# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001145549-25-050740
**Filing Date:** 2025-8
**Character Count:** 761162
**Document Hash:** e698d40b7b557fe942a94b511ad85e95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050740.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050740

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251192262

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $155259211663.27

- **Amortized Cost of Portfolio Securities:** $155257213405.18

- **Cash:** $15830126626.03

- **Total Other Assets:** $206890873.03

- **Total Liabilities:** $506262670.31

- **Net Assets of Series:** $170787968233.93

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $150982371158.72          | $151426286673.43           | 84.5800%                  | 84.8300%                   |
| 2025-07-02 | $149967997011.93          | $150411964401.66           | 84.5000%                  | 84.7500%                   |
| 2025-07-03 | $137705865695.45          | $138534884960.20           | 83.3300%                  | 83.8300%                   |
| 2025-07-07 | $140171514262.92          | $141679187039.88           | 83.5800%                  | 84.4800%                   |
| 2025-07-08 | $141310274898.52          | $142817994408.23           | 83.6900%                  | 84.5800%                   |
| 2025-07-09 | $144868956401.64          | $146376746493.58           | 84.0300%                  | 84.9000%                   |
| 2025-07-10 | $142347104057.03          | $143469930014.71           | 83.9800%                  | 84.6400%                   |
| 2025-07-11 | $144755361836.53          | $145199777971.25           | 84.5200%                  | 84.7800%                   |
| 2025-07-14 | $144909225307.03          | $145353823137.64           | 84.5400%                  | 84.8000%                   |
| 2025-07-15 | $145667610856.58          | $146112233672.18           | 84.6100%                  | 84.8700%                   |
| 2025-07-16 | $143242481548.81          | $144052157168.28           | 84.3900%                  | 84.8700%                   |
| 2025-07-17 | $140982285957.30          | $141427014378.85           | 84.1800%                  | 84.4500%                   |
| 2025-07-18 | $136394451910.00          | $136839233133.63           | 83.7200%                  | 83.9900%                   |
| 2025-07-21 | $143528433814.41          | $143973382360.98           | 84.4100%                  | 84.6700%                   |
| 2025-07-22 | $144113262669.95          | $144558256765.25           | 84.4600%                  | 84.7300%                   |
| 2025-07-23 | $146707416439.41          | $147152469355.55           | 84.7000%                  | 84.9500%                   |
| 2025-07-24 | $146336877336.22          | $146781976083.66           | 84.6600%                  | 84.9200%                   |
| 2025-07-25 | $144403638454.29          | $145548795738.21           | 84.4800%                  | 85.1500%                   |
| 2025-07-28 | $146230863930.47          | $147376173643.77           | 84.6500%                  | 85.3100%                   |
| 2025-07-29 | $143050482769.94          | $144195845224.70           | 84.3700%                  | 85.0400%                   |
| 2025-07-30 | $143570902723.01          | $144716317917.45           | 84.4100%                  | 85.0900%                   |
| 2025-07-31 | $145582945251.50          | $146028414277.60           | 84.9900%                  | 85.2500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%             |
| 2025-07-02 | 0.0000%             |
| 2025-07-03 | 0.0000%             |
| 2025-07-07 | 0.0000%             |
| 2025-07-08 | 0.0000%             |
| 2025-07-09 | 0.0000%             |
| 2025-07-10 | 0.0000%             |
| 2025-07-11 | 0.0000%             |
| 2025-07-14 | 0.0000%             |
| 2025-07-15 | 0.0000%             |
| 2025-07-16 | 0.0000%             |
| 2025-07-17 | 0.0000%             |
| 2025-07-18 | 0.0000%             |
| 2025-07-21 | 0.0000%             |
| 2025-07-22 | 0.0000%             |
| 2025-07-23 | 0.0000%             |
| 2025-07-24 | 0.0000%             |
| 2025-07-25 | 0.0000%             |
| 2025-07-28 | 0.0000%             |
| 2025-07-29 | 0.0000%             |
| 2025-07-30 | 0.0000%             |
| 2025-07-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.0000                      |
|  |  |
| 2025-07-02 | 0.0000                      |
|  |  |
| 2025-07-03 | 0.0000                      |
|  |  |
| 2025-07-07 | 0.0000                      |
|  |  |
| 2025-07-08 | 0.0000                      |
|  |  |
| 2025-07-09 | 0.0000                      |
|  |  |
| 2025-07-10 | 0.0000                      |
|  |  |
| 2025-07-11 | 0.0000                      |
|  |  |
| 2025-07-14 | 0.0000                      |
|  |  |
| 2025-07-15 | 0.0000                      |
|  |  |
| 2025-07-16 | 0.0000                      |
|  |  |
| 2025-07-17 | 0.0000                      |
|  |  |
| 2025-07-18 | 0.0000                      |
|  |  |
| 2025-07-21 | 0.0000                      |
|  |  |
| 2025-07-22 | 0.0000                      |
|  |  |
| 2025-07-23 | 0.0000                      |
|  |  |
| 2025-07-24 | 0.0000                      |
|  |  |
| 2025-07-25 | 0.0000                      |
|  |  |
| 2025-07-28 | 0.0000                      |
|  |  |
| 2025-07-29 | 0.0000                      |
|  |  |
| 2025-07-30 | 0.0000                      |
|  |  |
| 2025-07-31 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $170787968233.93

