $29899900.00       | $6110185.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F                                           | 2054-10-25      | 0.8280%  | N/A     | $50000000.00       | $1727496.58        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2030-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| FHLMC_4297                                            | 2039-07-15      | 0.0000%  | N/A     | $12000000.00       | $2255600.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174K                                          | 2050-01-20      | 1.6111%  | N/A     | $93915748.00       | $9965667.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                           | 2054-05-20      | 1.4717%  | N/A     | $45000000.00       | $1180836.30        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2031-08-15      | 0.0000%  | N/A     | $119.23            | $91.70             | U.S. Treasuries (including strips)        |
| FHLMC MULTIFAMILY STRUCTURED PAS                      | 2045-01-25      | 2.0789%  | N/A     | $3357000.00        | $105078.76         | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                          | 2054-10-20      | 1.0717%  | N/A     | $100000000.00      | $2236155.13        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2028-01-15      | 1.7500%  | N/A     | $5500.00           | $8537.28           | U.S. Treasuries (including strips)        |
| FHLMC_5464A                                           | 2054-10-25      | 0.4680%  | N/A     | $44000000.00       | $1989053.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134  | 2050-09-20      | 2.5000%  | N/A     | $27715031.00       | $1590382.86        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2026-02-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| FNMA_25-35A                                           | 2055-05-25      | 0.9280%  | N/A     | $241225752.00      | $9816692.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-48                                           | 2041-05-15      | 0.0000%  | N/A     | $15000000.00       | $1912456.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-05-15      | 6.5000%  | N/A     | $94857.00          | $5829.52           | Agency Mortgage-Backed Securities         |
| GNMA_24-97F                                           | 2054-06-20      | 2.9717%  | N/A     | $100000000.00      | $11022374.82       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2056-07-16      | 0.9481%  | N/A     | $86396593.00       | $847296.73         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2047-02-15      | 0.8750%  | N/A     | $100.00            | $94.43             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                                | 2041-08-15      | 0.0000%  | N/A     | $195.18            | $85.83             | U.S. Treasuries (including strips)        |
| GNMA_20-191M                                          | 2050-12-20      | 5.5000%  | N/A     | $5032727.00        | $259085.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                           | 2054-08-25      | 0.8080%  | N/A     | $39134204.00       | $1530015.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75F                                           | 2048-04-20      | 1.7611%  | N/A     | $101971319.00      | $10131235.91       | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                           | 2050-06-20      | 4.0000%  | N/A     | $56718489.00       | $9297817.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_4096                                            | 2042-08-15      | 0.0203%  | N/A     | $4224830.00        | $1680408.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                           | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1325304.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-10-20      | 5.0000%  | N/A     | $5522.00           | $4953.35           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2051-02-15      | 0.1250%  | N/A     | $1900.00           | $1239.82           | U.S. Treasuries (including strips)        |
| FHLMC_5460N                                           | 2054-10-25      | 1.0780%  | N/A     | $85313426.00       | $3322336.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24A                                           | 2055-02-20      | 0.0000%  | N/A     | $200000000.00      | $2131807.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-04-15      | 5.0000%  | N/A     | $1139493.00        | $39107.90          | Agency Mortgage-Backed Securities         |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $1039162.09        | Agency Collateralized Mortgage Obligation |
| GNMA_18-104L                                          | 2048-08-20      | 1.7611%  | N/A     | $64759000.00       | $1356353.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $966249.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-09-15      | 6.0000%  | N/A     | $788165.00         | $4225.43           | Agency Mortgage-Backed Securities         |
| FHLMC_5458G                                           | 2054-09-25      | 1.6780%  | N/A     | $32975090.00       | $2596794.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112  | 2045-08-20      | 1.3011%  | N/A     | $161020746.00      | $1591382.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2026-01-15      | 0.6250%  | N/A     | $100.00            | $134.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                                | 2027-02-15      | 0.0000%  | N/A     | $135.09            | $126.33            | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 6.0000%  | N/A     | $2651624.00        | $2729208.38        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2052-02-15      | 0.1250%  | N/A     | $100.00            | $59.98             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 6.0000%  | N/A     | $1811.00           | $1857.43           | Agency Mortgage-Backed Securities         |
| FHLMC_5520A                                           | 2055-03-25      | 1.5780%  | N/A     | $25000000.00       | $2392241.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129B                                          | 2054-08-20      | 0.8717%  | N/A     | $45000000.00       | $1287329.66        | Agency Collateralized Mortgage Obligation |
| FHSTR_414                                             | 2053-12-25      | 4.0000%  | N/A     | $299300.00         | $63162.63          | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1368341.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122L                                          | 2050-08-20      | 3.0000%  | N/A     | $27698155.00       | $1953327.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-11-15      | 4.9800%  | N/A     | $25729.00          | $25075.79          | Agency Mortgage-Backed Securities         |
| GNMA_23-130A                                          | 2053-09-20      | 1.3717%  | N/A     | $75000000.00       | $2698021.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                          | 2051-09-20      | 3.0000%  | N/A     | $18758179.00       | $2651982.89        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59A                                           | 2048-02-20      | 1.6611%  | N/A     | $96097941.00       | $2638938.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                           | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1160370.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-12-15      | 5.5000%  | N/A     | $2009.00           | $25.31             | Agency Mortgage-Backed Securities         |
| GNR_21-1                                              | 2051-01-20      | 3.5000%  | N/A     | $22557207.00       | $1928270.99        | Agency Collateralized Mortgage Obligation |
| GNMA_20-98A                                           | 2050-07-20      | 1.7611%  | N/A     | $49592185.00       | $3015808.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                           | 2054-10-25      | 1.6780%  | N/A     | $9506621.00        | $820360.96         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $767927000.00      | $5245252.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                           | 2055-04-20      | 1.6217%  | N/A     | $13844358.00       | $1130347.60        | Agency Collateralized Mortgage Obligation |
| GNMA_11-145                                           | 2041-11-16      | 1.6568%  | N/A     | $54000000.00       | $1157914.51        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                             | 2028-02-25      | 0.0000%  | N/A     | $75137000.00       | $3529975.93        | Agency Collateralized Mortgage Obligation |
| GNMA_20-184                                           | 2060-11-16      | 0.9115%  | N/A     | $45596000.00       | $2680374.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                           | 2055-03-20      | 1.6217%  | N/A     | $37000000.00       | $2686100.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2043-05-15      | 2.5000%  | N/A     | $3357.00           | $1204.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $14917.00          | $14976.63          | Agency Mortgage-Backed Securities         |
| FHLMC_5003D                                           | 2050-08-25      | 1.6636%  | N/A     | $16900000.00       | $1620804.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132A                                          | 2054-08-20      | 0.9217%  | N/A     | $39000000.00       | $1250003.05        | Agency Collateralized Mortgage Obligation |
| FHSTR_400                                             | 2053-03-25      | 4.5000%  | N/A     | $7627392.00        | $1474749.03        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1674787.28        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                            | 2045-01-25      | 1.8135%  | N/A     | $117234000.00      | $1231841.88        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $968568.92         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                             | 2052-06-25      | 2.5000%  | N/A     | $100000.00         | $12262.28          | Agency Collateralized Mortgage Obligation |
| GNMA_24-174J                                          | 2051-04-20      | 2.2361%  | N/A     | $21566888.00       | $3037370.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $21349.00          | $21458.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $974.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-10-15      | 6.0000%  | N/A     | $87000.00          | $562.14            | Agency Mortgage-Backed Securities         |
| FNMA_23-13C                                           | 2052-12-25      | 1.2280%  | N/A     | $175000000.00      | $7411753.27        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $2371257.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.1532%  | N/A     | $11800000.00       | $342166.62         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2026-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| FHLMC_4993                                            | 2050-07-25      | 4.5000%  | N/A     | $111813589.00      | $6755811.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1195565.74        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1152949.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                           | 2051-01-25      | 1.9780%  | N/A     | $9600000.00        | $1063210.56        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2043-08-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips)        |
| FHSTR_408                                             | 2053-07-25      | 4.0000%  | N/A     | $100000.00         | $20589.31          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                          | 2053-12-20      | 1.5217%  | N/A     | $50000000.00       | $1521482.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 2.0217%  | N/A     | $10000000.00       | $172354.43         | Agency Collateralized Mortgage Obligation |
| FNMA_20-63B                                           | 2050-09-25      | 3.0000%  | N/A     | $16433000.00       | $1932322.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188D                                          | 2053-12-20      | 1.5217%  | N/A     | $50000000.00       | $2212516.80        | Agency Collateralized Mortgage Obligation |
| GNMA_19-20                                            | 2049-08-20      | 1.6611%  | N/A     | $67457884.00       | $1594956.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117P                                          | 2051-07-20      | 4.5000%  | N/A     | $13722717.00       | $1272731.01        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2028-03-01      | 5.0000%  | N/A     | $1057.00           | $0.00              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2054-02-15      | 2.1250%  | N/A     | $29800.00          | $28033.79          | U.S. Treasuries (including strips)        |
| GNMA_23-23A                                           | 2053-02-20      | 1.9217%  | N/A     | $200000000.00      | $8199296.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-04-20      | 5.5000%  | N/A     | $1201064.00        | $26517.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-02-20      | 6.0000%  | N/A     | $5375689.00        | $5407864.20        | Agency Mortgage-Backed Securities         |
| GNMA_23-48L                                           | 2053-03-20      | 1.2717%  | N/A     | $100000000.00      | $1932372.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-10-15      | 4.2000%  | N/A     | $15350.00          | $14164.13          | Agency Mortgage-Backed Securities         |
| GNMA_21-59B                                           | 2051-04-20      | 1.8611%  | N/A     | $48010223.00       | $2708173.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 6.5000%  | N/A     | $8487.00           | $8872.22           | Agency Mortgage-Backed Securities         |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2075879.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 1.5717%  | N/A     | $75000000.00       | $2362303.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                           | 2055-03-20      | 0.9717%  | N/A     | $75000000.00       | $3833199.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                           | 2043-03-15      | 1.7532%  | N/A     | $18925757.00       | $664883.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                          | 2050-09-20      | 3.5000%  | N/A     | $19285714.00       | $2028157.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2044-09-15      | 4.0000%  | N/A     | $1026900.00        | $142110.13         | Agency Mortgage-Backed Securities         |
| FRESB_19-SB63                                         | 2039-04-25      | 1.2617%  | N/A     | $17964000.00       | $300049.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $2028801.00        | $2043015.91        | Agency Mortgage-Backed Securities         |
| FNMA_20-56A                                           | 2050-08-25      | 3.5000%  | N/A     | $17423714.00       | $886182.89         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $100919.15         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2042-11-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1283198.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-01-15      | 5.5000%  | N/A     | $5069632.00        | $31983.47          | Agency Mortgage-Backed Securities         |
| FANNIE MAE STRIP FNSTR_427                            | 2052-01-25      | 2.0000%  | N/A     | $100000.00         | $11255.27          | Agency Collateralized Mortgage Obligation |
| GNMA_19-19                                            | 2060-11-16      | 0.9163%  | N/A     | $140000000.00      | $840665.35         | Agency Collateralized Mortgage Obligation |
| GNMA_20-112D                                          | 2050-08-20      | 1.8111%  | N/A     | $36932087.00       | $2774155.10        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                           | 2050-06-25      | 1.6636%  | N/A     | $14861349.00       | $675064.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-09-20      | 4.5000%  | N/A     | $8539.00           | $6591.55           | Agency Mortgage-Backed Securities         |
| GNMA_24-183E                                          | 2054-11-20      | 0.0000%  | N/A     | $100000000.00      | $1108986.07        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                          | 2051-09-20      | 2.5000%  | N/A     | $21014707.00       | $2168758.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-03-20      | 5.5000%  | N/A     | $6779.00           | $6766.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-10-15      | 5.3900%  | N/A     | $20216.00          | $20474.83          | Agency Mortgage-Backed Securities         |
| GNMA_24-174G                                          | 2051-04-20      | 1.6111%  | N/A     | $30007035.00       | $3292613.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2779698.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.9217%  | N/A     | $70000000.00       | $2646935.41        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181                                           | 2050-12-20      | 1.8611%  | N/A     | $17121830.00       | $1748177.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                           | 2054-08-25      | 0.8780%  | N/A     | $9503195.00        | $514778.72         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 | 2038-01-25      | 0.5535%  | N/A     | $125000000.00      | $149992.82         | Agency Collateralized Mortgage Obligation |
| FANIE MAE INTEREST STRIP FNSTR_4                      | 2044-09-25      | 3.0000%  | N/A     | $100800.00         | $2627.52           | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $98618.89          | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 0.9217%  | N/A     | $102234978.00      | $2699846.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                           | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $883909.19         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                          | 2050-07-20      | 2.5000%  | N/A     | $21864966.00       | $1826096.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                           | 2051-07-20      | 5.0000%  | N/A     | $12450000.00       | $1298590.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70M                                           | 2048-10-20      | 1.1611%  | N/A     | $20573726.00       | $1542513.47        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31A                                           | 2050-03-20      | 1.6611%  | N/A     | $47654869.00       | $2336112.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1B                                            | 2051-01-20      | 2.5000%  | N/A     | $161401848.00      | $14747001.50       | Agency Collateralized Mortgage Obligation |
| GNMA_25-13                                            | 2066-11-16      | 5.0000%  | N/A     | $18610816.00       | $18027314.80       | Agency Collateralized Mortgage Obligation |
| GNMA_21-142                                           | 2051-08-20      | 3.0000%  | N/A     | $77377861.00       | $8929721.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                           | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $913382.76         | Agency Collateralized Mortgage Obligation |
| FNSTR_432                                             | 2053-01-25      | 5.0000%  | N/A     | $11519072.00       | $2108907.69        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2053-08-15      | 0.0000%  | N/A     | $0.07              | $0.02              | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2037-12-15      | 6.0000%  | N/A     | $1003.00           | $5.22              | Agency Mortgage-Backed Securities         |
| GNMA_24-167D                                          | 2054-10-20      | 1.1217%  | N/A     | $67782608.00       | $3407943.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051N                                           | 2050-12-25      | 2.0000%  | N/A     | $12347131.00       | $958338.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5477B                                           | 2050-11-25      | 3.5000%  | N/A     | $51060048.00       | $9519127.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-87                                            | 2053-06-20      | 3.4435%  | N/A     | $3846154.00        | $1745276.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19P                                           | 2054-02-20      | 1.5617%  | N/A     | $46010169.00       | $1752414.81        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2032-08-15      | 0.0000%  | N/A     | $35.67             | $26.14             | U.S. Treasuries (including strips)        |
| GNMA_23-173J                                          | 2053-11-20      | 1.1717%  | N/A     | $100000000.00      | $3673992.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                           | 2049-06-25      | 1.6136%  | N/A     | $21189621.00       | $677113.99         | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                | 2036-12-19      | 2.8300%  | N/A     | $24000.00          | $20231.05          | Agency Debentures and Agency Strips       |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2448384.02        | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                           | 2054-10-16      | 0.2455%  | N/A     | $65000000.00       | $261466.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                          | 2051-12-20      | 2.0000%  | N/A     | $17381626.00       | $1630668.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                           | 2050-11-25      | 2.0000%  | N/A     | $12000000.00       | $1228438.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5181A                                           | 2046-12-15      | 3.0000%  | N/A     | $22368673.00       | $2445231.74        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89                                            | 2050-12-25      | 2.0000%  | N/A     | $24654901.00       | $2358846.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                           | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1144651.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-09-25      | 0.9780%  | N/A     | $60000000.00       | $3673054.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71A                                           | 2054-04-20      | 1.1717%  | N/A     | $51000000.00       | $2365265.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $2592.00           | $2605.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173  | 2050-11-20      | 2.5000%  | N/A     | $49200000.00       | $2970101.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                          | 2053-11-20      | 0.8217%  | N/A     | $31000000.00       | $1459674.97        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                           | 2049-11-25      | 1.5635%  | N/A     | $12825500.00       | $648316.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-11-20      | 2.0000%  | N/A     | $9311379.00        | $4478320.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-11-15      | 5.5000%  | N/A     | $1595306.00        | $4949.42           | Agency Mortgage-Backed Securities         |
| GNMA_24-129C                                          | 2054-08-20      | 0.9717%  | N/A     | $85000000.00       | $2506414.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-02-15      | 4.9000%  | N/A     | $2981.00           | $2913.14           | Agency Mortgage-Backed Securities         |
| GNMA_20-36                                            | 2050-03-20      | 1.6111%  | N/A     | $58333333.00       | $2747521.72        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                           | 2054-12-25      | 0.0000%  | N/A     | $115000000.00      | $1631282.77        | Agency Collateralized Mortgage Obligation |
| GNMA_19-72B                                           | 2049-06-20      | 1.6111%  | N/A     | $35576285.00       | $1266508.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                           | 2054-08-25      | 0.8280%  | N/A     | $28871000.00       | $1518256.37        | Agency Collateralized Mortgage Obligation |
| GNMA_21-031                                           | 2061-01-16      | 0.9403%  | N/A     | $27685000.00       | $1766801.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 6.0000%  | N/A     | $4950.00           | $5098.78           | Agency Mortgage-Backed Securities         |
| GNMA_21-146E                                          | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $829184.80         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2055-01-01      | 5.5000%  | N/A     | $2655.00           | $2549.83           | Agency Mortgage-Backed Securities         |
| FNMA_24-87D                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $436031.54         | Agency Collateralized Mortgage Obligation |
| GNMA_20-85S                                           | 2049-10-20      | 3.5000%  | N/A     | $21377446.00       | $1483842.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-60C                                           | 2054-04-20      | 0.9917%  | N/A     | $30000000.00       | $1176584.74        | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                            | 2058-04-16      | 0.6177%  | N/A     | $77251864.00       | $217667.05         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2042-08-15      | 0.0000%  | N/A     | $100.00            | $41.36             | U.S. Treasuries (including strips)        |
| FHLMC_5003D                                           | 2050-08-25      | 1.6636%  | N/A     | $10000000.00       | $643496.30         | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $73025.52          | Agency Collateralized Mortgage Obligation |
| GNMA_18-42E                                           | 2046-11-20      | 1.6611%  | N/A     | $100224619.00      | $2765742.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188A                                          | 2053-12-20      | 2.7217%  | N/A     | $50000000.00       | $1389698.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                           | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $2272367.93        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                           | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $1003134.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                           | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $698254.21         | Agency Collateralized Mortgage Obligation |
| GNMA_24-136B                                          | 2054-08-20      | 0.9017%  | N/A     | $40000000.00       | $1803564.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2678814.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4B                                            | 2055-01-20      | 0.0717%  | N/A     | $100000000.00      | $1611993.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                           | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $753699.55         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1322497.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21E                                           | 2054-02-20      | 0.9217%  | N/A     | $50000000.00       | $874346.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                          | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $2905396.18        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2028-04-15      | 1.2500%  | N/A     | $20100.00          | $21358.87          | U.S. Treasuries (including strips)        |
| FHLMC_5245A                                           | 2052-08-25      | 0.9780%  | N/A     | $50477142.00       | $2957013.43        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2033-02-15      | 0.0000%  | N/A     | $50.25             | $35.89             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104  | 2044-07-20      | 1.1611%  | N/A     | $56774729.00       | $1169685.56        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123   | 2049-02-25      | 2.6267%  | N/A     | $655000.00         | $78018.98          | Agency Collateralized Mortgage Obligation |
| GNMA_24-76C                                           | 2054-05-20      | 1.4217%  | N/A     | $47000000.00       | $1983587.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-216E                                          | 2051-12-20      | 3.0000%  | N/A     | $11679366.00       | $1691445.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                           | 2054-05-20      | 2.8717%  | N/A     | $50000000.00       | $2569990.86        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2046-02-15      | 1.0000%  | N/A     | $1000.00           | $1007.53           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 5.5000%  | N/A     | $5789.00           | $5822.37           | Agency Mortgage-Backed Securities         |
| FREMF MORTGAGE TRUST FREMF_17-KW02                    | 2027-01-25      | 2.8177%  | N/A     | $2268000.00        | $99328.92          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                           | 2054-12-20      | 1.6217%  | N/A     | $40658857.00       | $2086056.07        | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                           | 2034-10-25      | 5.4934%  | N/A     | $24003000.00       | $8893956.98        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2025-10-15      | 0.1250%  | N/A     | $300.00            | $368.66            | U.S. Treasuries (including strips)        |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $1011328000.00     | $4949885.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2045-10-20      | 4.0000%  | N/A     | $62293030.00       | $1248477.83        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2039-08-20      | 6.0000%  | N/A     | $1000.00           | $31.08             | Agency Mortgage-Backed Securities         |
| FNMA_20-40A                                           | 2050-06-25      | 3.0000%  | N/A     | $9400000.00        | $945235.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176P                                          | 2051-10-20      | 3.0000%  | N/A     | $31242552.00       | $2218230.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-08-15      | 5.0000%  | N/A     | $2228.00           | $63.66             | Agency Mortgage-Backed Securities         |
| FHLMC_5058F                                           | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $1010827.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-06-15      | 5.9700%  | N/A     | $48429.00          | $51209.41          | Agency Mortgage-Backed Securities         |
| FNSTR_426                                             | 2052-02-25      | 1.5000%  | N/A     | $100096.00         | $8069.08           | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6410%  | N/A     | $61750000.00       | $244554.71         | Agency Collateralized Mortgage Obligation |
| FNMA_24-95B                                           | 2054-12-25      | 0.7780%  | N/A     | $41007244.00       | $2102885.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-02-15      | 6.0000%  | N/A     | $1016.00           | $26.47             | Agency Mortgage-Backed Securities         |
| FHSTR_377                                             | 2051-01-25      | 2.0000%  | N/A     | $100000.00         | $8682.64           | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                           | 2053-06-20      | 1.7217%  | N/A     | $14105893.00       | $1025088.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                           | 2050-03-20      | 1.6111%  | N/A     | $41545861.00       | $1629304.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $314523.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                           | 2053-10-25      | 2.7280%  | N/A     | $50000000.00       | $2422172.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61N                                           | 2054-02-20      | 0.8717%  | N/A     | $99346744.00       | $1695255.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-74B                                           | 2050-05-20      | 3.5000%  | N/A     | $29290500.00       | $2441944.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                           | 2054-05-20      | 1.6717%  | N/A     | $50000000.00       | $1855746.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114M                                          | 2053-08-20      | 1.4517%  | N/A     | $187840029.00      | $8143940.89        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                            | 2046-10-25      | 1.6636%  | N/A     | $186086160.00      | $2865652.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                           | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1170998.29        | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                           | 2053-02-16      | 0.6481%  | N/A     | $88200000.00       | $122335.76         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126U                                          | 2054-08-20      | 0.9617%  | N/A     | $80000000.00       | $2559830.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $429614.79         | Agency Collateralized Mortgage Obligation |