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.0000          |
|  |  |
| 2025-07-02 | 0.0000          |
|  |  |
| 2025-07-03 | 0.0000          |
|  |  |
| 2025-07-07 | 0.0000          |
|  |  |
| 2025-07-08 | 0.0000          |
|  |  |
| 2025-07-09 | 0.0000          |
|  |  |
| 2025-07-10 | 0.0000          |
|  |  |
| 2025-07-11 | 0.0000          |
|  |  |
| 2025-07-14 | 0.0000          |
|  |  |
| 2025-07-15 | 0.0000          |
|  |  |
| 2025-07-16 | 0.0000          |
|  |  |
| 2025-07-17 | 0.0000          |
|  |  |
| 2025-07-18 | 0.0000          |
|  |  |
| 2025-07-21 | 0.0000          |
|  |  |
| 2025-07-22 | 0.0000          |
|  |  |
| 2025-07-23 | 0.0000          |
|  |  |
| 2025-07-24 | 0.0000          |
|  |  |
| 2025-07-25 | 0.0000          |
|  |  |
| 2025-07-28 | 0.0000          |
|  |  |
| 2025-07-29 | 0.0000          |
|  |  |
| 2025-07-30 | 0.0000          |
|  |  |
| 2025-07-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $620000000.00
- **C.18.a - Value (excl. sponsor support):** $620000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Assoc. | 2028-08-01      | 3.0000%  | 0.0000% | $1525000.00        | $68701.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-08-01      | 2.5000%  | 0.0000% | $2000000.00        | $39922.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-09-01      | 2.0000%  | 0.0000% | $13093313.00       | $421755.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-10-01      | 2.5000%  | 0.0000% | $4904962.00        | $124029.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-10-01      | 2.5000%  | 0.0000% | $542426.00         | $70813.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-11-01      | 2.5000%  | 0.0000% | $4500000.00        | $133681.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-12-01      | 2.0000%  | 0.0000% | $2500000.00        | $86971.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $87384.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $90695.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $338221.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-03-01      | 3.0000%  | 0.0000% | $4000000.00        | $140535.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-04-01      | 3.0000%  | 0.0000% | $1600000.00        | $57948.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-08-01      | 3.0000%  | 0.0000% | $2450000.00        | $106582.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-09-01      | 3.0000%  | 0.0000% | $6207027.00        | $304378.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-10-01      | 2.0000%  | 0.0000% | $1505655.00        | $55112.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-04-01      | 3.5000%  | 0.0000% | $3100000.00        | $204295.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-06-01      | 3.5000%  | 0.0000% | $3500000.00        | $227566.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-07-01      | 3.5000%  | 0.0000% | $1598109.00        | $102202.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-09-01      | 3.5000%  | 0.0000% | $1500000.00        | $83517.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $71922.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-07-01      | 3.0000%  | 0.0000% | $1800000.00        | $189472.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-06-01      | 3.0000%  | 0.0000% | $3000000.00        | $307050.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-09-01      | 3.0000%  | 0.0000% | $1425000.00        | $166151.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-11-01      | 2.5000%  | 0.0000% | $1285100.00        | $170674.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $242317.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $241719.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-11-01      | 2.0000%  | 0.0000% | $1075000.00        | $326656.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-10-01      | 2.5000%  | 0.0000% | $500000.00         | $143093.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $320944.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-02-01      | 1.5000%  | 0.0000% | $1250000.00        | $456537.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $364307.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.0000%  | 0.0000% | $143244.00         | $144496.11         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.0000%  | 0.0000% | $455506.00         | $458788.06         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7829070.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 5.0000%  | 0.0000% | $8024980.00        | $7834229.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 5.5000%  | 0.0000% | $2276999.00        | $2279664.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 5.5000%  | 0.0000% | $5231115.00        | $5228472.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 5.5000%  | 0.0000% | $1792291.00        | $1794593.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-10-01      | 6.5000%  | 0.0000% | $4142731.00        | $3858949.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $105089.00         | $97112.71          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 5.0000%  | 0.0000% | $31229657.00       | $30405439.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-02-20      | 6.0000%  | 0.0000% | $77000.00          | $6372.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 5.5000%  | 0.0000% | $1500.00           | $122.40            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 6.0000%  | 0.0000% | $2500.00           | $312.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-06-20      | 5.5000%  | 0.0000% | $30000.00          | $3240.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-10-01      | 2.8300%  | 0.0000% | $6350000.00        | $5897494.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-11-01      | 3.0600%  | 0.0000% | $2000000.00        | $1954380.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-11-01      | 4.7890%  | 0.0000% | $1300000.00        | $1297373.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-05-01      | 3.5800%  | 0.0000% | $2500000.00        | $2141083.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-03-01      | 4.7340%  | 0.0000% | $10000000.00       | $9739850.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-10-01      | 2.5000%  | 0.0000% | $2810000.00        | $84566.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-12-01      | 3.0000%  | 0.0000% | $3431410.00        | $240194.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-11-01      | 3.0000%  | 0.0000% | $4619073.00        | $304036.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-12-01      | 3.0000%  | 0.0000% | $1764419.00        | $215226.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-12-01      | 3.0000%  | 0.0000% | $2118325.00        | $248782.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-01-01      | 3.0000%  | 0.0000% | $4086599.00        | $344710.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-01-01      | 3.0000%  | 0.0000% | $5274068.00        | $483902.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-01-01      | 2.0000%  | 0.0000% | $3896751.00        | $152234.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-04-01      | 3.0000%  | 0.0000% | $6504540.00        | $765348.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-08-01      | 2.5000%  | 0.0000% | $5200000.00        | $263729.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-10-01      | 3.5000%  | 0.0000% | $3299526.00        | $297093.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-10-01      | 3.5000%  | 0.0000% | $2500000.00        | $156709.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-02-01      | 2.5000%  | 0.0000% | $2400000.00        | $202072.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $174657.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-05-01      | 3.0000%  | 0.0000% | $1800000.00        | $130319.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-09-01      | 2.5000%  | 0.0000% | $4250000.00        | $640961.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-03-01      | 2.0000%  | 0.0000% | $3000000.00        | $146456.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-01-01      | 2.5000%  | 0.0000% | $9749000.00        | $1699156.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-01-01      | 2.5000%  | 0.0000% | $2525000.00        | $474131.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-01-01      | 2.0000%  | 0.0000% | $7000000.00        | $325900.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-02-01      | 2.0000%  | 0.0000% | $2500000.00        | $96278.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-04-01      | 2.5000%  | 0.0000% | $1300000.00        | $54241.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-04-01      | 2.5000%  | 0.0000% | $2150000.00        | $97292.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-04-01      | 1.5000%  | 0.0000% | $5453030.00        | $161750.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-05-01      | 2.0000%  | 0.0000% | $6596774.00        | $228768.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-08-01      | 3.5000%  | 0.0000% | $2703321.00        | $486213.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-08-01      | 3.5000%  | 0.0000% | $506850.00         | $36211.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-05-01      | 3.5000%  | 0.0000% | $3201974.00        | $144955.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-05-01      | 3.0000%  | 0.0000% | $2100000.00        | $105842.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $2070105.00        | $2065550.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $19695123.00       | $20053693.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $15903865.00       | $15990629.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $17118215.00       | $17335834.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $6506156.00        | $6622245.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $15681006.00       | $15958637.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $17389924.00       | $17741429.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $1893850.00        | $1893398.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $8373295.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $9931023.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $8238635.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $6992562.00        | $7116183.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $5716231.00        | $5817698.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $6554189.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $6590359.00        | $6722864.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $1277735.00        | $1277560.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $1893599.00        | $1892307.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2025-11-01      | 2.0000%  | 0.0000% | $4000000.00        | $9860.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-11-01      | 3.5000%  | 0.0000% | $10735024.00       | $1040070.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-07-01      | 2.0000%  | 0.0000% | $3300000.00        | $488705.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-09-01      | 2.5000%  | 0.0000% | $895000.00         | $127600.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $204018.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-05-01      | 3.5000%  | 0.0000% | $2750000.00        | $610254.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-07-01      | 3.5000%  | 0.0000% | $523000.00         | $61349.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-09-01      | 2.5000%  | 0.0000% | $14835967.00       | $3560310.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-07-01      | 3.5000%  | 0.0000% | $1031072.00        | $39046.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 3.0000%  | 0.0000% | $26690.00          | $21491.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-02-01      | 2.0000%  | 0.0000% | $3894971.00        | $150637.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-09-01      | 4.0000%  | 0.0000% | $2089838.00        | $379124.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $738799.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-09-01      | 3.5000%  | 0.0000% | $5300000.00        | $1204354.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $156647.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-07-01      | 2.5000%  | 0.0000% | $2560100.00        | $1270399.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-06-01      | 2.5000%  | 0.0000% | $16539841.00       | $9250704.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-11-01      | 2.5000%  | 0.0000% | $1475230.00        | $886517.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $6254843.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $4792574.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 3.0000%  | 0.0000% | $2967733.00        | $2068930.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 6.5000%  | 0.0000% | $7274973.00        | $6892445.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $40345788.00       | $39260850.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2032-06-01      | 3.0000%  | 0.0000% | $8926705.00        | $6354076.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2033-07-01      | 3.5000%  | 0.0000% | $12231540.00       | $10362981.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2032-01-01      | 1.5000%  | 0.0000% | $22025333.00       | $18298365.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-01-01      | 5.0000%  | 0.0000% | $22178040.00       | $20468211.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2033-11-01      | 3.0000%  | 0.0000% | $15592839.00       | $14099753.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $11888060.92       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $11808773.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-03-01      | 3.0000%  | 0.0000% | $1238998.00        | $1159901.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2032-03-01      | 1.5000%  | 0.0000% | $608735.00         | $549156.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-03-01      | 4.0000%  | 0.0000% | $6500000.00        | $1801309.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-05-01      | 3.5000%  | 0.0000% | $750000.00         | $217552.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-02-01      | 2.5000%  | 0.0000% | $3990354.00        | $2271408.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-12-01      | 3.5000%  | 0.0000% | $285000.00         | $134419.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $953975.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.5000%  | 0.0000% | $3445742.00        | $2439935.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 3.0000%  | 0.0000% | $14673149.00       | $11132935.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-06-01      | 2.5000%  | 0.0000% | $2500000.00        | $64282.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-08-01      | 3.0000%  | 0.0000% | $7657973.00        | $616067.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-02-01      | 4.0000%  | 0.0000% | $1775000.00        | $106405.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-01-01      | 2.5000%  | 0.0000% | $2000000.00        | $222949.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-02-01      | 3.5000%  | 0.0000% | $3302623.00        | $202308.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $22884.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-06-20      | 6.0000%  | 0.0000% | $27000.00          | $3013.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 5.5000%  | 0.0000% | $2000.00           | $192.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-04-20      | 5.5000%  | 0.0000% | $1250.00           | $351.73            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-11-20      | 7.0000%  | 0.0000% | $52000.00          | $21108.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-12-20      | 7.0000%  | 0.0000% | $50000.00          | $16472.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-01-20      | 7.0000%  | 0.0000% | $35000.00          | $11827.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 7.0000%  | 0.0000% | $9000.00           | $9267.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 5.0000%  | 0.0000% | $1295999.00        | $1261587.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 5.0000%  | 0.0000% | $170000.00         | $166691.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 5.5000%  | 0.0000% | $95000.00          | $95281.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 6.0000%  | 0.0000% | $145000.00         | $148087.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 7.0000%  | 0.0000% | $975000.00         | $1015485.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 6.5000%  | 0.0000% | $275000.00         | $283340.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-10-01      | 3.0000%  | 0.0000% | $11394853.00       | $1023800.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-04-01      | 2.5000%  | 0.0000% | $46900000.00       | $1568042.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 2.5000%  | 0.0000% | $46900000.00       | $2751866.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-07-01      | 3.0000%  | 0.0000% | $7075000.00        | $1352564.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-08-01      | 3.0000%  | 0.0000% | $30000000.00       | $2789708.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1015642.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-04-01      | 3.0000%  | 0.0000% | $14000000.00       | $1632354.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-01-01      | 3.0000%  | 0.0000% | $1274.00           | $14.96             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $1093212.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-10-01      | 3.0000%  | 0.0000% | $1010000.00        | $99280.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-12-01      | 3.5000%  | 0.0000% | $3700000.00        | $216929.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-03-01      | 3.0000%  | 0.0000% | $5750000.00        | $868440.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-06-01      | 2.0000%  | 0.0000% | $7262358.00        | $5155470.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-01-01      | 3.5000%  | 0.0000% | $1143060.00        | $749213.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $511599.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-01      | 2.5000%  | 0.0000% | $700000.00         | $532482.01         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2036-04-01      | 2.5000%  | 0.0000% | $3197197.00        | $2918198.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1829058.