| GNMA_22-189B                                          | 2052-09-20      | 3.8435%  | N/A     | $2387140.00        | $1729365.41        | Agency Collateralized Mortgage Obligation |
| GNMA_16-77G                                           | 2046-06-20      | 1.6611%  | N/A     | $66122517.00       | $1590493.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                           | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1534570.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-10-15      | 6.0600%  | N/A     | $6869.00           | $7272.93           | Agency Mortgage-Backed Securities         |
| GNMA_25-4A                                            | 2055-01-20      | 1.5967%  | N/A     | $199597135.00      | $15031826.94       | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2696184.42        | Agency Collateralized Mortgage Obligation |
| GNMA_20-141A                                          | 2050-08-20      | 2.5000%  | N/A     | $16906400.00       | $1136147.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-08-15      | 5.5000%  | N/A     | $187262.00         | $312.21            | Agency Mortgage-Backed Securities         |
| GNMA_22-129A                                          | 2052-07-20      | 0.0000%  | N/A     | $250000000.00      | $3579693.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-35C                                           | 2054-06-25      | 1.4080%  | N/A     | $50000000.00       | $2262403.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $414083.61         | Agency Collateralized Mortgage Obligation |
| GNMA_22-138B                                          | 2052-08-20      | 1.7217%  | N/A     | $30018231.00       | $1722834.11        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2051-02-15      | 0.0000%  | N/A     | $4668.65           | $1245.52           | U.S. Treasuries (including strips)        |
| GNMA_21-81D                                           | 2051-05-20      | 1.8611%  | N/A     | $50000000.00       | $2765779.12        | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                            | 2049-04-20      | 1.1011%  | N/A     | $50000000.00       | $1109089.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2025-09-01      | 5.0000%  | N/A     | $2190.00           | $0.00              | Agency Mortgage-Backed Securities         |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4615209.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1146537.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2041-06-20      | 6.0000%  | N/A     | $654777.00         | $17718.72          | Agency Mortgage-Backed Securities         |
| GNMA_23-195A                                          | 2053-12-20      | 1.8217%  | N/A     | $50000000.00       | $1718455.48        | Agency Collateralized Mortgage Obligation |
| GNMA_15-162A                                          | 2045-11-20      | 1.7611%  | N/A     | $54871344.00       | $1623238.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 1.3717%  | N/A     | $62979008.00       | $1390802.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-04-20      | 4.5000%  | N/A     | $1003.00           | $834.03            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2055-04-01      | 4.5000%  | N/A     | $10459.00          | $9818.71           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2030-11-15      | 0.0000%  | N/A     | $64.59             | $51.52             | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-02-15      | 5.5000%  | N/A     | $2586498.00        | $17263.92          | Agency Mortgage-Backed Securities         |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $2015699.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90D                                           | 2054-12-25      | 2.7780%  | N/A     | $17235379.00       | $2336576.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 0.8717%  | N/A     | $100000000.00      | $1692021.75        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                           | 2054-12-20      | 1.6717%  | N/A     | $25000000.00       | $2122582.93        | Agency Collateralized Mortgage Obligation |
| FNMA_24-70F                                           | 2054-10-25      | 1.0780%  | N/A     | $52783626.00       | $2443946.36        | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                             | 2051-02-25      | 2.5000%  | N/A     | $20385395.00       | $2548687.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                           | 2054-11-25      | 0.2280%  | N/A     | $118341176.00      | $2471252.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5635%  | N/A     | $22870000.00       | $1226911.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2043-02-20      | 3.5000%  | N/A     | $8655.00           | $2911.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 6.5000%  | N/A     | $29737.00          | $31315.92          | Agency Mortgage-Backed Securities         |
| FNMA_24-93D                                           | 2054-12-25      | 0.7780%  | N/A     | $282000000.00      | $8928897.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5145C                                           | 2051-09-25      | 3.0000%  | N/A     | $22104161.00       | $2667092.10        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2043-02-15      | 0.6250%  | N/A     | $30900.00          | $31412.99          | U.S. Treasuries (including strips)        |
| FNMA_20-99K                                           | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1907440.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2042-08-20      | 3.0000%  | N/A     | $71100724.00       | $7176634.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-03-20      | 5.0000%  | N/A     | $1204409.00        | $1153471.63        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 1.5532%  | N/A     | $133333333.00      | $1556931.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-02-20      | 6.5000%  | N/A     | $13904.00          | $14183.58          | Agency Mortgage-Backed Securities         |
| GNMA_21-156Q                                          | 2051-09-20      | 2.5000%  | N/A     | $14841590.00       | $1196122.24        | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7069%  | N/A     | $40850000.00       | $215746.59         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_00-28                                 | 2030-09-25      | 4.8365%  | N/A     | $2504221.00        | $681.91            | Agency Collateralized Mortgage Obligation |
| GNMA_21-176B                                          | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $387595.29         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110M                                          | 2054-07-20      | 2.3217%  | N/A     | $21555943.00       | $1563881.17        | Agency Collateralized Mortgage Obligation |
| GNMA_20-189H                                          | 2049-12-20      | 4.0000%  | N/A     | $208774265.00      | $14385450.59       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $9381.00           | $9421.95           | Agency Mortgage-Backed Securities         |
| FNSTR_441                                             | 2054-05-25      | 4.5000%  | N/A     | $100000.00         | $22364.40          | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $959304.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2054-10-15      | 5.1800%  | N/A     | $23864.00          | $23602.80          | Agency Mortgage-Backed Securities         |
| GNMA_25-70A                                           | 2055-04-20      | 0.9217%  | N/A     | $50000000.00       | $2186272.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                          | 2054-11-20      | 0.0717%  | N/A     | $100000000.00      | $1503967.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2036-09-15      | 6.5000%  | N/A     | $825563.00         | $17802.25          | Agency Mortgage-Backed Securities         |
| GNMA_25-23E                                           | 2051-07-20      | 1.6717%  | N/A     | $13438826.00       | $1617996.36        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $62265384.00       | $474559.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122K                                          | 2044-01-20      | 0.3550%  | N/A     | $58785697.00       | $769674.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                          | 2054-11-20      | 0.1217%  | N/A     | $50000000.00       | $801396.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                            | 2052-01-20      | 3.5000%  | N/A     | $148407270.00      | $11001953.93       | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                          | 2053-12-20      | 2.0717%  | N/A     | $44850000.00       | $1236365.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $100001000.00      | $335556.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2040-03-15      | 6.0000%  | N/A     | $36297.00          | $5073.00           | Agency Mortgage-Backed Securities         |
| FNMA_16-55                                            | 2046-08-25      | 1.5635%  | N/A     | $44785000.00       | $1573785.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 0.7780%  | N/A     | $55500000.00       | $1379777.33        | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                           | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $2149199.78        | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                             | 2053-08-25      | 4.5000%  | N/A     | $100000.00         | $22099.25          | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                                          | 2050-07-20      | 1.7111%  | N/A     | $28890599.00       | $2936683.11        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                             | 2047-11-25      | 2.4767%  | N/A     | $1907000.00        | $102057.09         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $738867.07         | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                           | 2065-07-16      | 0.9769%  | N/A     | $33296039.00       | $2461573.93        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2034-02-15      | 0.0000%  | N/A     | $42.11             | $28.53             | U.S. Treasuries (including strips)        |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014   | 2055-10-25      | 2.7754%  | N/A     | $2893000.00        | $383238.18         | Agency Collateralized Mortgage Obligation |
| FNMA_25-26B                                           | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $920238.12         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                                             | 2042-02-25      | 1.5000%  | N/A     | $100480.00         | $5951.93           | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1812932.41        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2032-02-15      | 0.0000%  | N/A     | $211.03            | $158.33            | U.S. Treasuries (including strips)        |
| GNMA_21-23J                                           | 2051-02-20      | 4.0000%  | N/A     | $92753749.00       | $8051217.74        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                          | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $624492.20         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                          | 2058-12-16      | 0.6202%  | N/A     | $45000000.00       | $952582.74         | Agency Collateralized Mortgage Obligation |
| FNMA_24-25A                                           | 2054-05-25      | 1.0780%  | N/A     | $54747000.00       | $2022816.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-08-15      | 6.0000%  | N/A     | $3823782.00        | $11402.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2065-01-15      | 6.1600%  | N/A     | $45534.00          | $46947.57          | Agency Mortgage-Backed Securities         |
| GNMA_21-122L                                          | 2051-07-20      | 2.5000%  | N/A     | $30220000.00       | $2276471.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                          | 2053-10-20      | 2.0217%  | N/A     | $138461541.00      | $7780925.90        | Agency Collateralized Mortgage Obligation |
| GNMA_10-31                                            | 2040-03-20      | 1.3111%  | N/A     | $473125000.00      | $1575386.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162G                                          | 2051-09-20      | 2.5000%  | N/A     | $25400000.00       | $1795012.74        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-03-25      | 0.1000%  | N/A     | $1017100000.00     | $5399219.68        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.7280%  | N/A     | $75000000.00       | $3388403.20        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120F                                          | 2052-07-20      | 1.7217%  | N/A     | $40000000.00       | $2652633.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-01-15      | 6.0000%  | N/A     | $1001.00           | $14.02             | Agency Mortgage-Backed Securities         |
| GNMA_22-22D                                           | 2052-02-20      | 0.0000%  | N/A     | $50000000.00       | $51175.12          | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4399%  | N/A     | $72603298.00       | $183674.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 5.5000%  | N/A     | $244374.00         | $245810.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-03-20      | 4.0000%  | N/A     | $6619.00           | $5866.75           | Agency Mortgage-Backed Securities         |
| FREMF_18-K80                                          | 2050-08-25      | 0.1000%  | N/A     | $132838590.00      | $344790.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160  | 2056-01-16      | 0.2880%  | N/A     | $186465000.00      | $405351.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164A                                          | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $750703.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $6573.00           | $6593.62           | Agency Mortgage-Backed Securities         |
| FHLMC_5364B                                           | 2053-12-25      | 2.6780%  | N/A     | $50000000.00       | $2435236.65        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2046-02-15      | 0.0000%  | N/A     | $12.50             | $4.27              | U.S. Treasuries (including strips)        |
| FNSTR_435                                             | 2052-04-25      | 2.0000%  | N/A     | $49899900.00       | $5712671.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083B                                           | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2227168.51        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                            | 2041-09-25      | 2.0636%  | N/A     | $250093527.00      | $2548402.96        | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                           | 2057-07-16      | 0.7600%  | N/A     | $138981000.00      | $418560.44         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                      | 2027-12-01      | 6.0000%  | N/A     | $1238.00           | $4.49              | Agency Mortgage-Backed Securities         |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4868231.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151D                                          | 2054-09-20      | 0.3717%  | N/A     | $80000000.00       | $2937217.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140A                                          | 2051-08-20      | 2.5000%  | N/A     | $192635000.00      | $13314962.36       | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2758170.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45E                                           | 2055-03-20      | 1.0217%  | N/A     | $30000000.00       | $1123368.20        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $524735.92         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                           | 2054-11-25      | 0.9280%  | N/A     | $31150000.00       | $1030053.47        | Agency Collateralized Mortgage Obligation |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                | 2041-08-09      | 2.4500%  | N/A     | $1000.00           | $694.38            | Agency Debentures and Agency Strips       |
| FHLMC_4996                                            | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1108172.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $10296200.00       | $10324705.61       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2053-02-15      | 1.5000%  | N/A     | $2900.00           | $2433.09           | U.S. Treasuries (including strips)        |
| FHLMC_5083F                                           | 2050-10-25      | 3.5000%  | N/A     | $41375933.00       | $3202979.19        | Agency Collateralized Mortgage Obligation |
| GNMA_13-18B                                           | 2043-02-20      | 3.5000%  | N/A     | $85714285.00       | $2034864.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2050-07-15      | 2.5000%  | N/A     | $20592.00          | $8270.04           | Agency Mortgage-Backed Securities         |
| FHR-5087                                              | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $3140399.40        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7940%  | N/A     | $15700000.00       | $1214806.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                           | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1226093.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                           | 2063-06-20      | 1.6717%  | N/A     | $16623169.00       | $313949.37         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                           | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $322256.47         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                            | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $547830.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 5.5000%  | N/A     | $5113.00           | $5117.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-04-15      | 5.5000%  | N/A     | $1659001.00        | $5247.67           | Agency Mortgage-Backed Securities         |
| FNMA_21-12E                                           | 2051-03-25      | 3.0000%  | N/A     | $22300000.00       | $2591736.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1H                                            | 2051-01-20      | 1.8611%  | N/A     | $27390980.00       | $2732945.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1700906.13        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2052-06-20      | 3.0000%  | N/A     | $9071132.00        | $6294842.22        | Agency Mortgage-Backed Securities         |
| FHLMC_5072K                                           | 2051-02-25      | 2.5000%  | N/A     | $88532400.00       | $9210877.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                          | 2054-10-20      | 0.5217%  | N/A     | $100000000.00      | $2361026.57        | Agency Collateralized Mortgage Obligation |
| FNMA_21-53E                                           | 2050-11-25      | 3.0000%  | N/A     | $107041666.00      | $11564123.16       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2053-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2039-04-15      | 5.0000%  | N/A     | $1330370.00        | $7081.02           | Agency Mortgage-Backed Securities         |
| FHSTR_399                                             | 2052-04-25      | 1.5000%  | N/A     | $13840848.00       | $1100621.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2040-07-20      | 5.5000%  | N/A     | $2144279.00        | $60003.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-11-15      | 6.5000%  | N/A     | $1001.00           | $12.57             | Agency Mortgage-Backed Securities         |
| GNMA_20-96F                                           | 2046-01-20      | 1.7611%  | N/A     | $66473586.00       | $2546732.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                           | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1823780.08        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129   | 2031-05-25      | 3.1614%  | N/A     | $10999504.00       | $1700421.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-05-20      | 3.0000%  | N/A     | $66427944.00       | $16373961.02       | Agency Mortgage-Backed Securities         |
| FNMA_21-56H                                           | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $2180023.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5635%  | N/A     | $13000000.00       | $623860.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                           | 2054-05-25      | 2.8280%  | N/A     | $38559235.00       | $2357045.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-09-20      | 4.0000%  | N/A     | $12731.00          | $10000.46          | Agency Mortgage-Backed Securities         |
| GNMA_18-93D                                           | 2048-07-20      | 1.7611%  | N/A     | $50000000.00       | $1165209.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2045-12-01      | 6.0000%  | N/A     | $58426.00          | $10360.17          | Agency Mortgage-Backed Securities         |
| GNMA_20-167P                                          | 2050-11-20      | 3.5000%  | N/A     | $44016000.00       | $3214092.91        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2058-01-16      | 0.8193%  | N/A     | $74900000.00       | $381626.08         | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                          | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1344700.24        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $329036.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                           | 2049-04-20      | 1.6111%  | N/A     | $87633904.00       | $9024412.71        | Agency Collateralized Mortgage Obligation |
| GNMA_22-125D                                          | 2052-07-20      | 1.7217%  | N/A     | $40000000.00       | $2771331.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 1.8217%  | N/A     | $37500000.00       | $1888392.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 0.7780%  | N/A     | $60000000.00       | $2314182.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $5773464.00        | $5794771.30        | Agency Mortgage-Backed Securities         |
| FHLMC_5319B                                           | 2053-07-25      | 1.6280%  | N/A     | $100000000.00      | $3281735.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-08-15      | 4.5000%  | N/A     | $1321.00           | $102.29            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2039-08-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| GNMA_13-129                                           | 2043-09-20      | 1.6611%  | N/A     | $20708456.00       | $147436.94         | Agency Collateralized Mortgage Obligation |
| GNMA_24-147B                                          | 2054-09-20      | 1.5717%  | N/A     | $100000000.00      | $5743104.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146A                                          | 2043-08-20      | 3.5000%  | N/A     | $11597408.00       | $1149592.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147  | 2048-10-20      | 1.7611%  | N/A     | $63301674.00       | $1741417.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                           | 2054-04-20      | 1.6717%  | N/A     | $46414366.00       | $2181224.30        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2031-02-15      | 0.0000%  | N/A     | $55.93             | $44.05             | U.S. Treasuries (including strips)        |
| GNMA_24-132B                                          | 2064-08-20      | 1.5717%  | N/A     | $85321161.00       | $1372600.61        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                                | 2052-08-15      | 0.0000%  | N/A     | $0.04              | $0.01              | U.S. Treasuries (including strips)        |
| FHLMC_5391E                                           | 2054-03-25      | 2.1780%  | N/A     | $100000000.00      | $3125593.43        | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                                            | 2049-06-15      | 4.5000%  | N/A     | $100100.00         | $5717.10           | Agency Collateralized Mortgage Obligation |
| GNMA_23-123E                                          | 2051-02-20      | 4.0000%  | N/A     | $45264805.00       | $7805470.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                           | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2173218.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5392D                                           | 2051-10-25      | 4.5000%  | N/A     | $37026969.00       | $7613235.57        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                               | 2030-10-25      | 2.7403%  | N/A     | $2357000.00        | $286079.67         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172F                                          | 2052-10-20      | 3.9035%  | N/A     | $3726693.00        | $2789765.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70L                                           | 2053-05-20      | 3.0652%  | N/A     | $4166667.00        | $2559620.80        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                          | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1551554.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-06-20      | 5.5000%  | N/A     | $33705.00          | $10436.01          | Agency Mortgage-Backed Securities         |
| GNMA_21-160S                                          | 2051-09-20      | 1.8611%  | N/A     | $26227344.00       | $2913719.70        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                            | 2046-03-25      | 1.7135%  | N/A     | $75000000.00       | $902792.04         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6175%  | N/A     | $25719162.00       | $682216.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                          | 2054-11-20      | 0.1717%  | N/A     | $150000000.00      | $2632134.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                           | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1361062.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 1.5217%  | N/A     | $11232602.00       | $164639.66         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78T                                           | 2051-05-20      | 3.5000%  | N/A     | $16541354.00       | $1531518.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                           | 2048-11-15      | 0.0000%  | N/A     | $93000000.00       | $927136.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                           | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2206912.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1J                                            | 2055-01-20      | 0.0217%  | N/A     | $100000000.00      | $2507889.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 2.0332%  | N/A     | $117787959.00      | $366648.38         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2038-08-15      | 6.0000%  | N/A     | $1009.00           | $4.32              | Agency Mortgage-Backed Securities         |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $34683500.00       | $3346140.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2059-11-15      | 5.2300%  | N/A     | $14580.00          | $14510.21          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                                | 2028-11-15      | 0.0000%  | N/A     | $2115.15           | $1844.28           | U.S. Treasuries (including strips)        |
| GNMA_23-98D                                           | 2053-07-20      | 1.6717%  | N/A     | $71769230.00       | $1791793.30        | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                             | 2052-11-15      | 5.0000%  | N/A     | $101376.00         | $18588.15          | Agency Collateralized Mortgage Obligation |

### Security 172: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344778685.44
- **C.18.a - Value (excl. sponsor support):** $344778685.44
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4456A                                          | 2045-03-15      | 3.0000%  | N/A     | $2311060.00        | $1856355.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5130A                                          | 2051-08-25      | 0.0000%  | N/A     | $35000000.00       | $52298.30          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-02-01      | 2.5700%  | N/A     | $161705.00         | $127466.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $480458.93         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 4.2360%  | N/A     | $1341.00           | $1115.09           | Agency Mortgage-Backed Securities         |
| FHLMC_5000W                                          | 2050-07-25      | 2.5000%  | N/A     | $28610532.00       | $2462194.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5427A                                          | 2054-07-25      | 0.0000%  | N/A     | $1923077.00        | $1127887.78        | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.1635%  | N/A     | $42412200.00       | $51172.31          | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 1.6136%  | N/A     | $33000000.00       | $158513.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 1.6111%  | N/A     | $29250000.00       | $1228192.15        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3238                               | 2036-11-15      | 2.0432%  | N/A     | $30000000.00       | $84491.39          | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.2217%  | N/A     | $29001154.00       | $1552390.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-10-20      | 4.5000%  | N/A     | $668319.00         | $35314.52          | Agency Mortgage-Backed Securities         |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15220091.00       | $2034267.05        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85A                                          | 2049-07-20      | 1.6611%  | N/A     | $28514769.00       | $1036404.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $2002569.17        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3549                               | 2039-07-15      | 1.3532%  | N/A     | $56066666.00       | $7542.79           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5444C                              | 2054-08-25      | 5.4420%  | N/A     | $928024.00         | $797272.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5420G                                          | 2054-06-25      | 1.6280%  | N/A     | $12301441.00       | $790971.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1130595.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132D                                         | 2054-08-20      | 9.0869%  | N/A     | $587639.00         | $604582.76         | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 1.9417%  | N/A     | $32384320.00       | $1757444.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $1753099.00        | $1293300.78        | Agency Mortgage-Backed Securities         |
| FHLMC_45-50                                          | 2046-02-15      | 1.6032%  | N/A     | $13250000.00       | $321935.91         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-56                                | 2053-11-25      | 5.7220%  | N/A     | $1750000.00        | $1038768.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 1.0280%  | N/A     | $100319.00         | $5346.75           | Agency Collateralized Mortgage Obligation |
| GNMA_23-106C                                         | 2053-07-20      | 1.6217%  | N/A     | $39064000.00       | $1013151.55        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47  | 2036-08-16      | 2.3569%  | N/A     | $207160131.00      | $334822.49         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2924                               | 2035-01-15      | 2.2532%  | N/A     | $128670867.00      | $64387.42          | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 1.5635%  | N/A     | $118886400.00      | $728487.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 7.0000%  | N/A     | $1433888.00        | $1508604.46        | Agency Mortgage-Backed Securities         |
| GNMA_20-76A                                          | 2050-05-20      | 1.6611%  | N/A     | $15622546.00       | $670166.98         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 1.6636%  | N/A     | $38000000.00       | $460249.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-08-15      | 5.0000%  | N/A     | $13902.00          | $155.65            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $11248.00          | $11114.13          | Agency Mortgage-Backed Securities         |