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2035-10-01      | 3.5000%  | 0.0000% | $6771166.00        | $6166086.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 2.5000%  | 0.0000% | $2035255.00        | $1405181.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $332040.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 3.0000%  | 0.0000% | $21000000.00       | $2187928.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 2.5000%  | 0.0000% | $2331079.00        | $1322427.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $2000482.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-01      | 1.5000%  | 0.0000% | $2000000.00        | $569882.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $306514.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $332395.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-11-01      | 1.5000%  | 0.0000% | $810000.00         | $252992.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-07-01      | 2.0000%  | 0.0000% | $1625443.00        | $400049.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $246632.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $259938.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $941697.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $315598.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-01-01      | 1.5000%  | 0.0000% | $6635000.00        | $2358248.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $384236.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $374985.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-05-01      | 1.5000%  | 0.0000% | $3500000.00        | $1410296.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-08-01      | 1.5000%  | 0.0000% | $3500000.00        | $1550798.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-09-01      | 1.5000%  | 0.0000% | $1089477.00        | $490818.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-05-01      | 1.5000%  | 0.0000% | $500000.00         | $279721.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.5000%  | 0.0000% | $17625460.00       | $14165957.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-11-01      | 3.0000%  | 0.0000% | $25000000.00       | $259634.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-01-01      | 3.5000%  | 0.0000% | $630000.00         | $6396.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $40123.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-04-01      | 3.5000%  | 0.0000% | $5314065.00        | $38910.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-04-01      | 3.2200%  | 0.0000% | $671257.00         | $248734.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-03-01      | 3.5000%  | 0.0000% | $2336000.00        | $30326.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-02-01      | 2.5000%  | 0.0000% | $1990000.00        | $72042.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1486808.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $208897.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-04-01      | 3.5000%  | 0.0000% | $9500000.00        | $98568.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-08-01      | 3.5000%  | 0.0000% | $3610000.00        | $479109.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $11699841.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $536392.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-08-01      | 3.5000%  | 0.0000% | $614933.00         | $54352.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-11-01      | 4.0000%  | 0.0000% | $1175000.00        | $186430.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-05-01      | 2.5000%  | 0.0000% | $17942605.00       | $1510318.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-05-01      | 2.8030%  | 0.0000% | $2117000.00        | $900778.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-02-01      | 3.5000%  | 0.0000% | $1338000.00        | $175187.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-02-01      | 2.5000%  | 0.0000% | $5000000.00        | $720175.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-09-01      | 2.7890%  | 0.0000% | $3735000.00        | $2290663.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-12-01      | 3.5000%  | 0.0000% | $9065000.00        | $711669.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-07-01      | 2.5000%  | 0.0000% | $16100000.00       | $929667.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-08-01      | 3.5000%  | 0.0000% | $1150000.00        | $112173.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-10-01      | 2.5000%  | 0.0000% | $20500000.00       | $1430075.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-02-01      | 4.0000%  | 0.0000% | $10049000.00       | $1562776.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-03-01      | 3.1900%  | 0.0000% | $7448340.00        | $2825460.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-05-01      | 3.0500%  | 0.0000% | $946226.00         | $676262.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-11-01      | 3.4000%  | 0.0000% | $1372000.00        | $1091754.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-08-01      | 3.5700%  | 0.0000% | $850000.00         | $613169.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-02-01      | 2.8900%  | 0.0000% | $1045000.00        | $882302.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-11-01      | 3.1200%  | 0.0000% | $2000000.00        | $1688810.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-02-01      | 3.3400%  | 0.0000% | $25500000.00       | $25162337.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-05-01      | 2.7100%  | 0.0000% | $7420000.00        | $5709113.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-01-01      | 3.1700%  | 0.0000% | $1775690.00        | $1485240.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-10-01      | 3.2000%  | 0.0000% | $1000000.00        | $806243.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-03-01      | 3.1000%  | 0.0000% | $2000000.00        | $1732567.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-06-01      | 2.6800%  | 0.0000% | $2500000.00        | $2399573.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-07-01      | 2.7000%  | 0.0000% | $1276000.00        | $1119328.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-07-01      | 2.8000%  | 0.0000% | $23000000.00       | $19690707.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-08-01      | 2.3400%  | 0.0000% | $2000000.00        | $1959340.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-09-01      | 2.5900%  | 0.0000% | $500000.00         | $490301.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-02-01      | 2.9900%  | 0.0000% | $173664.00         | $166463.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-11-01      | 2.5100%  | 0.0000% | $10000000.00       | $8287490.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-12-01      | 2.9600%  | 0.0000% | $1448023.00        | $1333191.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-03-01      | 3.1500%  | 0.0000% | $2500000.00        | $2177928.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-06-01      | 2.8500%  | 0.0000% | $2185000.00        | $1793735.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-06-01      | 3.1200%  | 0.0000% | $12673000.00       | $10612282.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-06-01      | 4.8640%  | 0.0000% | $3000000.00        | $3002455.00        | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47085045.56
- **C.18.a - Value (excl. sponsor support):** $47085045.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120591663.60
- **C.18.a - Value (excl. sponsor support):** $120591663.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384991706.32
- **C.18.a - Value (excl. sponsor support):** $384991706.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVX1, C.4 - ISIN: US3130AYVX19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $482043077.47
- **C.18.a - Value (excl. sponsor support):** $482043077.47
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005.04
- **C.18.a - Value (excl. sponsor support):** $10005.04
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100051.47
- **C.18.a - Value (excl. sponsor support):** $100051.47
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185172503.25
- **C.18.a - Value (excl. sponsor support):** $185172503.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473690258.86
- **C.18.a - Value (excl. sponsor support):** $473690258.86
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189803826.60
- **C.18.a - Value (excl. sponsor support):** $189803826.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RU9, C.4 - ISIN: US3130B3RU98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750281032.50
- **C.18.a - Value (excl. sponsor support):** $750281032.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192653798.96
- **C.18.a - Value (excl. sponsor support):** $192653798.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163745903.12
- **C.18.a - Value (excl. sponsor support):** $163745903.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53409004.31
- **C.18.a - Value (excl. sponsor support):** $53409004.31
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143023928.19
- **C.18.a - Value (excl. sponsor support):** $143023928.19
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.268100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $970107028.49
- **C.18.a - Value (excl. sponsor support):** $970107028.49
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24731739.50
- **C.18.a - Value (excl. sponsor support):** $24731739.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PT9, C.4 - ISIN: US313313PT90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39449988.80
- **C.18.a - Value (excl. sponsor support):** $39449988.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JZ0, C.4 - ISIN: US313385JZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $267274025.19
- **C.18.a - Value (excl. sponsor support):** $267274025.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KA3, C.4 - ISIN: US313385KA32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $178195000.91
- **C.18.a - Value (excl. sponsor support):** $178195000.91
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442100897.28
- **C.18.a - Value (excl. sponsor support):** $442100897.28
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.163000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44775737.29
- **C.18.a - Value (excl. sponsor support):** $44775737.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $618331053.75
- **C.18.a - Value (excl. sponsor support):** $618331053.75
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14115790.31
- **C.18.a - Value (excl. sponsor support):** $14115790.31
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65044031.00
- **C.18.a - Value (excl. sponsor support):** $65044031.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418180491.93
- **C.18.a - Value (excl. sponsor support):** $418180491.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259327970.69
- **C.18.a - Value (excl. sponsor support):** $259327970.69
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.471000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250152060.00
- **C.18.a - Value (excl. sponsor support):** $250152060.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450674532.31
- **C.18.a - Value (excl. sponsor support):** $450674532.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613876511.09
- **C.18.a - Value (excl. sponsor support):** $613876511.09
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46668228.92
- **C.18.a - Value (excl. sponsor support):** $46668228.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28580471.18
- **C.18.a - Value (excl. sponsor support):** $28580471.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.401000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999337.00
- **C.18.a - Value (excl. sponsor support):** $99999337.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106138689.37
- **C.18.a - Value (excl. sponsor support):** $106138689.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133198729.27
- **C.18.a - Value (excl. sponsor support):** $133198729.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225298636.94
- **C.18.a - Value (excl. sponsor support):** $225298636.94
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119118628.43
- **C.18.a - Value (excl. sponsor support):** $119118628.43
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33220622.51
- **C.18.a - Value (excl. sponsor support):** $33220622.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243930779.03
- **C.18.a - Value (excl. sponsor support):** $243930779.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56488317.89
- **C.18.a - Value (excl. sponsor support):** $56488317.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57331696.10
- **C.18.a - Value (excl. sponsor support):** $57331696.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189909610.91
- **C.18.a - Value (excl. sponsor support):** $189909610.91
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62260025.49
- **C.18.a - Value (excl. sponsor support):** $62260025.49
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66444760.24
- **C.18.a - Value (excl. sponsor support):** $66444760.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47430005.62
- **C.18.a - Value (excl. sponsor support):** $47430005.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247629223.52
- **C.18.a - Value (excl. sponsor support):** $247629223.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270909386.95
- **C.18.a - Value (excl. sponsor support):** $270909386.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30021566.70
- **C.18.a - Value (excl. sponsor support):** $30021566.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175139490.75
- **C.18.a - Value (excl. sponsor support):** $175139490.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50034085.50
- **C.18.a - Value (excl. sponsor support):** $50034085.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339993704.30
- **C.18.a - Value (excl. sponsor support):** $339993704.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129436111.26
- **C.18.a - Value (excl. sponsor support):** $129436111.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70065398.90
- **C.18.a - Value (excl. sponsor support):** $70065398.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301337434.55
- **C.18.a - Value (excl. sponsor support):** $301337434.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.401000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998643.00
- **C.18.a - Value (excl. sponsor support):** $99998643.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $591131764.43
- **C.18.a - Value (excl. sponsor support):** $591131764.43
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28565184.89
- **C.18.a - Value (excl. sponsor support):** $28565184.89
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95060452.30
- **C.18.a - Value (excl. sponsor support):** $95060452.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.401000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250122657.50
- **C.18.a - Value (excl. sponsor support):** $250122657.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94748902.13
- **C.18.a - Value (excl. sponsor support):** $94748902.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247114215.38
- **C.18.a - Value (excl. sponsor support):** $247114215.38
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94962975.64
- **C.18.a - Value (excl. sponsor support):** $94962975.64
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100089828.00
- **C.18.a - Value (excl. sponsor support):** $100089828.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405337215.15
- **C.18.a - Value (excl. sponsor support):** $405337215.15
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156264243.50
- **C.18.a - Value (excl. sponsor support):** $156264243.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33125857.06
- **C.18.a - Value (excl. sponsor support):** $33125857.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85559273.23
- **C.18.a - Value (excl. sponsor support):** $85559273.23
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287677590.94
- **C.18.a - Value (excl. sponsor support):** $287677590.94
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76090985.19
- **C.18.a - Value (excl. sponsor support):** $76090985.19
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26110585.64
- **C.18.a - Value (excl. sponsor support):** $26110585.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591658043.98
- **C.18.a - Value (excl. sponsor support):** $591658043.98
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599838087.50
- **C.18.a - Value (excl. sponsor support):** $599838087.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $578543129.26
- **C.18.a - Value (excl. sponsor support):** $578543129.26
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $706106289.16
- **C.18.a - Value (excl. sponsor support):** $706106289.16
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $416613607.11
- **C.18.a - Value (excl. sponsor support):** $416613607.11
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177513541.32
- **C.18.a - Value (excl. sponsor support):** $177513541.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $537089939.88
- **C.18.a - Value (excl. sponsor support):** $537089939.88
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589703406.59
- **C.18.a - Value (excl. sponsor support):** $589703406.59
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $531247368.86
- **C.18.a - Value (excl. sponsor support):** $531247368.86
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $91780381.47
- **C.18.a - Value (excl. sponsor support):** $91780381.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $714579036.48
- **C.18.a - Value (excl. sponsor support):** $714579036.48
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $126236227.09
- **C.18.a - Value (excl. sponsor support):** $126236227.09
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.36_0801
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Assoc. | 2053-05-01      | 5.0000%  | 0.0000% | $60000000.00       | $48235301.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $45982621.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-01-01      | 5.5000%  | 0.0000% | $21481146.00       | $20968388.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $43721916.00       | $45001243.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.5000%  | 0.0000% | $61036112.00       | $48392188.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $40311511.00       | $36220257.65       | Agency Mortgage-Backed Securities |

### Security 84: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2046-08-01      | 3.5000%  | 0.0000% | $56000000.00       | $14684393.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-11-01      | 4.0000%  | 0.0000% | $20563373.00       | $14434130.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-06-01      | 4.0000%  | 0.0000% | $65000000.00       | $16219503.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 4.5000%  | 0.0000% | $67780402.00       | $14732178.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.0000%  | 0.0000% | $22417952.00       | $15074313.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $18569000.00       | $14326246.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $14273358.00       | $11416435.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $20000000.00       | $16945634.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $16864000.00       | $16706129.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-06-01      | 3.5000%  | 0.0000% | $99909219.00       | $13114704.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-05-01      | 4.0000%  | 0.0000% | $58000000.00       | $13442209.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.5000%  | 0.0000% | $26818118.00       | $15345618.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 4.5000%  | 0.0000% | $19673036.00       | $14937024.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-01-01      | 5.5000%  | 0.0000% | $13750664.00       | $11186686.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 5.0000%  | 0.0000% | $709429.00         | $519191.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $14590539.00       | $12319792.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 5.0000%  | 0.0000% | $16300000.00       | $12284604.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 5.0000%  | 0.0000% | $20000000.00       | $15699019.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 4.5000%  | 0.0000% | $15000000.00       | $12025250.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-01-01      | 5.0000%  | 0.0000% | $14725028.00       | $12629255.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-01-01      | 6.0000%  | 0.0000% | $25253560.00       | $16646795.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-04-01      | 6.0000%  | 0.0000% | $7081486.00        | $5515829.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 6.0000%  | 0.0000% | $15218000.00       | $13223797.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 6.5000%  | 0.0000% | $15900000.00       | $13435035.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 6.5000%  | 0.0000% | $12520000.00       | $11310104.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-07-01      | 3.5000%  | 0.0000% | $31856471.00       | $14795734.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 4.0000%  | 0.0000% | $16743286.00       | $11159437.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 6.0000%  | 0.0000% | $20548841.00       | $15774918.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 5.0000%  | 0.0000% | $14180000.00       | $12420378.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-02-01      | 3.5000%  | 0.0000% | $61976913.00       | $11241910.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 5.5000%  | 0.0000% | $16625052.00       | $14433736.45       | Agency Mortgage-Backed Securities |