| GNMA_15-161B                                         | 2045-11-20      | 1.7611%  | N/A     | $625238.00         | $15582.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $156112.00         | $160454.57         | Agency Mortgage-Backed Securities         |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $655339.44         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3287                               | 2037-03-15      | 2.2532%  | N/A     | $27000000.00       | $64894.77          | Agency Collateralized Mortgage Obligation |
| GNMA_24-204B                                         | 2054-12-20      | 1.7217%  | N/A     | $52255055.00       | $3577889.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5173D                                          | 2050-05-25      | 2.5000%  | N/A     | $4802098.00        | $616930.22         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4V                                           | 2054-01-20      | 3.5000%  | N/A     | $3383800.00        | $2651519.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8A                                           | 2054-08-20      | 0.0000%  | N/A     | $34886126.00       | $364123.54         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                         | 2044-08-16      | 1.1568%  | N/A     | $35501323.00       | $688244.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $7028533.00        | $825969.06         | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $4109167.00        | $325337.94         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 1.7111%  | N/A     | $4587781.00        | $426770.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 6.5000%  | N/A     | $375678.00         | $298789.98         | Agency Mortgage-Backed Securities         |
| GNMA_09-106                                          | 2036-04-20      | 1.6611%  | N/A     | $161210059.00      | $238748.15         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4899409.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $490804.00         | $109062.62         | Agency Mortgage-Backed Securities         |
| GNMA_24-164B                                         | 2054-10-20      | 5.3783%  | N/A     | $287595.00         | $247790.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.9283%  | N/A     | $6256.00           | $6074.25           | Agency Collateralized Mortgage Obligation |
| FHLMC_37-61                                          | 2040-11-15      | 0.3032%  | N/A     | $25000000.00       | $63643.40          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $4175255.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 2.6717%  | N/A     | $33052669.00       | $1807263.73        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3575                               | 2039-04-15      | 2.1532%  | N/A     | $20000000.00       | $20474.90          | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5239391.00        | $9317.66           | Agency Collateralized Mortgage Obligation |
| FHLMC_5336A                                          | 2053-09-25      | 0.0000%  | N/A     | $5510103.00        | $3179200.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $246099.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 5.4583%  | N/A     | $1164148.00        | $915440.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 6.0000%  | N/A     | $5006784.00        | $363013.22         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_30437                                | 2035-02-25      | 2.2536%  | N/A     | $14545453.00       | $13657.82          | Agency Collateralized Mortgage Obligation |
| GNMA_25-6M                                           | 2055-01-16      | 3.5000%  | N/A     | $3675000.00        | $3049571.76        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42D                                          | 2051-07-25      | 2.5000%  | N/A     | $1027.00           | $655.69            | Agency Collateralized Mortgage Obligation |
| GNMA_24-190B                                         | 2054-11-20      | 1.6717%  | N/A     | $49828352.00       | $3439685.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5445D                                          | 2054-08-25      | 2.7280%  | N/A     | $36962800.00       | $3011722.91        | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.2611%  | N/A     | $273000000.00      | $900532.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17  | 2037-04-16      | 2.1069%  | N/A     | $40000000.00       | $79397.22          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 6.0000%  | N/A     | $1848128.00        | $1724053.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-06-15      | 5.0000%  | N/A     | $9919.00           | $245.13            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.3032%  | N/A     | $37044931.00       | $3244.94           | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2280%  | N/A     | $13857066.00       | $1266977.38        | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 1.6611%  | N/A     | $74239973.00       | $1245990.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_4178                                           | 2043-03-15      | 3.5000%  | N/A     | $1193.00           | $255.72            | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2048-04-25      | 1.5635%  | N/A     | $33156137.00       | $1648746.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12  | 2040-01-16      | 1.9568%  | N/A     | $24000000.00       | $43750.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-65N                                          | 2053-12-20      | 1.4717%  | N/A     | $136451552.00      | $3448815.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5164F                                          | 2051-11-25      | 4.0000%  | N/A     | $2365120.00        | $280254.52         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $300000.00         | $38249.98          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $63793.33          | Agency Collateralized Mortgage Obligation |
| FNMA_21-25D                                          | 2051-05-25      | 2.5076%  | N/A     | $21675862.00       | $524563.38         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-87                                | 2039-11-25      | 1.8135%  | N/A     | $103151785.00      | $151161.84         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 1.6568%  | N/A     | $299414.00         | $2008.40           | Agency Collateralized Mortgage Obligation |
| FHLMC_5383B                                          | 2047-08-15      | 2.2004%  | N/A     | $46905024.00       | $2215888.30        | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                          | 2041-01-25      | 2.0535%  | N/A     | $27857143.00       | $360582.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $519909.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39  | 2035-06-20      | 1.7611%  | N/A     | $50000000.00       | $35051.49          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $986681.00         | $181556.95         | Agency Mortgage-Backed Securities         |
| FHLMC_5371F                                          | 2054-01-25      | 29.0924% | N/A     | $4125855.00        | $5325729.94        | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 1.6636%  | N/A     | $31164258.00       | $503470.63         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-42                                | 2040-05-25      | 1.9635%  | N/A     | $42500000.00       | $11089.26          | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                           | 2042-01-15      | 2.0283%  | N/A     | $60000000.00       | $479285.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.0000%  | N/A     | $654434.00         | $671509.30         | Agency Mortgage-Backed Securities         |
| FNMA_15-26                                           | 2045-05-25      | 2.0135%  | N/A     | $15000000.00       | $236110.65         | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1594116.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1036.77           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $3905710.00        | $3920483.57        | Agency Mortgage-Backed Securities         |
| GNMA_22-197M                                         | 2052-11-20      | 0.0000%  | N/A     | $412023.00         | $227574.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5179B                                          | 2052-01-25      | 2.5000%  | N/A     | $5000000.00        | $681146.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 5.5000%  | N/A     | $8304945.00        | $8141000.58        | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KG04  | 2030-11-25      | 0.8452%  | N/A     | $4977392.00        | $182441.04         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 1.8611%  | N/A     | $7000000.00        | $655518.75         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65K                                          | 2049-05-20      | 4.5000%  | N/A     | $2153.00           | $443.16            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52762.00          | $26176.27          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $3098990.00        | $2152630.61        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2621760.00        | $215967.36         | Agency Mortgage-Backed Securities         |
| FNMA_24-8A                                           | 2054-03-25      | 2.6780%  | N/A     | $71993363.00       | $4876140.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5362A                                          | 2053-12-25      | 0.0000%  | N/A     | $4642858.00        | $2545543.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_4942G                                          | 2050-01-25      | 1.5635%  | N/A     | $23332918.00       | $949714.19         | Agency Collateralized Mortgage Obligation |
| FNMA_21-49A                                          | 2048-10-25      | 2.5000%  | N/A     | $12100900.00       | $1198051.25        | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 1.6280%  | N/A     | $19793856.00       | $988642.67         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1532%  | N/A     | $36910346.00       | $3217.17           | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6636%  | N/A     | $29492770.00       | $802092.67         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-54     | 2054-08-25      | 5.5720%  | N/A     | $4219000.00        | $3027183.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.7217%  | N/A     | $36404091.00       | $2583600.79        | Agency Collateralized Mortgage Obligation |
| FHMS_K106                                            | 2030-01-25      | 1.3164%  | N/A     | $100000.00         | $4915.06           | Agency Collateralized Mortgage Obligation |
| FHLMC_5149M                                          | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $286200.65         | Agency Collateralized Mortgage Obligation |
| GNMA_19-86                                           | 2049-07-20      | 4.8389%  | N/A     | $30409306.00       | $8668810.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.0000%  | N/A     | $545484.00         | $556434.07         | Agency Mortgage-Backed Securities         |
| FNMA_23-20B                                          | 2061-03-25      | 2.1348%  | N/A     | $1987966.00        | $73385.07          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.40           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $3700000.00        | $363712.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $814.93            | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $4984239.00        | $192062.67         | Agency Collateralized Mortgage Obligation |
| GNMA_25-34C                                          | 2055-02-20      | 0.9717%  | N/A     | $37681300.00       | $1559657.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5160G                                          | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1415850.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $1026.00           | $318.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.5000%  | N/A     | $1507880.00        | $1481350.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-09-20      | 6.0000%  | N/A     | $415000.00         | $81215.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12     | 2055-03-25      | 5.6720%  | N/A     | $618621.00         | $579071.24         | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $73269.33          | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                           | 2050-08-25      | 2.5000%  | N/A     | $952416.00         | $122054.04         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.0000%  | N/A     | $100030.00         | $734.31            | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.9147%  | N/A     | $33500000.00       | $2327879.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5181L                                          | 2049-03-25      | 2.5000%  | N/A     | $14000000.00       | $1773843.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 1.8717%  | N/A     | $30299593.00       | $2190703.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.0000%  | N/A     | $1304749.00        | $1259186.98        | Agency Mortgage-Backed Securities         |
| FNMA_12-128                                          | 2042-11-25      | 1.7135%  | N/A     | $30000000.00       | $356977.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $59154.00          | $60567.92          | Agency Mortgage-Backed Securities         |
| GNMA_23-176A                                         | 2053-11-20      | 6.2283%  | N/A     | $1728891.00        | $806381.13         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.4283%  | N/A     | $762005.00         | $706335.41         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 1.6111%  | N/A     | $62300250.00       | $2687842.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 5.3283%  | N/A     | $836727.00         | $800918.13         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 2.0777%  | N/A     | $4368424.00        | $44201.87          | Agency Collateralized Mortgage Obligation |
| GNMA_24-105E                                         | 2054-06-20      | 1.0217%  | N/A     | $133333334.00      | $4913025.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $8646818.00        | $4954635.38        | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.4066%  | N/A     | $157677272.00      | $599846.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-81E                                          | 2054-05-20      | 1.0217%  | N/A     | $100000000.00      | $3954913.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426G                                          | 2054-06-25      | 0.8280%  | N/A     | $43124993.00       | $1389022.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $500000.00         | $62622.27          | Agency Collateralized Mortgage Obligation |
| FNMA_21-81E                                          | 2061-12-25      | 2.3232%  | N/A     | $31347966.00       | $820279.33         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                          | 2049-10-20      | 1.6111%  | N/A     | $23561122.00       | $744416.60         | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.1068%  | N/A     | $88104086.00       | $810514.01         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5458                               | 2054-09-25      | 5.3220%  | N/A     | $1117598.00        | $1077406.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 6.0000%  | N/A     | $4000000.00        | $10381.29          | Agency Mortgage-Backed Securities         |
| GNMA_14-152                                          | 2044-10-20      | 1.1611%  | N/A     | $57000000.00       | $448456.42         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 2.3278%  | N/A     | $63684502.00       | $745282.75         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7780%  | N/A     | $100215.00         | $8179.77           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14  | 2040-02-16      | 2.1069%  | N/A     | $25000000.00       | $60806.26          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $31926.00          | $33096.46          | Agency Mortgage-Backed Securities         |