### Security 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1971613583.17
- **C.18.a - Value (excl. sponsor support):** $1971613583.17
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $795068898.38
- **C.18.a - Value (excl. sponsor support):** $795068898.38
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1791528631.41
- **C.18.a - Value (excl. sponsor support):** $1791528631.41
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2784645652.96
- **C.18.a - Value (excl. sponsor support):** $2784645652.96
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1839694496.04
- **C.18.a - Value (excl. sponsor support):** $1839694496.04
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1362896453.63
- **C.18.a - Value (excl. sponsor support):** $1362896453.63
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.172500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3292939200.27
- **C.18.a - Value (excl. sponsor support):** $3292939200.27
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.202500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2649042484.22
- **C.18.a - Value (excl. sponsor support):** $2649042484.22
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1291205566.15
- **C.18.a - Value (excl. sponsor support):** $1291205566.15
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84574994.68
- **C.18.a - Value (excl. sponsor support):** $84574994.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2575513345.91
- **C.18.a - Value (excl. sponsor support):** $2575513345.91
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1895003224.82
- **C.18.a - Value (excl. sponsor support):** $1895003224.82
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $319137379.29
- **C.18.a - Value (excl. sponsor support):** $319137379.29
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1304445048.79
- **C.18.a - Value (excl. sponsor support):** $1304445048.79
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.195000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5290999592.02
- **C.18.a - Value (excl. sponsor support):** $5290999592.02
- **C.19 - Percentage of Net Assets:** 3.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.394000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $630320322.62
- **C.18.a - Value (excl. sponsor support):** $630320322.62
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2122820607.48
- **C.18.a - Value (excl. sponsor support):** $2122820607.48
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3223372999.12
- **C.18.a - Value (excl. sponsor support):** $3223372999.12
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $858236450.44
- **C.18.a - Value (excl. sponsor support):** $858236450.44
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1290745705.58
- **C.18.a - Value (excl. sponsor support):** $1290745705.58
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3090029624.83
- **C.18.a - Value (excl. sponsor support):** $3090029624.83
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.247500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1859774399.97
- **C.18.a - Value (excl. sponsor support):** $1859774399.97
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2522347975.43
- **C.18.a - Value (excl. sponsor support):** $2522347975.43
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.155000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2878291503.53
- **C.18.a - Value (excl. sponsor support):** $2878291503.53
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5440498026.40
- **C.18.a - Value (excl. sponsor support):** $5440498026.40
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $688210746.00
- **C.18.a - Value (excl. sponsor support):** $688210746.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $903392153.94
- **C.18.a - Value (excl. sponsor support):** $903392153.94
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96856469.05
- **C.18.a - Value (excl. sponsor support):** $96856469.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1962883303.34
- **C.18.a - Value (excl. sponsor support):** $1962883303.34
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2124981709.20
- **C.18.a - Value (excl. sponsor support):** $2124981709.20
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2784700327.49
- **C.18.a - Value (excl. sponsor support):** $2784700327.49
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.185000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $640231959.84
- **C.18.a - Value (excl. sponsor support):** $640231959.84
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $846836983.87
- **C.18.a - Value (excl. sponsor support):** $846836983.87
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.225000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $948893926.81
- **C.18.a - Value (excl. sponsor support):** $948893926.81
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $493017015.00
- **C.18.a - Value (excl. sponsor support):** $493017015.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.291500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2733480395.57
- **C.18.a - Value (excl. sponsor support):** $2733480395.57
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96341753.29
- **C.18.a - Value (excl. sponsor support):** $96341753.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $732947106.14
- **C.18.a - Value (excl. sponsor support):** $732947106.14
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133415719.18
- **C.18.a - Value (excl. sponsor support):** $133415719.18
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65065225.00
- **C.18.a - Value (excl. sponsor support):** $65065225.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $166077169.81
- **C.18.a - Value (excl. sponsor support):** $166077169.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1230584423.71
- **C.18.a - Value (excl. sponsor support):** $1230584423.71
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2078665712.69
- **C.18.a - Value (excl. sponsor support):** $2078665712.69
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $424008351.78
- **C.18.a - Value (excl. sponsor support):** $424008351.78
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135973933.27
- **C.18.a - Value (excl. sponsor support):** $135973933.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.451000%
- **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):** $731965852.00
- **C.18.a - Value (excl. sponsor support):** $731965852.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134099955.00
- **C.18.a - Value (excl. sponsor support):** $134099955.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139209488.44
- **C.18.a - Value (excl. sponsor support):** $139209488.44
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $429790367.88
- **C.18.a - Value (excl. sponsor support):** $429790367.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.526000%
- **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):** $530768327.77
- **C.18.a - Value (excl. sponsor support):** $530768327.77
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491718601.39
- **C.18.a - Value (excl. sponsor support):** $491718601.39
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $650630574.45
- **C.18.a - Value (excl. sponsor support):** $650630574.45
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $617604161.37
- **C.18.a - Value (excl. sponsor support):** $617604161.37
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.431000%
- **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):** $712732477.29
- **C.18.a - Value (excl. sponsor support):** $712732477.29
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $612241367.25
- **C.18.a - Value (excl. sponsor support):** $612241367.25
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.463000%
- **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):** $2086677474.57
- **C.18.a - Value (excl. sponsor support):** $2086677474.57
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.486000%
- **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):** $1636344776.07
- **C.18.a - Value (excl. sponsor support):** $1636344776.07
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.379000%
- **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):** $1798538982.60
- **C.18.a - Value (excl. sponsor support):** $1798538982.60
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.441000%
- **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):** $611431209.59
- **C.18.a - Value (excl. sponsor support):** $611431209.59
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $424510207.68
- **C.18.a - Value (excl. sponsor support):** $424510207.68
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1475000000.00
- **C.18.a - Value (excl. sponsor support):** $1475000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $125.55            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $113200000.00      | $150586268.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $400.00            | $368.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $500.00            | $474.33            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $600.00            | $708.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $114745700.00      | $106988890.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $340.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $500.00            | $467.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $192.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $26640200.00       | $24857987.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $94920000.00       | $90503562.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.91             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $194717400.00      | $195049055.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $408.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $3484800.00        | $3477178.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $200.00            | $200.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $15746800.00       | $15660081.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $49999900.00       | $51628923.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $6328900.00        | $6516949.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $3000.00           | $3059.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $300.00            | $300.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $6702900.00        | $6775328.53        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.4909%  | 0.0000% | $400.00            | $400.40            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $55998300.00       | $58283711.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $11506900.00       | $11621232.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $5999700.00        | $6008441.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $94607300.00       | $95344490.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $300.56            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $534639400.00      | $532598331.96      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-14      | NA       | 0.0000% | $200.00            | $199.69            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-09      | NA       | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-12      | NA       | 0.0000% | $200.00            | $197.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $1100.00           | $1179.94           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $33500.00          | $54369.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $700.00            | $725.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $91.14             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $4508600.00        | $4594288.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $4682900.00        | $3798928.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $1000.00           | $617.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $148708300.00      | $134604111.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $1200.00           | $1105.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $930100.00         | $857519.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $1565400.00        | $1576789.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $3199900.00        | $3100280.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-31      | 3.0000%  | 0.0000% | $200.00            | $200.77            | U.S. Treasuries (including strips) |

### Security 146: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: N/A, C.5 - Other ID: 927NEF002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2046-08-15      | 1.6459%  | 0.0000% | $292000000.00      | $4687295.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2043-03-15      | 2.1792%  | 0.0000% | $127840972.00      | $1107464.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-10-25      | 0.8500%  | 0.0000% | $10502000.00       | $430776.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-09-25      | 1.6200%  | 0.0000% | $49900000.00       | $2051878.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-12-25      | 1.2000%  | 0.0000% | $23124303.00       | $753177.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-02-25      | 1.4500%  | 0.0000% | $39799947.00       | $1217437.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-02-25      | 2.0100%  | 0.0000% | $25830522.00       | $1513871.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-02-25      | 1.6500%  | 0.0000% | $50000000.00       | $1592290.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.6000%  | 0.0000% | $284029.00         | $17034.76          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS               | 2054-11-25      | 2.8500%  | 0.0000% | $20405198.00       | $2218507.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 2.0520%  | 0.0000% | $74871168.00       | $3131955.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $747507.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.0000%  | 0.0000% | $39000.00          | $29625.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.5000%  | 0.0000% | $29971.00          | $23047.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $801143.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 4.5000%  | 0.0000% | $7032.00           | $5326.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $132566.00         | $109169.82         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP                 | 2051-01-25      | 2.0000%  | 0.0000% | $124499994.00      | $11616283.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-08-15      | 4.2959%  | 0.0000% | $18036.00          | $1.41              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2061-09-25      | 5.5000%  | 0.0000% | $31080446.00       | $4742352.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-11-25      | NA       | 0.0000% | $951862.00         | $541623.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-03-25      | 2.6500%  | 0.0000% | $101913482.00      | $6667017.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                | 2053-12-25      | 17.5499% | 0.0000% | $3299664.00        | $4269503.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-03-25      | 3.7500%  | 0.0000% | $276785.00         | $21479.94          | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                | 2054-10-25      | 1.7000%  | 0.0000% | $200661.00         | $13548.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-08-25      | 2.7500%  | 0.0000% | $3115332.00        | $250164.54         | Agency Mortgage-Backed Securities  |
| FANNIEMAE-ACES                   | 2033-10-25      | 4.7173%  | 0.0000% | $1053.00           | $1056.82           | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                | 2054-08-25      | NA       | 0.0000% | $2936524.00        | $1926516.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2027-01-15      | 2.1959%  | 0.0000% | $322308.00         | $64.35             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 3.5000%  | 0.0000% | $4457.00           | $2986.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 2.6520%  | 0.0000% | $4077752.00        | $283015.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 1.0520%  | 0.0000% | $12655520.00       | $697931.93         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                       | 2054-10-20      | NA       | 0.0000% | $188492.00         | $1.11              | Agency Mortgage-Backed Securities  |
| GINNIE MAE                       | 2054-10-20      | 1.1520%  | 0.0000% | $76324733.00       | $3822150.62        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                       | 2054-11-20      | NA       | 0.0000% | $1447992.00        | $879278.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 1.1020%  | 0.0000% | $23513344.00       | $928433.13         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                  | 2028-11-30      | 1.5000%  | 0.0000% | $10981400.00       | $10199776.89       | U.S. Treasuries (including strips) |
| STRIPS                           | 2036-02-15      | NA       | 0.0000% | $0.11              | $0.07              | U.S. Treasuries (including strips) |
| STRIPS                           | 2037-02-15      | NA       | 0.0000% | $2.22              | $1.30              | U.S. Treasuries (including strips) |
| STRIPS                           | 2039-02-15      | NA       | 0.0000% | $0.22              | $0.11              | U.S. Treasuries (including strips) |
| STRIPS                           | 2038-11-15      | NA       | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |
| STRIPS                           | 2040-08-15      | NA       | 0.0000% | $1.37              | $0.65              | U.S. Treasuries (including strips) |
| STRIPS                           | 2040-11-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS                           | 2041-05-15      | NA       | 0.0000% | $290.18            | $132.56            | U.S. Treasuries (including strips) |
| STRIPS                           | 2042-08-15      | NA       | 0.0000% | $100.00            | $42.33             | U.S. Treasuries (including strips) |
| STRIPS                           | 2048-05-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS                           | 2051-08-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $2667541.00        | $1962656.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $2200000.00        | $1613246.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $262052.00         | $203942.34         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS               | 2055-02-25      | 0.7500%  | 0.0000% | $78723330.00       | $2219124.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS               | 2055-03-25      | 0.8300%  | 0.0000% | $72933179.00       | $2874626.97        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS               | 2053-11-25      | 2.8000%  | 0.0000% | $18444289.00       | $1455368.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS               | 2055-04-25      | 1.0000%  | 0.0000% | $70633638.00       | $3721903.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 2.6500%  | 0.0000% | $8704000.00        | $913611.78         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS               | 2055-08-25      | NA       | 0.0000% | $53072271.00       | $3977023.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2033-05-01      | 3.5100%  | 0.0000% | $340000.00         | $318196.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2032-07-15      | 6.5000%  | 0.0000% | $56.00             | $2.01              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2030-07-01      | 4.3400%  | 0.0000% | $286610.00         | $286877.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-01-20      | 1.5349%  | 0.0000% | $40025792.00       | $285324.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-11-20      | 1.7349%  | 0.0000% | $39274680.00       | $959362.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-02-20      | 1.6349%  | 0.0000% | $13555536.00       | $200507.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-01-20      | 1.5849%  | 0.0000% | $36387141.00       | $1141733.26        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                       | 2055-07-20      | 9.7800%  | 0.0000% | $2552288.00        | $3070362.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 2.5000%  | 0.0000% | $100000.00         | $9648.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | NA       | 0.0000% | $68727122.00       | $652973.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 1.8349%  | 0.0000% | $10974976.00       | $1036119.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-01-20      | NA       | 0.0000% | $60000000.00       | $366194.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-11-20      | NA       | 0.0000% | $318548.00         | $169611.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-12-16      | 1.5455%  | 0.0000% | $20927811.00       | $1184675.51        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | 1.7320%  | 0.0000% | $8000000.00        | $527401.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 1.9320%  | 0.0000% | $58902444.00       | $5193561.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-03-20      | 1.2820%  | 0.0000% | $83400000.00       | $1743253.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 1.2020%  | 0.0000% | $77619700.00       | $1489095.99        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 1.8020%  | 0.0000% | $50000000.00       | $2830994.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 1.7520%  | 0.0000% | $34478208.00       | $2718874.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 2.7520%  | 0.0000% | $32327296.00       | $2599163.53        | Agency Mortgage-Backed Securities  |

### Security 147: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2129000000.00
- **C.18.a - Value (excl. sponsor support):** $2129000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                  | 2055-04-01      | 7.0000%  | 0.0000% | $715157.00         | $760903.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.5000%  | 0.0000% | $2036744.00        | $2119285.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $2660196.00        | $2660516.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.0000%  | 0.0000% | $1727312.00        | $1689593.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $3133500.00        | $3140911.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-07-01      | 5.5000%  | 0.0000% | $13353200.00       | $13355047.19       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.5000%  | 0.0000% | $2415884.00        | $2513935.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $3842244.00        | $3498042.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $4491992.00        | $4453978.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.5000%  | 0.0000% | $2815470.00        | $2927599.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.0000%  | 0.0000% | $1120418.00        | $1100307.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2140060.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $4273264.00        | $4296205.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.6480%  | 0.0000% | $15418480.00       | $14877931.44       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2161194.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-05-01      | 5.5000%  | 0.0000% | $19945280.00       | $19893733.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $2462728.00        | $2075016.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $2695450.00        | $2691952.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $4469936.00        | $4495730.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.5000%  | 0.0000% | $1703394.00        | $1782482.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $12570220.00       | $12560778.04       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $10240128.00       | $10243958.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-06-01      | 6.5000%  | 0.0000% | $1540850.00        | $1606771.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.5000%  | 0.0000% | $11647300.00       | $11627490.91       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $9141168.00        | $9453710.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.0000%  | 0.0000% | $2138992.00        | $2101371.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $10363024.00       | $10373110.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.5000%  | 0.0000% | $1664140.00        | $1742149.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $3416612.00        | $3530887.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $7183648.00        | $7334238.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.5000%  | 0.0000% | $1789730.00        | $1865505.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $7405344.00        | $7678156.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-06-01      | 5.0000%  | 0.0000% | $1247690.00        | $1256471.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $74536960.00       | $75967026.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $6762064.00        | $6795679.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.0000%  | 0.0000% | $2119176.00        | $2091638.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $3253604.00        | $3252930.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $2599884.00        | $2608889.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $36172736.00       | $36901254.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $2099150.00        | $2177060.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $6334320.00        | $6375102.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $3778492.00        | $3851911.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.5000%  | 0.0000% | $9676144.00        | $10083071.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $1430466.00        | $1439876.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $1306500.00        | $1332010.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $3549012.00        | $3646765.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.0000%  | 0.0000% | $2298268.00        | $2247794.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-07-01      | 5.5000%  | 0.0000% | $7325568.00        | $7327035.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 6.0000%  | 0.0000% | $51973952.00       | $49757471.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.0000%  | 0.0000% | $136028928.00      | $130480184.89      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $5192.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 5.0000%  | 0.0000% | $2600000.00        | $30082.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-10-01      | 6.8740%  | 0.0000% | $1182990.00        | $435814.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-10-01      | 7.2130%  | 0.0000% | $2132420.00        | $27789.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-11-01      | 7.0760%  | 0.0000% | $2584696.00        | $18295.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 6.6860%  | 0.0000% | $6700000.00        | $81198.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 3.0000%  | 0.0000% | $41000.00          | $6066.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-08-01      | 4.0000%  | 0.0000% | $3000000.00        | $222591.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 6.1650%  | 0.0000% | $13458280.00       | $131686.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 7.1000%  | 0.0000% | $25053952.00       | $59335.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-12-01      | 6.5760%  | 0.0000% | $10295000.00       | $27811.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 6.8630%  | 0.0000% | $10846960.00       | $215941.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 6.5050%  | 0.0000% | $7000000.00        | $55493.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 6.5020%  | 0.0000% | $1264000.00        | $7566.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 6.0000%  | 0.0000% | $79884287.00       | $150091.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-01      | 6.4020%  | 0.0000% | $927000.00         | $47466.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-06-01      | 6.2550%  | 0.0000% | $140000.00         | $11610.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-11-01      | 6.6300%  | 0.0000% | $592140.00         | $57593.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.0000%  | 0.0000% | $1553248.00        | $1325976.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 2.5000%  | 0.0000% | $1105000.00        | $205864.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $1801376.00        | $1450814.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-09-01      | 3.0000%  | 0.0000% | $1150000.00        | $54773.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-01      | 3.0000%  | 0.0000% | $299000.00         | $10172.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-02-01      | 4.0000%  | 0.0000% | $30000000.00       | $4423670.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-12-01      | 4.5000%  | 0.0000% | $500000.00         | $100522.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-03-01      | 3.0000%  | 0.0000% | $1549306.00        | $313146.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 5.0000%  | 0.0000% | $75000.00          | $19322.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 4.0000%  | 0.0000% | $32608000.00       | $8972450.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-06-01      | 3.5000%  | 0.0000% | $4926256.00        | $1022672.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $26970528.00       | $27996352.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $75242624.00       | $77512304.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-12-20      | 3.5000%  | 0.0000% | $1478314.00        | $144080.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-07-20      | 3.5000%  | 0.0000% | $1016664.00        | $102646.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-10-20      | 5.5000%  | 0.0000% | $179152.00         | $21736.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 3.5000%  | 0.0000% | $44991.00          | $33526.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 6.5000%  | 0.0000% | $47527.00          | $26616.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $827636.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $2042518.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1176773.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2060-05-15      | 5.3900%  | 0.0000% | $2089400.00        | $2132491.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL               | 2055-07-20      | 6.0000%  | 0.0000% | $1317100.00        | $1356061.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-11-20      | 4.5000%  | 0.0000% | $78781696.00       | $73607602.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-01-20      | 2.0000%  | 0.0000% | $71870.00          | $56968.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-05-20      | 5.5000%  | 0.0000% | $36710400.00       | $36633273.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-01-15      | 6.0000%  | 0.0000% | $7694992.00        | $1997613.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-12-20      | 4.5000%  | 0.0000% | $202968.00         | $10812.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 3.0000%  | 0.0000% | $109201408.00      | $62827599.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-08-20      | 3.0000%  | 0.0000% | $9971392.00        | $6600934.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $88955.94          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $7445968.00        | $7237156.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 5.7320%  | 0.0000% | $1803500.00        | $969422.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-01-01      | 6.5000%  | 0.0000% | $595539.00         | $620568.26         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-02-01      | 4.5000%  | 0.0000% | $1640250.00        | $1595190.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 6.0000%  | 0.0000% | $1035600.00        | $1065425.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.5000%  | 0.0000% | $3717230.00        | $3893444.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-03-01      | 6.5000%  | 0.0000% | $8748928.00        | $9069933.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.5000%  | 0.0000% | $1534214.00        | $1599518.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-03-01      | 5.5000%  | 0.0000% | $46299.00          | $45054.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $4086951.00        | $4167706.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $11890944.00       | $12001795.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $5065360.00        | $5066374.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.5000%  | 0.0000% | $1105870.00        | $1160014.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $1224750.00        | $1232973.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 4.5000%  | 0.0000% | $7720968.00        | $7368474.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 4.5000%  | 0.0000% | $2234644.00        | $2132625.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-03-01      | 6.6100%  | 0.0000% | $250000.00         | $11809.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 4.5000%  | 0.0000% | $967195.00         | $304062.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-11-01      | 3.5000%  | 0.0000% | $18205000.00       | $3118926.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-02-01      | 6.7840%  | 0.0000% | $4922136.00        | $629161.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-09-01      | 4.0000%  | 0.0000% | $122233216.00      | $10798956.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-07-01      | 4.0000%  | 0.0000% | $49714000.00       | $16821935.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-11-01      | 3.0000%  | 0.0000% | $174000000.00      | $37899543.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-09-01      | 5.2340%  | 0.0000% | $1000000.00        | $97616.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-02-01      | 3.9920%  | 0.0000% | $938451.00         | $59601.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-12-01      | 5.0000%  | 0.0000% | $1032796.00        | $573139.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-01-01      | 2.5000%  | 0.0000% | $30396000.00       | $16684777.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 6.5000%  | 0.0000% | $1482448.00        | $996785.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $684530.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-04-01      | 5.5000%  | 0.0000% | $6439096.00        | $5827604.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $5163287.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-07-01      | 6.5000%  | 0.0000% | $8990400.00        | $8807754.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 4.5000%  | 0.0000% | $2742704.00        | $2593813.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.5000%  | 0.0000% | $30742048.00       | $31001762.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.0000%  | 0.0000% | $11719376.00       | $11510090.03       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $2955304.00        | $3007288.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $13005440.00       | $13105378.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $5859640.00        | $6022764.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.0000%  | 0.0000% | $1547820.00        | $1500424.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $20372800.00       | $20763594.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $13662672.00       | $13981211.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-06-01      | 5.0000%  | 0.0000% | $6228824.00        | $6194305.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-06-01      | 5.5000%  | 0.0000% | $1705076.00        | $1750128.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-05-01      | 5.0000%  | 0.0000% | $1720064.00        | $1728048.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-08-01      | 5.0000%  | 0.0000% | $6054864.00        | $6103107.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-02-01      | 2.0000%  | 0.0000% | $360819.00         | $247358.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 3.0000%  | 0.0000% | $3265816.00        | $2435061.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 5.5000%  | 0.0000% | $2545768.00        | $1182436.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 2.5000%  | 0.0000% | $1241000.00        | $932009.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 5.0000%  | 0.0000% | $4775000.00        | $3929514.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 5.0000%  | 0.0000% | $1279260.00        | $980668.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.5000%  | 0.0000% | $122117.00         | $97876.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 5.0000%  | 0.0000% | $6517104.00        | $5710368.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 3.0000%  | 0.0000% | $5528912.00        | $4289747.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 3.0000%  | 0.0000% | $1708666.00        | $1402632.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 6.0000%  | 0.0000% | $7396424.00        | $5892166.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 6.5000%  | 0.0000% | $3502920.00        | $3269945.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 6.0000%  | 0.0000% | $1379376.00        | $1014115.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 6.0000%  | 0.0000% | $2270532.00        | $2259719.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-06-01      | 6.5000%  | 0.0000% | $1583364.00        | $1072619.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-02-01      | 4.5000%  | 0.0000% | $375301.00         | $279749.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-10-01      | 4.5000%  | 0.0000% | $28500000.00       | $7743893.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-11-01      | 4.5000%  | 0.0000% | $43000000.00       | $11777676.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-06-01      | 2.5000%  | 0.0000% | $1193676.00        | $382757.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-09-01      | 2.0000%  | 0.0000% | $1100000.00        | $595044.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-01      | 3.0000%  | 0.0000% | $22062592.00       | $11159294.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-11-01      | 3.0000%  | 0.0000% | $147547904.00      | $78273909.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-12-01      | 1.5000%  | 0.0000% | $4732400.00        | $2166316.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-02-01      | 2.0000%  | 0.0000% | $7300000.00        | $4290476.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-05-01      | 2.5000%  | 0.0000% | $1100000.00        | $682745.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $57749.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 3.0000%  | 0.0000% | $6671264.00        | $4517835.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-09-01      | 2.5000%  | 0.0000% | $387700000.00      | $249793735.99      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.0000%  | 0.0000% | $7000000.00        | $4320394.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.5000%  | 0.0000% | $615000.00         | $390473.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.0000%  | 0.0000% | $79967488.00       | $57230761.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $6358008.00        | $4249106.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.5000%  | 0.0000% | $18229620.00       | $13836685.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $1460659.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 4.0000%  | 0.0000% | $2800000.00        | $2032434.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.5000%  | 0.0000% | $26112768.00       | $20128380.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $1274584.00        | $865003.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1511128.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 3.5000%  | 0.0000% | $396000.00         | $291564.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-09-01      | 2.5000%  | 0.0000% | $352422.00         | $258918.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 4.0000%  | 0.0000% | $2065000.00        | $1588283.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 4.5000%  | 0.0000% | $10545232.00       | $8503206.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 6.5000%  | 0.0000% | $1254342.00        | $1087129.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 7.0000%  | 0.0000% | $2236148.00        | $1706643.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-07-01      | 4.0000%  | 0.0000% | $12518528.00       | $10720840.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-02-01      | 5.0000%  | 0.0000% | $29959280.00       | $27017379.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 4.5000%  | 0.0000% | $3015140.00        | $2615545.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 6.0000%  | 0.0000% | $1822456.00        | $1645408.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-01-01      | 4.5000%  | 0.0000% | $3910892.00        | $3223089.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-01-01      | 7.0000%  | 0.0000% | $3458952.00        | $2581902.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-01-01      | 7.5000%  | 0.0000% | $2182148.00        | $1571504.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-04-01      | 6.5000%  | 0.0000% | $1885108.00        | $1486446.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $5540000.00        | $5335374.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-07-01      | 5.0000%  | 0.0000% | $1731540.00        | $1549638.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 6.0000%  | 0.0000% | $50000000.00       | $48223009.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 4.5000%  | 0.0000% | $79509376.00       | $73846990.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 4.5000%  | 0.0000% | $18195104.00       | $17032030.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 5.5000%  | 0.0000% | $1069992.00        | $1048858.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.5000%  | 0.0000% | $53780672.00       | $51553543.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-05-01      | 6.3980%  | 0.0000% | $6047000.00        | $72659.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-08-01      | 6.0650%  | 0.0000% | $4746000.00        | $29872.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-02-01      | 6.7350%  | 0.0000% | $4550000.00        | $28190.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-06-01      | 7.7450%  | 0.0000% | $2279952.00        | $72607.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-05-01      | 5.5000%  | 0.0000% | $1674882.00        | $1626437.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 5.5000%  | 0.0000% | $1703084.00        | $1699810.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 7.0000%  | 0.0000% | $1349576.00        | $1195819.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.0000%  | 0.0000% | $1298354.00        | $1260826.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 7.0000%  | 0.0000% | $62342.00          | $65963.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.0000%  | 0.0000% | $1943224.00        | $1810166.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL        | 2055-07-01      | 5.7650%  | 0.0000% | $8483760.00        | $8192642.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-09-01      | 6.5000%  | 0.0000% | $1978398.00        | $1856327.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 5.5000%  | 0.0000% | $1292592.00        | $1282325.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2035-06-01      | 4.6500%  | 0.0000% | $10696000.00       | $10617031.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 4.5000%  | 0.0000% | $1115064.00        | $1034274.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 6.4180%  | 0.0000% | $5000000.00        | $17349.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-07-01      | 6.6360%  | 0.0000% | $26320992.00       | $56519.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-06-01      | 6.3530%  | 0.0000% | $10735776.00       | $390316.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-12-01      | 3.1500%  | 0.0000% | $11200192.00       | $11971.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-04-01      | 3.5000%  | 0.0000% | $1490000.00        | $188335.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-07-01      | 6.6880%  | 0.0000% | $1246166.00        | $78790.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-11-01      | 4.5000%  | 0.0000% | $39380000.00       | $7424292.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-07-01      | 6.7770%  | 0.0000% | $2632000.00        | $131570.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-01-01      | 6.4500%  | 0.0000% | $880195.00         | $33639.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-01-01      | 3.8800%  | 0.0000% | $10947000.00       | $8240789.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-01-01      | 3.0400%  | 0.0000% | $1426744.00        | $1329636.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-05-01      | 3.5000%  | 0.0000% | $6836208.00        | $976163.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-01-01      | 2.5000%  | 0.0000% | $5685696.00        | $1009443.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $477181.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-04-01      | 3.5000%  | 0.0000% | $6550000.00        | $1954611.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-02-01      | 3.0000%  | 0.0000% | $78000.00          | $8209.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-07-01      | 7.0140%  | 0.0000% | $460000.00         | $23485.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-09-01      | 4.0000%  | 0.0000% | $1408790.00        | $146421.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-10-01      | 3.0000%  | 0.0000% | $29000000.00       | $3648047.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-10-01      | 7.1670%  | 0.0000% | $820000.00         | $15378.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-05-01      | 6.0750%  | 0.0000% | $1999960.00        | $5152.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-06-01      | 5.5970%  | 0.0000% | $2600000.00        | $15536.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-08-01      | 6.2590%  | 0.0000% | $749999.00         | $6608.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-11-01      | 6.5370%  | 0.0000% | $25004768.00       | $95202.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-03-01      | 6.1780%  | 0.0000% | $600000.00         | $10294.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $65969.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-06-01      | 6.1590%  | 0.0000% | $750000.00         | $10885.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-07-01      | 5.5980%  | 0.0000% | $1000000.00        | $5082.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-04-01      | 6.8450%  | 0.0000% | $8000000.00        | $17169.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 6.0000%  | 0.0000% | $1546622.00        | $1150566.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2053-09-01      | 4.5000%  | 0.0000% | $1002734.00        | $834034.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $6253678.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 5.5000%  | 0.0000% | $1073746.00        | $1057001.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-02-01      | 5.5000%  | 0.0000% | $4114784.00        | $4059081.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 7.5000%  | 0.0000% | $1517522.00        | $865719.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1677395.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-01-01      | 6.0000%  | 0.0000% | $150724.00         | $72558.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 5.5000%  | 0.0000% | $27866592.00       | $25394545.95       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-07-01      | 6.5000%  | 0.0000% | $403722.00         | $418648.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 5.7180%  | 0.0000% | $1739594.00        | $1747284.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 6.0000%  | 0.0000% | $8294656.00        | $7283665.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 6.0000%  | 0.0000% | $3661384.00        | $3697143.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-07-01      | 7.0000%  | 0.0000% | $1210426.00        | $1012170.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 5.5000%  | 0.0000% | $5616184.00        | $5381231.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 6.3280%  | 0.0000% | $1436128.00        | $1261002.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 5.5000%  | 0.0000% | $72652288.00       | $65959729.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 7.0000%  | 0.0000% | $1185346.00        | $735330.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 5.5000%  | 0.0000% | $3038000.00        | $2970290.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 5.7780%  | 0.0000% | $2284080.00        | $2308361.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 5.5000%  | 0.0000% | $1218182.00        | $1211094.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-09-01      | 4.5000%  | 0.0000% | $72357.00          | $61333.40          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-10-01      | 5.0000%  | 0.0000% | $3138152.00        | $3025619.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 5.5000%  | 0.0000% | $3059500.00        | $3029955.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 5.5000%  | 0.0000% | $4667680.00        | $4294635.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 6.0850%  | 0.0000% | $484888.00         | $486517.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 5.5000%  | 0.0000% | $4076910.00        | $4002372.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.5000%  | 0.0000% | $3448848.00        | $3418623.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 6.5000%  | 0.0000% | $7689472.00        | $7935094.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.5000%  | 0.0000% | $1159206.00        | $1148142.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 4.5000%  | 0.0000% | $2586828.00        | $2444156.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.5000%  | 0.0000% | $8067024.00        | $7005087.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.0000%  | 0.0000% | $2599960.00        | $2363349.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.5000%  | 0.0000% | $2268532.00        | $2149600.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.5000%  | 0.0000% | $14462832.00       | $14304773.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 6.5000%  | 0.0000% | $2877832.00        | $2724088.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 5.5000%  | 0.0000% | $2950776.00        | $2414248.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 5.0000%  | 0.0000% | $1872630.00        | $1678613.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 6.5000%  | 0.0000% | $4232480.00        | $4385639.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $1780558.00        | $1684130.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $2935992.00        | $3047665.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 6.5000%  | 0.0000% | $3018600.00        | $3152915.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-01-01      | 5.5000%  | 0.0000% | $2968500.00        | $2976228.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 5.0000%  | 0.0000% | $3045488.00        | $2979516.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 5.5000%  | 0.0000% | $1067774.00        | $929039.74         | Agency Mortgage-Backed Securities |

### Security 148: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.35_0815
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $391566800.00      | $372300053.54      | U.S. Treasuries (including strips) |

### Security 149: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1172000000.00
- **C.18.a - Value (excl. sponsor support):** $1172000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $1225431900.00     | $1195440086.57     | U.S. Treasuries (including strips) |

### Security 150: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_4.36_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $107951900.00      | $85361465.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $227797500.00      | $169669479.32      | U.S. Treasuries (including strips) |

### Security 151: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.33_0801
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                  | 2040-05-01      | 5.5000%  | 0.0000% | $2010985.00        | $2048997.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-12-01      | 4.5000%  | 0.0000% | $1082041.00        | $1035656.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1501543.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 6.0000%  | 0.0000% | $1723300.00        | $1239230.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $1042478.00        | $1019387.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-01-01      | 5.5000%  | 0.0000% | $2031810.00        | $2016532.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 6.0000%  | 0.0000% | $1173656.00        | $1199888.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-01-01      | 5.5000%  | 0.0000% | $5466812.00        | $5430277.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.5000%  | 0.0000% | $1222160.00        | $1220466.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.5000%  | 0.0000% | $1214345.00        | $1211539.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 6.5000%  | 0.0000% | $1018209.00        | $941013.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-01-01      | 6.0000%  | 0.0000% | $4480653.00        | $346665.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $17191.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $6715.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-07-01      | 4.0000%  | 0.0000% | $255000.00         | $24650.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-07-01      | 3.5000%  | 0.0000% | $1167000.00        | $163881.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $286223.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-11-01      | 2.0000%  | 0.0000% | $16681705.00       | $9759768.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-08-01      | 4.5000%  | 0.0000% | $169138.00         | $16535.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-10-01      | 3.0000%  | 0.0000% | $1525000.00        | $121259.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-01      | 1.5000%  | 0.0000% | $1113482.00        | $586650.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-06-01      | 2.0000%  | 0.0000% | $10641493.00       | $7093215.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-05-01      | 2.0000%  | 0.0000% | $50867233.00       | $32631056.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-06-01      | 3.5000%  | 0.0000% | $7000.00           | $4192.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-11-01      | 4.0000%  | 0.0000% | $80000.00          | $52433.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 3.5000%  | 0.0000% | $33000.00          | $25809.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 5.5000%  | 0.0000% | $11843693.00       | $9350756.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-01-01      | 4.5000%  | 0.0000% | $8775311.00        | $7258395.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $34916.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-07-01      | 6.0000%  | 0.0000% | $204635.00         | $161148.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-12-01      | 5.0000%  | 0.0000% | $39000.00          | $35255.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $842.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-01-01      | 5.5000%  | 0.0000% | $9316846.00        | $8205632.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-07-01      | 5.5000%  | 0.0000% | $596368.00         | $533493.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 4.0000%  | 0.0000% | $517264.00         | $462661.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 5.0000%  | 0.0000% | $523918.00         | $488593.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-04-01      | 4.0000%  | 0.0000% | $9728908.00        | $8848945.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-05-01      | 5.5000%  | 0.0000% | $5008510.00        | $4863643.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-03-01      | 7.0000%  | 0.0000% | $431851.00         | $451420.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $19771964.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-07-01      | 6.0000%  | 0.0000% | $12462378.00       | $12692244.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-08-01      | 6.0000%  | 0.0000% | $495053.00         | $11804.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-10-01      | 6.0000%  | 0.0000% | $765000.00         | $8767.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-08-01      | 5.5000%  | 0.0000% | $485000.00         | $9166.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-10-01      | 5.0000%  | 0.0000% | $230000.00         | $4343.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.5000%  | 0.0000% | $1819762.00        | $1901400.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 6.0000%  | 0.0000% | $1372523.00        | $1415370.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2856027.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-02-01      | 5.5000%  | 0.0000% | $1009792.00        | $1013855.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-03-01      | 5.5000%  | 0.0000% | $3415055.00        | $3414031.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 5.0000%  | 0.0000% | $1682429.00        | $1647441.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 6.0000%  | 0.0000% | $1149050.00        | $1176445.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $1245104.00        | $1281354.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.5000%  | 0.0000% | $1201345.00        | $1203153.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.0000%  | 0.0000% | $1045600.00        | $1018497.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $1560400.00        | $1560735.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-03-01      | 5.5000%  | 0.0000% | $1702800.00        | $1695114.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-02-01      | 6.0000%  | 0.0000% | $3189357.00        | $3232690.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-03-01      | 5.5000%  | 0.0000% | $1505486.00        | $1465024.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $578422.00         | $576646.13         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $1215301.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 5.5000%  | 0.0000% | $3261678.00        | $3252548.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.5000%  | 0.0000% | $1078447.00        | $1126921.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.5000%  | 0.0000% | $1075591.00        | $1125869.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.0000%  | 0.0000% | $2303645.00        | $2247352.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-05-01      | 6.0000%  | 0.0000% | $1060333.00        | $1090707.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.5000%  | 0.0000% | $1116050.00        | $1171638.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $3824597.00        | $3848484.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $1062695.00        | $1085964.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $4352085.00        | $4448640.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $2980020.00        | $3073493.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $3275249.00        | $3271956.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.0000%  | 0.0000% | $2078181.00        | $2034703.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.5000%  | 0.0000% | $1162660.00        | $1226128.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4394420.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $2593920.00        | $2632943.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $3013145.00        | $3054046.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-04-01      | 6.5000%  | 0.0000% | $1455376.00        | $1528649.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $1795614.00        | $1765205.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.0000%  | 0.0000% | $1021822.00        | $994583.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-04-01      | 5.0000%  | 0.0000% | $3675982.00        | $3650728.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-04-01      | 5.0000%  | 0.0000% | $1798665.00        | $1788298.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.5000%  | 0.0000% | $4429323.00        | $4636816.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1724164.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $2194435.00        | $2248935.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $4915407.00        | $5006992.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.5000%  | 0.0000% | $1221395.00        | $1287520.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $4016170.00        | $4042415.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-06-01      | 6.0000%  | 0.0000% | $275633.00         | $281481.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3785712.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $1593740.00        | $1645685.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-07-01      | 5.5000%  | 0.0000% | $1309639.00        | $1342185.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $3018788.00        | $3107473.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.5000%  | 0.0000% | $1193783.00        | $1209989.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.5000%  | 0.0000% | $5323360.00        | $5639214.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1371087.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-08-01      | 7.0000%  | 0.0000% | $9452.00           | $9988.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4734.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $280770.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $764.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $64939.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-11-01      | 4.0000%  | 0.0000% | $24000.00          | $4834.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3941.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $1147838.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-02-01      | 4.0000%  | 0.0000% | $2020058.00        | $391299.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-05-01      | 3.0000%  | 0.0000% | $530493.00         | $267872.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-01      | 2.0000%  | 0.0000% | $10300000.00       | $5354355.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $599023.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-04-01      | 2.5000%  | 0.0000% | $252000.00         | $131363.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-05-01      | 2.0000%  | 0.0000% | $650259.00         | $395407.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-08-01      | 2.5000%  | 0.0000% | $275000.00         | $167574.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $106757.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 3.0000%  | 0.0000% | $61217.00          | $23682.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.0000%  | 0.0000% | $45000.00          | $28422.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.0000%  | 0.0000% | $3891237.00        | $2459182.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2513330.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-02-01      | 5.5000%  | 0.0000% | $1255817.00        | $1269879.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.0000%  | 0.0000% | $5024133.00        | $3273535.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.0000%  | 0.0000% | $133146.00         | $106639.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $2071502.00        | $2088592.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $7087338.00        | $7114066.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $1118482.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2526866.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 3.0000%  | 0.0000% | $6387127.00        | $5130476.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-07-01      | 6.5000%  | 0.0000% | $1095325.00        | $941735.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 4.5000%  | 0.0000% | $1494330.00        | $1355790.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 2.5000%  | 0.0000% | $1667185.00        | $1145365.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-04-01      | 3.0000%  | 0.0000% | $1080456.00        | $673365.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 2.5000%  | 0.0000% | $915481.00         | $600311.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.0000%  | 0.0000% | $27000.00          | $20208.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $85328.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 4.0000%  | 0.0000% | $32000.00          | $23633.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2701756.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $43431.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-08-01      | 4.5000%  | 0.0000% | $400000.00         | $72466.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $24669.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $70642.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-07-01      | 3.5000%  | 0.0000% | $35000.00          | $3481.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $776705.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-12-01      | 3.0000%  | 0.0000% | $1600000.00        | $889541.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-06-01      | 2.5000%  | 0.0000% | $41321199.00       | $27651357.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-05-01      | 2.5000%  | 0.0000% | $813657.00         | $525256.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-06-01      | 2.5000%  | 0.0000% | $43813933.00       | $29943229.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $124378.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-03-01      | 2.5000%  | 0.0000% | $877758.00         | $537932.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $67590.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $730.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.5000%  | 0.0000% | $1298000.00        | $982347.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $582200.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 4.5000%  | 0.0000% | $2562825.00        | $2066548.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 4.5000%  | 0.0000% | $1287000.00        | $1104110.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1510.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 6.5000%  | 0.0000% | $850000.00         | $612307.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 6.5000%  | 0.0000% | $1203723.00        | $936895.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-09-01      | 6.0000%  | 0.0000% | $1997240.00        | $1685472.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-11-01      | 5.0000%  | 0.0000% | $3563460.00        | $3251390.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-11-01      | 2.5000%  | 0.0000% | $4499175.00        | $3815493.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 5.5000%  | 0.0000% | $11747568.00       | $11381306.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-03-01      | 5.0000%  | 0.0000% | $10455330.00       | $9867340.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-08-01      | 5.5000%  | 0.0000% | $92029946.00       | $92189556.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $91957.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-03-01      | 3.0000%  | 0.0000% | $220000.00         | $69757.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-10-01      | 3.0000%  | 0.0000% | $750000.00         | $189019.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-06-01      | 3.0000%  | 0.0000% | $5500000.00        | $1411125.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1339370.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-03-01      | 3.0000%  | 0.0000% | $100000.00         | $30548.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-06-01      | 2.5000%  | 0.0000% | $2500000.00        | $1081418.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-07-01      | 5.0000%  | 0.0000% | $12000.00          | $4464.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-01-01      | 4.5000%  | 0.0000% | $14000.00          | $1876.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-07-01      | 3.0000%  | 0.0000% | $965000.00         | $316227.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-01      | 4.0000%  | 0.0000% | $3800000.00        | $678345.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-01      | 2.5000%  | 0.0000% | $2958500.00        | $1412811.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-11-01      | 2.5000%  | 0.0000% | $52769.00          | $32851.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-06-01      | 5.0000%  | 0.0000% | $3368000.00        | $781047.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $793965.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $74378.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-08-01      | 3.5000%  | 0.0000% | $356000.00         | $143971.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-05-01      | 2.0000%  | 0.0000% | $115000.00         | $58165.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-05-01      | 3.0000%  | 0.0000% | $245000.00         | $98359.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-05-01      | 2.0000%  | 0.0000% | $51303167.00       | $32387731.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-07-01      | 2.0000%  | 0.0000% | $1478706.00        | $864023.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks          | 2026-04-28      | 1.2500%  | 0.0000% | $1000000.00        | $981372.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks          | 2026-05-27      | 1.5000%  | 0.0000% | $1000000.00        | $980741.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks          | 2026-06-03      | 1.1250%  | 0.0000% | $750000.00         | $732286.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks          | 2026-12-21      | 2.2500%  | 0.0000% | $25000000.00       | $24444250.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $971.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-03-01      | 5.5000%  | 0.0000% | $6798343.00        | $3577.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-08-01      | 6.5000%  | 0.0000% | $1298426.00        | $1148.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-05-01      | 6.5000%  | 0.0000% | $21652911.00       | $13281.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-07-01      | 6.5000%  | 0.0000% | $815000.00         | $1233.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2026-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $9467.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-03-01      | 5.0000%  | 0.0000% | $7575613.00        | $2685.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $538146.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $44146.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-02-01      | 3.5000%  | 0.0000% | $144000.00         | $27222.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-06-01      | 4.5000%  | 0.0000% | $38000.00          | $6037.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-05-01      | 4.0000%  | 0.0000% | $238759.00         | $16101.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $1197219.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-08-01      | 4.0000%  | 0.0000% | $100000.00         | $15028.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-12-01      | 4.0000%  | 0.0000% | $550000.00         | $39508.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $8262.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-05-01      | 7.0000%  | 0.0000% | $54428.00          | $2338.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-05-01      | 6.5000%  | 0.0000% | $2556680.00        | $56298.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1704.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-04-01      | 5.5000%  | 0.0000% | $177000.00         | $1427.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 7.0000%  | 0.0000% | $17223.00          | $9774.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-01      | 5.5000%  | 0.0000% | $75021.00          | $68164.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 5.5000%  | 0.0000% | $298969.00         | $287221.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 6.0000%  | 0.0000% | $1042882.00        | $1048251.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2609596.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-01      | 5.5000%  | 0.0000% | $9221511.00        | $8784068.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $1663950.00        | $1654444.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-07-01      | 6.0000%  | 0.0000% | $1527752.00        | $1370465.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-07-01      | 6.0000%  | 0.0000% | $1043601.00        | $999577.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2376790.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-07-01      | 5.5000%  | 0.0000% | $1076556.00        | $950213.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-08-01      | 6.0000%  | 0.0000% | $1006874.00        | $706882.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-07-01      | 6.5000%  | 0.0000% | $1511643.00        | $1562592.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $25883.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 5.5000%  | 0.0000% | $2019187.00        | $1816519.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 6.0000%  | 0.0000% | $1574819.00        | $1589697.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 6.0000%  | 0.0000% | $3394420.00        | $3431924.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 5.5000%  | 0.0000% | $9524917.00        | $8960991.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 5.5000%  | 0.0000% | $1218022.00        | $1192829.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 5.0000%  | 0.0000% | $518051.00         | $489017.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 5.5000%  | 0.0000% | $4427523.00        | $4274613.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 5.0000%  | 0.0000% | $1311412.00        | $1219619.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-05-01      | 5.5000%  | 0.0000% | $168044.00         | $167748.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $1715023.00        | $1671079.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 4.0000%  | 0.0000% | $1033325.00        | $926749.53         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1068421.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.0000%  | 0.0000% | $4452879.00        | $4314782.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.0000%  | 0.0000% | $7454399.00        | $6496446.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.5000%  | 0.0000% | $2469289.00        | $2483923.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $4815813.00        | $4818598.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 6.0000%  | 0.0000% | $1172047.00        | $1208303.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.5000%  | 0.0000% | $1285684.00        | $1116437.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-01-01      | 4.5000%  | 0.0000% | $1282086.00        | $1212960.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.0000%  | 0.0000% | $1475698.00        | $1444500.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.5000%  | 0.0000% | $613130.00         | $605556.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 5.5000%  | 0.0000% | $1692038.00        | $1689968.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 6.5000%  | 0.0000% | $100000.00         | $96972.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-12-01      | 4.5000%  | 0.0000% | $1136521.00        | $1061171.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-05-01      | 4.5000%  | 0.0000% | $8000.00           | $4650.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.0000%  | 0.0000% | $505000.00         | $317311.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.0000%  | 0.0000% | $2692852.00        | $1748871.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2123.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.5000%  | 0.0000% | $119932.00         | $85136.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $21000.00          | $14668.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $819885.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.5000%  | 0.0000% | $334227.00         | $256756.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $1540000.00        | $1051094.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-02-01      | 2.5000%  | 0.0000% | $10044212.00       | $6675938.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 5.5000%  | 0.0000% | $10580000.00       | $8827308.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-06-01      | 2.0000%  | 0.0000% | $1241922.00        | $865688.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-07-01      | 5.5000%  | 0.0000% | $3250000.00        | $2714807.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-03-01      | 4.0000%  | 0.0000% | $3000000.00        | $2300108.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $170177.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $71828.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-11-01      | 5.5000%  | 0.0000% | $868285.00         | $675958.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $481115.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 2.5000%  | 0.0000% | $2007472.00        | $1553327.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 4.5000%  | 0.0000% | $652000.00         | $592777.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1551465.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-02-01      | 6.0000%  | 0.0000% | $1473481.00        | $1475354.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-06-01      | 6.0000%  | 0.0000% | $49334444.00       | $50842164.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-04-01      | 5.5000%  | 0.0000% | $932201.00         | $910191.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-02-01      | 6.5000%  | 0.0000% | $512460.00         | $418298.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-02-01      | 6.5000%  | 0.0000% | $3260087.00        | $2386334.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-09-01      | 5.5000%  | 0.0000% | $5400000.00        | $76922.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2708.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $1095828.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-09-01      | 6.0000%  | 0.0000% | $147342.00         | $1294.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-08-01      | 5.5000%  | 0.0000% | $555000.00         | $7452.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-02-01      | 5.5000%  | 0.0000% | $830000.00         | $12060.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-10-01      | 6.0000%  | 0.0000% | $133066.00         | $1709.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-11-01      | 6.0000%  | 0.0000% | $981000.00         | $10472.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $83135.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $109123.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $113622.67         | Agency Mortgage-Backed Securities |