| GNMA_23-98D                                          | 2053-07-20      | 6.1353%  | N/A     | $5119081.00        | $2777332.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.2032%  | N/A     | $103471.00         | $26.52             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $3551802.00        | $430647.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 0.8580%  | N/A     | $39261824.00       | $1601984.24        | Agency Collateralized Mortgage Obligation |
| GNMA_16-61                                           | 2046-05-20      | 1.6111%  | N/A     | $7000000.00        | $206122.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.5670%  | N/A     | $150899.00         | $25505.95          | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0636%  | N/A     | $40416825.00       | $353064.25         | Agency Collateralized Mortgage Obligation |
| GNMA_21-214A                                         | 2051-12-20      | 2.5000%  | N/A     | $2442560.00        | $1533012.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200D                                         | 2053-05-20      | 1.8217%  | N/A     | $20070981.00       | $1162879.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2525000.00        | $1674524.82        | Agency Mortgage-Backed Securities         |
| GNMA_23-70A                                          | 2053-05-20      | 5.3283%  | N/A     | $512025.00         | $409263.81         | Agency Collateralized Mortgage Obligation |
| GNMA_23-13A                                          | 2053-01-20      | 1.9217%  | N/A     | $14422000.00       | $732087.20         | Agency Collateralized Mortgage Obligation |
| FNMA_15-2                                            | 2045-02-25      | 1.6636%  | N/A     | $56835041.00       | $738752.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362200.00         | $364608.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 6.0000%  | N/A     | $55000.00          | $39747.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $1125.00           | $288.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 7.0000%  | N/A     | $1001.00           | $1043.35           | Agency Mortgage-Backed Securities         |
| FHLMC_5437C                                          | 2054-08-25      | 2.7780%  | N/A     | $28974766.00       | $2132336.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 18.9562% | N/A     | $2660388.00        | $3229997.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $656581.00         | $294894.19         | Agency Mortgage-Backed Securities         |
| GNMA_24-128B                                         | 2054-08-20      | 2.3417%  | N/A     | $100000.00         | $6412.45           | Agency Collateralized Mortgage Obligation |
| GNMA_19-97D                                          | 2049-08-20      | 1.6111%  | N/A     | $33952064.00       | $1113211.20        | Agency Collateralized Mortgage Obligation |
| FNMA_19-82A                                          | 2050-01-25      | 3.0000%  | N/A     | $1723.00           | $740.35            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $200001.00         | $22787.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2052-04-25      | 5.0000%  | N/A     | $31971020.00       | $31015945.33       | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $214578.00         | $30.69             | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                          | 2039-03-16      | 1.5569%  | N/A     | $50000000.00       | $160655.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444A                                          | 2054-08-25      | 2.7780%  | N/A     | $51607232.00       | $3145881.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-10-15      | 4.5000%  | N/A     | $40799726.00       | $1091794.26        | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $23861236.00       | $15968943.17       | Agency Collateralized Mortgage Obligation |
| FHLMC_4656E                                          | 2047-02-15      | 4.0000%  | N/A     | $115000.00         | $146946.24         | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.3136%  | N/A     | $94696183.00       | $308583.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6780%  | N/A     | $15063600.00       | $330833.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5312B                                          | 2053-05-25      | 1.7780%  | N/A     | $27289562.00       | $1902215.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 4.5000%  | N/A     | $10011648.00       | $9338957.11        | Agency Mortgage-Backed Securities         |
| GNMA_24-H08D                                         | 2074-05-20      | 0.9195%  | N/A     | $7183017.00        | $491593.86         | Agency Collateralized Mortgage Obligation |
| FNMA_02-8                                            | 2032-03-25      | 3.6318%  | N/A     | $55000000.00       | $2957.06           | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 1.6336%  | N/A     | $6405661.00        | $309118.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $5281918.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-7J                                           | 2050-01-20      | 4.8889%  | N/A     | $71341186.00       | $30938923.50       | Agency Collateralized Mortgage Obligation |
| GNMA_12-96                                           | 2042-08-20      | 1.6611%  | N/A     | $50739057.00       | $896798.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659439.00        | $623814.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.0000%  | N/A     | $1132790.00        | $519006.77         | Agency Mortgage-Backed Securities         |
| FNMA_11-101                                          | 2041-10-25      | 4.0000%  | N/A     | $1131.00           | $223.99            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-09-20      | 1.8111%  | N/A     | $17857142.00       | $545696.72         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $105935.00         | $9.82              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $12227.00          | $12403.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2401867.00        | $4096.09           | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7717%  | N/A     | $10601971.00       | $881760.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2611%  | N/A     | $79814845.00       | $3792.37           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-05-01      | 7.0000%  | N/A     | $1001.00           | $85.15             | Agency Mortgage-Backed Securities         |
| FHLMC_5095A                                          | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1190642.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426F                                          | 2054-06-25      | 0.8280%  | N/A     | $64979240.00       | $2829878.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $5210091.00        | $5173670.14        | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.2136%  | N/A     | $50000115.00       | $24487.72          | Agency Collateralized Mortgage Obligation |
| GNMA_23-66H                                          | 2053-05-20      | 1.8217%  | N/A     | $16750000.00       | $759493.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967517.00        | $644848.89         | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.0636%  | N/A     | $15333333.00       | $183216.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $101797.00         | $17.73             | Agency Collateralized Mortgage Obligation |
| GNMA_23-116G                                         | 2053-08-20      | 5.5283%  | N/A     | $237080.00         | $133711.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 2.0918%  | N/A     | $43734086.00       | $921169.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 2.5000%  | N/A     | $6488507.00        | $558613.99         | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 2.1620%  | N/A     | $82366191.00       | $417097.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 4.9430%  | N/A     | $3229388.00        | $3058392.43        | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 5.5783%  | N/A     | $1649200.00        | $947170.38         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6280%  | N/A     | $3600256.00        | $262660.58         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_17-M13                          | 2027-09-25      | 2.9350%  | N/A     | $45000.00          | $29260.89          | Agency Collateralized Mortgage Obligation |
| FNMA_03-123                                          | 2033-12-25      | 6.0000%  | N/A     | $1000.00           | $264.14            | Agency Collateralized Mortgage Obligation |
| FHLMC_5092Y                                          | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $31464.18          | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 1.5532%  | N/A     | $36091396.00       | $892148.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                          | 2053-11-25      | 2.8280%  | N/A     | $8988673.00        | $683264.17         | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $1800000.00        | $206719.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                          | 2043-08-15      | 2.3363%  | N/A     | $76400829.00       | $999861.01         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300110.00         | $31812.97          | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.2032%  | N/A     | $100005.00         | $909.56            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $624703.00         | $651119.78         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_05-89                                | 2035-10-25      | 2.2635%  | N/A     | $31962174.00       | $34699.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1044685.00        | $1042712.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                          | 2055-02-25      | 0.0541%  | N/A     | $595000000.00      | $217029.58         | Agency Collateralized Mortgage Obligation |

### Security 174: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GT2, C.4 - ISIN: US3130B4GT28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448792962.82
- **C.18.a - Value (excl. sponsor support):** $448792962.82
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKSEXT7
- **C.18 - Value (incl. sponsor support):** $4248000000.00
- **C.18.a - Value (excl. sponsor support):** $4248000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $166798400.00      | $223796810.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $83561300.00       | $80104216.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | N/A     | $213123000.00      | $247939977.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $161607000.00      | $210962699.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $6600.00           | $6992.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $606223000.00      | $700106886.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $135200.00         | $168126.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $18834100.00       | $20380256.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $60180300.00       | $79534200.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $19918800.00       | $20399573.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $244292900.00      | $249999904.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $44100.00          | $46808.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $7804500.00        | $8788693.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $184800.00         | $200593.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $5753600.00        | $5829362.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $25170100.00       | $29222032.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $560807800.00      | $541357467.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $29539400.00       | $29729393.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $30059500.00       | $30536077.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $309621700.00      | $314757802.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $396700.00         | $409549.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $280372600.00      | $310170518.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $86947300.00       | $88128966.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $579082800.00      | $556015146.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $549778300.00      | $369591880.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $24436300.00       | $29135894.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $19546200.00       | $25175921.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $48176300.00       | $60503937.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $41996000.00       | $45858189.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $52679900.00       | $54001648.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $79200.00          | $100525.08         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1618386652.38
- **C.18.a - Value (excl. sponsor support):** $1618386652.38
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDKSEYT6
- **C.18 - Value (incl. sponsor support):** $768000000.00
- **C.18.a - Value (excl. sponsor support):** $768000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_23-82G                                          | 2053-06-20      | 1.6717%  | N/A     | $70000000.00       | $2732346.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $259954.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $124732.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $75328.31          | Agency Collateralized Mortgage Obligation |
| GNMA_17-117                                          | 2047-08-20      | 1.7611%  | N/A     | $29041714.00       | $1195048.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $33282.00          | Agency Collateralized Mortgage Obligation |
| GNMA_24-134H                                         | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $57405.25          | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                          | 2055-02-25      | 1.5280%  | N/A     | $53440146.00       | $3661019.16        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.6217%  | N/A     | $75000000.00       | $3566607.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $240047.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $7134548.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $30042.31          | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $2953.07           | Agency Collateralized Mortgage Obligation |
| GNMA_24-94B                                          | 2054-06-20      | 1.0217%  | N/A     | $67567336.00       | $2577940.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.0917%  | N/A     | $125000000.00      | $4810163.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $191639.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $37423.94          | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.1187%  | N/A     | $50000000.00       | $4499850.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $7398.67           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106 | 2039-11-20      | 1.9111%  | N/A     | $142784000.00      | $442663.93         | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.1611%  | N/A     | $65131833.00       | $615360.85         | Agency Collateralized Mortgage Obligation |
| GNMA_12-113                                          | 2042-01-20      | 2.3111%  | N/A     | $22004881.00       | $1546.50           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134A                                         | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $39960.03          | Agency Collateralized Mortgage Obligation |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $614773.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2052-01-25      | 5.0000%  | N/A     | $63698000.00       | $63260762.77       | Agency Collateralized Mortgage Obligation |