### Security 152: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 5.0000%  | 0.0000% | $1511694.00        | $135672.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-07-01      | 4.0000%  | 0.0000% | $100000.00         | $1199.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-07-01      | 3.0000%  | 0.0000% | $400839.00         | $264318.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 3.0000%  | 0.0000% | $10898171.00       | $8453137.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.0000%  | 0.0000% | $45701437.00       | $41316810.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 3.0000%  | 0.0000% | $59811142.00       | $39497251.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-01      | 6.0000%  | 0.0000% | $8869731.00        | $5536697.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.0000%  | 0.0000% | $119000.00         | $50224.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $1948882.00        | $1430856.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $31908.00          | $26597.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 4.0000%  | 0.0000% | $207140.00         | $169907.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-06-01      | 4.5000%  | 0.0000% | $38382253.00       | $920974.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 3.5000%  | 0.0000% | $1189010.00        | $107273.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 5.0000%  | 0.0000% | $2329550.00        | $26422.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 6.5000%  | 0.0000% | $1000000.00        | $11030.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 6.0000%  | 0.0000% | $8067688.00        | $18211.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-10-01      | 4.5000%  | 0.0000% | $52911197.00       | $682896.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 6.0000%  | 0.0000% | $479399.00         | $4558.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 6.0000%  | 0.0000% | $32936131.00       | $401160.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 4.5000%  | 0.0000% | $481000.00         | $11547.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-09-01      | 3.0000%  | 0.0000% | $500000.00         | $59918.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-09-01      | 3.5000%  | 0.0000% | $356340.00         | $42406.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-05-01      | 4.0000%  | 0.0000% | $2969000.00        | $13237.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-11-01      | 3.0000%  | 0.0000% | $615000.00         | $90678.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $21000.00          | $4926.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-05-01      | 2.5000%  | 0.0000% | $1500000.00        | $65258.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-10-01      | 3.0000%  | 0.0000% | $26000.00          | $20065.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.0000%  | 0.0000% | $4848783.00        | $4009135.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 5.0000%  | 0.0000% | $400000.00         | $347483.50         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-03-01      | 5.5000%  | 0.0000% | $6910910.00        | $6342461.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $75716.00          | $67610.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $10288343.00       | $9770815.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 4.5000%  | 0.0000% | $1900000.00        | $1715390.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $1054779.00        | $962945.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $34187765.00       | $31965635.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.0000%  | 0.0000% | $8632679.00        | $7536498.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.5000%  | 0.0000% | $10000.00          | $4725.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 3.0000%  | 0.0000% | $108000.00         | $38475.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.5000%  | 0.0000% | $6945426.00        | $5179084.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4313.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $14700532.00       | $11860336.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.0000%  | 0.0000% | $1803000.00        | $1536037.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 5.5000%  | 0.0000% | $311837.00         | $272123.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 4.0000%  | 0.0000% | $5785537.00        | $5186474.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $1286000.00        | $804838.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $1205686.00        | $822573.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $650354.00         | $315226.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $215713.00         | $167429.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $1505042.00        | $1260325.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $3135000.00        | $2740311.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.0000%  | 0.0000% | $5032318.00        | $4590825.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $100000.00         | $66636.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 4.5000%  | 0.0000% | $2734536.00        | $2489676.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 4.0000%  | 0.0000% | $1078861.00        | $926748.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.0000%  | 0.0000% | $6659428.00        | $4167213.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.0000%  | 0.0000% | $868000.00         | $610462.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.5000%  | 0.0000% | $9177664.00        | $4417365.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $442794.00         | $258130.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 2.5000%  | 0.0000% | $100000.00         | $52819.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $46873.00          | $38780.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $400000.00         | $332965.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $26311.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $20793289.00       | $21224999.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 4.5000%  | 0.0000% | $1475287.00        | $1143821.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $87558.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $105000.00         | $108459.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 2.0000%  | 0.0000% | $55462.00          | $37884.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 6.0000%  | 0.0000% | $2069625.00        | $1087917.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 6.0000%  | 0.0000% | $1248792.00        | $1088704.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-06-01      | 6.0000%  | 0.0000% | $1595131.00        | $1198603.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 