| GNMA_24-46B                                          | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $689389.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3995493.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $4163990.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 1.5701%  | N/A     | $50000000.00       | $2378500.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083                                           | 2051-03-25      | 2.5000%  | N/A     | $6755779.00        | $711212.35         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116K                                         | 2053-08-20      | 6.0000%  | N/A     | $11384000.00       | $12708187.81       | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 2.8717%  | N/A     | $68104006.00       | $5733204.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 1.7217%  | N/A     | $37500000.00       | $3468694.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 0.6780%  | N/A     | $50000000.00       | $1624900.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 2.7280%  | N/A     | $87500000.00       | $6880957.43        | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $6393.09           | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $8238249.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2044-05-20      | 1.5611%  | N/A     | $23898589.00       | $846991.13         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.5217%  | N/A     | $31000000.00       | $1628708.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 1.0217%  | N/A     | $50000000.00       | $2114824.22        | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3631996.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7717%  | N/A     | $50000000.00       | $3701203.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168C                                         | 2054-10-20      | 1.1217%  | N/A     | $50000000.00       | $2636475.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395B                                          | 2054-04-25      | 1.5780%  | N/A     | $50000000.00       | $2153436.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $92360.47          | Agency Collateralized Mortgage Obligation |
| GNMA_21-78                                           | 2051-05-20      | 4.0000%  | N/A     | $13364372.00       | $1182082.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 0.7780%  | N/A     | $70000000.00       | $2412029.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.7280%  | N/A     | $20000000.00       | $468348.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $114136.28         | Agency Collateralized Mortgage Obligation |
| GNMA_21-154B                                         | 2051-09-20      | 2.5000%  | N/A     | $33659165.00       | $2403742.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3679187.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $59249.20          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $23994554.61       | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $9037977.87        | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1256405.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.6517%  | N/A     | $100000000.00      | $4928362.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 0.8701%  | N/A     | $50000000.00       | $3601950.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $20465.86          | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $3206266.17        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1724969.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140B                                         | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $10560.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $87969.57          | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $550541.67         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $364860.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8   | 2039-02-16      | 1.6568%  | N/A     | $128571429.00      | $307353.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5412F                                          | 2054-05-25      | 1.4780%  | N/A     | $35000000.00       | $1453280.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.5217%  | N/A     | $30000000.00       | $1576169.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $18438094.27       | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $18439.74          | Agency Collateralized Mortgage Obligation |
| GNMA_23-59B                                          | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $44492.47          | Agency Collateralized Mortgage Obligation |
| GNMA_24-81D                                          | 2054-05-20      | 1.2717%  | N/A     | $50000000.00       | $1803453.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $6460.29           | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $199329.97         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142Q                                         | 2053-10-20      | 1.1417%  | N/A     | $250000000.00      | $6333039.58        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6801870.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $7071772.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $923475.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 1.5580%  | N/A     | $110180020.00      | $6000717.93        | Agency Collateralized Mortgage Obligation |
| GNMA_21-142F                                         | 2051-08-20      | 3.5000%  | N/A     | $53146829.00       | $5125074.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 1.6717%  | N/A     | $50000000.00       | $3612062.99        | Agency Collateralized Mortgage Obligation |
| GNMA_03-41A                                          | 2033-05-20      | 3.2611%  | N/A     | $25000000.00       | $828.16            | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0017%  | N/A     | $250000000.00      | $3043015.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.4020%  | N/A     | $20000000.00       | $1474940.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                         | 2054-09-20      | 1.5617%  | N/A     | $100000000.00      | $6365132.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $18288.57          | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2988785.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90C                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1002900.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471F                                          | 2054-11-25      | 0.1280%  | N/A     | $33862634.00       | $609601.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 1.6111%  | N/A     | $11185079.00       | $479174.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22D                                          | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $316131.32         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2260377.55        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $270007.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-94C                                          | 2054-06-20      | 2.3217%  | N/A     | $100000000.00      | $7286530.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $25192.62          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46C                                          | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $36077.36          | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $625537.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 2.7780%  | N/A     | $50000000.00       | $4700543.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $20430.55          | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1979424.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $87244.54          | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $738150.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $808.17            | Agency Collateralized Mortgage Obligation |
| GNMA_15-20                                           | 2045-02-20      | 1.1611%  | N/A     | $57578855.00       | $532050.85         | Agency Collateralized Mortgage Obligation |
| GNMA_14-41                                           | 2044-03-16      | 2.3068%  | N/A     | $30000000.00       | $276260.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142C                                         | 2054-09-20      | 2.3217%  | N/A     | $80000000.00       | $7219099.22        | Agency Collateralized Mortgage Obligation |
| GNMA_12-84F                                          | 2042-07-16      | 1.6068%  | N/A     | $83772143.00       | $2747787.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168A                                         | 2054-10-20      | 1.1517%  | N/A     | $175000000.00      | $9150078.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.2500%  | N/A     | $9801437.00        | $6408789.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1212436.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $74618.94          | Agency Collateralized Mortgage Obligation |
| GNMA_21-130E                                         | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $608075.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-27B                                          | 2055-02-20      | 1.6217%  | N/A     | $100000000.00      | $5961408.38        | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $1064927.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2051-10-25      | 5.0000%  | N/A     | $53208000.00       | $52911406.78       | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7717%  | N/A     | $50000000.00       | $3555036.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $33699.35          | Agency Collateralized Mortgage Obligation |
| FHLMC_5396D                                          | 2054-04-25      | 0.9780%  | N/A     | $12000000.00       | $394537.06         | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 1.7611%  | N/A     | $64912745.00       | $1298296.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1428109.53        | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $514854.23         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $808878.66         | Agency Collateralized Mortgage Obligation |
| GNMA_20-102D                                         | 2050-07-20      | 1.7611%  | N/A     | $3328000.00        | $148820.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-90D                                          | 2055-05-20      | 0.8030%  | N/A     | $163449087.00      | $7559847.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.1711%  | N/A     | $43058548.00       | $707956.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $14294.20          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2049-02-20      | 1.6111%  | N/A     | $32705658.00       | $2763929.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90B                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1019200.00        | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $596658.61         | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                           | 2041-06-20      | 1.6411%  | N/A     | $167610000.00      | $423903.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 1.6780%  | N/A     | $100000000.00      | $4277974.48        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 1.6111%  | N/A     | $19880943.00       | $1590211.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1696196.75        | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $20660.68          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.6780%  | N/A     | $15000000.00       | $338972.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119K                                         | 2051-07-20      | 2.5000%  | N/A     | $27716780.00       | $2468103.04        | Agency Collateralized Mortgage Obligation |
| GNMA_18-51A                                          | 2048-04-20      | 1.7611%  | N/A     | $30888200.00       | $1169127.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 0.9217%  | N/A     | $70000000.00       | $2151842.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-25G                                          | 2051-08-20      | 3.0000%  | N/A     | $22124287.00       | $2554893.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85B                                          | 2053-06-20      | 1.7217%  | N/A     | $50000000.00       | $1270135.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167T                                         | 2051-06-20      | 2.3717%  | N/A     | $103667052.00      | $15576672.43       | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 1.6117%  | N/A     | $100000000.00      | $6415023.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.0917%  | N/A     | $100000000.00      | $3941020.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $19049.36          | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.1711%  | N/A     | $90727657.00       | $453095.80         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78E                                          | 2051-05-20      | 4.5000%  | N/A     | $18097071.00       | $1632806.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-185A                                         | 2054-11-20      | 0.1217%  | N/A     | $100000000.00      | $1018745.14        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $3118.26           | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $66722.52          | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.0917%  | N/A     | $250000000.00      | $6380932.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5354B                                          | 2053-10-25      | 1.7280%  | N/A     | $102874154.00      | $4961744.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441H                                          | 2054-06-25      | 5.5000%  | N/A     | $11313993.00       | $11177585.42       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $14540.61          | Agency Collateralized Mortgage Obligation |
| GNMA_23-140E                                         | 2051-05-20      | 2.5000%  | N/A     | $12773427.00       | $1654364.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                          | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $3084200.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-67A                                          | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $2965556.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $455266.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                         | 2054-09-20      | 2.3717%  | N/A     | $125000000.00      | $9917989.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $16400.05          | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $6000859.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 5.0000%  | N/A     | $21792000.00       | $21060699.22       | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.6611%  | N/A     | $86172451.00       | $2112072.40        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4878338.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5396D                                          | 2054-04-25      | 0.9280%  | N/A     | $18000000.00       | $575165.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.0715%  | N/A     | $9914899.00        | $603129.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 2.6780%  | N/A     | $78809211.00       | $5581419.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-34                                           | 2063-03-16      | 1.4365%  | N/A     | $85977069.00       | $5287486.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                          | 2044-09-25      | 1.6636%  | N/A     | $42418596.00       | $1157110.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90B                                          | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $2017600.00        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $160293.52         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3819558.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-194K                                         | 2051-11-20      | 2.5000%  | N/A     | $25500000.00       | $2211621.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                          | 2055-04-20      | 0.8217%  | N/A     | $125000000.00      | $5215160.21        | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5647131.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-08-20      | 1.6117%  | N/A     | $224379061.00      | $10900807.54       | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                          | 2055-02-20      | 6.5000%  | N/A     | $19000000.00       | $1847652.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46B                                          | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $175199.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 1.0017%  | N/A     | $115000000.00      | $5870080.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 0.8280%  | N/A     | $20000000.00       | $513409.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $423033.86         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $110178523.00      | $16063308.68       | Agency Collateralized Mortgage Obligation |
| GNMA_24-203A                                         | 2054-12-20      | 1.0717%  | N/A     | $75000000.00       | $2786303.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 1.5780%  | N/A     | $100000000.00      | $4454004.62        | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.1568%  | N/A     | $90187500.00       | $302226.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                         | 2050-07-20      | 1.7611%  | N/A     | $75209809.00       | $4088934.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $17629.16          | Agency Collateralized Mortgage Obligation |
| GNMA_21-78C                                          | 2051-05-20      | 4.5000%  | N/A     | $75000000.00       | $7311310.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-125C                                         | 2051-07-20      | 2.5000%  | N/A     | $35173200.00       | $2563465.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $5277.85           | Agency Collateralized Mortgage Obligation |
| FHLMC_5015                                           | 2050-09-25      | 4.0000%  | N/A     | $29555395.00       | $2524488.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168B                                         | 2054-10-20      | 1.0817%  | N/A     | $225000000.00      | $10832277.08       | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 1.6136%  | N/A     | $30403981.00       | $3143925.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5163E                                          | 2051-09-25      | 4.0000%  | N/A     | $9076844.00        | $1092575.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5387D                                          | 2054-03-25      | 5.5000%  | N/A     | $20808418.00       | $21375633.78       | Agency Collateralized Mortgage Obligation |
| GNMA_23-140F                                         | 2050-02-20      | 3.0000%  | N/A     | $16044480.00       | $2148462.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.0780%  | N/A     | $109076657.00      | $5297333.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 0.9217%  | N/A     | $77306893.00       | $3537133.04        | Agency Collateralized Mortgage Obligation |
| GNMA_11-69                                           | 2041-05-20      | 0.9411%  | N/A     | $2855000.00        | $8724.13           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134E                                         | 2054-08-20      | 1.6217%  | N/A     | $75000000.00       | $4947687.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 1.5717%  | N/A     | $57668708.00       | $2918962.33        | Agency Collateralized Mortgage Obligation |
| GNMA_19-151C                                         | 2049-12-20      | 3.0000%  | N/A     | $12823568.00       | $1015866.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $153000000.00      | $17986051.71       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.8111%  | N/A     | $100000.00         | $423.39            | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $6169.94           | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $259080.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                          | 2055-03-25      | 1.6280%  | N/A     | $202044975.00      | $11352336.52       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $6118417.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0000%  | N/A     | $100000000.00      | $29222.55          | Agency Collateralized Mortgage Obligation |
| GNMA_24-116A                                         | 2054-07-20      | 2.2717%  | N/A     | $90000000.00       | $6810267.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5440L                                          | 2054-08-25      | 0.7780%  | N/A     | $14609250.00       | $458419.26         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $123411.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $32028.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5376.84           | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 1.6217%  | N/A     | $146894968.00      | $8030472.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $32007.63          | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $18801277.18       | Agency Collateralized Mortgage Obligation |
| GNMA_21-197C                                         | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $6167690.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3440664.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.0780%  | N/A     | $26923076.00       | $1713970.86        | Agency Collateralized Mortgage Obligation |
| GNMA_14-27                                           | 2044-02-16      | 1.6568%  | N/A     | $57270053.00       | $694117.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5E                                           | 2051-04-20      | 3.5000%  | N/A     | $117145386.00      | $22150125.12       | Agency Collateralized Mortgage Obligation |
| GNMA_19-38E                                          | 2049-03-20      | 1.6111%  | N/A     | $38282717.00       | $462928.38         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.0117%  | N/A     | $235000000.00      | $5738428.94        | Agency Collateralized Mortgage Obligation |

### Security 178: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $384360605.77
- **C.18.a - Value (excl. sponsor support):** $384360605.77
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2187195830.61
- **C.18.a - Value (excl. sponsor support):** $2187195830.61
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38260587.50
- **C.18.a - Value (excl. sponsor support):** $38260587.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDKSEXH3
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F2; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 5.0000%  | N/A     | $19741688.00       | $18685441.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $2100724.00        | $2092043.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 5.5000%  | N/A     | $56852620.00       | $56846155.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $1810077.00        | $1845442.88        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2028-03-31      | 1.2500%  | N/A     | $50938400.00       | $47425136.78       | U.S. Treasuries (including strips)        |
| FEDERAL HOME LN MTG CORP MULTI             | 2043-05-15      | 3.5000%  | N/A     | $33440000.00       | $31603753.87       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $116460864.00      | $118124662.69      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $441836.75         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 5.5000%  | N/A     | $9565573.00        | $9505535.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $86508305.00       | $84093757.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 5.5000%  | N/A     | $2511966.00        | $2477080.17        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 6.0000%  | N/A     | $49998800.00       | $48312377.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $83734.00          | $82584.69          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $95090784.00       | $96309183.45       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-04-01      | 5.5000%  | N/A     | $780870.00         | $691272.59         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $2328121.00        | $2305270.84        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $1156902.00        | $1158298.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | N/A     | $5020763.00        | $2222.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 5.5000%  | N/A     | $2549775.00        | $2306137.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.5000%  | N/A     | $6882577.00        | $6837486.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $5421592.00        | $5505286.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.0000%  | N/A     | $1294584.00        | $1254636.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $2798128.00        | $2775065.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.5000%  | N/A     | $600690.00         | $528085.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $3971440.00        | $3926067.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $9263183.00        | $9322845.63        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 5.0000%  | N/A     | $1186039.00        | $1148696.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $4981472.00        | $4977763.57        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.5000%  | N/A     | $2877967.00        | $2983008.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 5.5000%  | N/A     | $1915684.00        | $1861505.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-05-01      | 4.0000%  | N/A     | $10417000.00       | $1752323.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $15741163.00       | $15300740.62       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.0000%  | N/A     | $2669104.00        | $2578333.12        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $5534843.00        | $5566382.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $63988708.00       | $60976077.49       | Agency Mortgage-Backed Securities         |
| FHLMC_M044                                 | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $36932013.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $73149.00          | $66556.72          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.0000%  | N/A     | $3037550.00        | $2949341.91        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $97875240.00       | $99048203.05       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-06-01      | 5.5000%  | N/A     | $28402469.00       | $25539049.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 5.5000%  | N/A     | $500000.00         | $496267.90         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $28535516.00       | $28348567.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $3573392.00        | $3557057.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $3106105.00        | $3099808.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $2698475.00        | $2660267.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $45651012.00       | $42726937.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $1531000.00        | $1517711.88        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $2123490.00        | $2163294.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-03-01      | 5.5000%  | N/A     | $779985.00         | $679221.56         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $15907217.00       | $15803017.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $2100260.00        | $2088472.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $19604547.00       | $19522248.89       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $34047.00          | $33693.57          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 6.0000%  | N/A     | $3539065.00        | $3158172.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 5.5000%  | N/A     | $6737902.00        | $6665600.80        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $20286617.00       | $20135206.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $59598526.00       | $57246150.86       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $2874519.00        | $2915605.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $2397259.00        | $2375440.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 6.0000%  | N/A     | $2374190.00        | $2410442.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 7.0000%  | N/A     | $650000.00         | $682034.53         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 6.0000%  | N/A     | $18601132.00       | $18375075.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $4434661.00        | $4276457.00        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2028-02-15      | 2.7500%  | N/A     | $122024600.00      | $119321334.37      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $4308982.00        | $4271615.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.5000%  | N/A     | $21579450.00       | $22264384.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 5.5000%  | N/A     | $31385825.00       | $30498871.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $974.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.0000%  | N/A     | $24467593.00       | $24800367.80       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2028-05-15      | 2.8750%  | N/A     | $125312700.00      | $121830745.65      | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $3592163.00        | $3574086.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.0000%  | N/A     | $1031357.00        | $1002227.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $2071400.00        | $1436923.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.0000%  | N/A     | $1093400.00        | $1062654.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 5.5000%  | N/A     | $119508.00         | $117637.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $27490068.00       | $27394830.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $2128485.00        | $2107078.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $2827956.00        | $2864106.31        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $132296262.00      | $133354142.82      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.0000%  | N/A     | $6410607.00        | $6222620.94        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2028-05-31      | 1.2500%  | N/A     | $76918300.00       | $71623987.18       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.5000%  | N/A     | $47936.00          | $39935.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 6.5000%  | N/A     | $26054644.00       | $26667796.70       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $2874900.00        | $2856696.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-06-01      | 5.0000%  | N/A     | $640000.00         | $597904.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $16676799.00       | $17020713.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-10-01      | 5.0000%  | N/A     | $1500000.00        | $1323356.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $1302017.00        | $1192138.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $4761904.00        | $4625531.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $4193808.00        | $3832140.19        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.5000%  | N/A     | $5793859.00        | $5991003.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.0000%  | N/A     | $2505507.00        | $2430992.31        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2026-06-30      | 0.8750%  | N/A     | $70351700.00       | $68162966.53       | U.S. Treasuries (including strips)        |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 5.5000%  | N/A     | $6996581.00        | $6786076.22        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.5000%  | N/A     | $164235.00         | $152259.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-10-01      | 6.0000%  | N/A     | $43660099.00       | $38216863.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.0000%  | N/A     | $1025982.00        | $994529.37         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.5000%  | N/A     | $70165370.00       | $72543422.51       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 5.5000%  | N/A     | $16875808.00       | $15895209.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.5000%  | N/A     | $898450.00         | $890052.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $1147610.00        | $1144657.84        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136750590.28
- **C.18.a - Value (excl. sponsor support):** $136750590.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSCFN4
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $1903512400.00     | $1887000071.41     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3293335310.84
- **C.18.a - Value (excl. sponsor support):** $3293335310.84
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NV5, C.4 - ISIN: US912797NV50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2796168549.02
- **C.18.a - Value (excl. sponsor support):** $2796168549.02
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDKSEXG5
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $200.00            | $151.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $12978683.49       | $6119656.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $200.00            | $191.69            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-06-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer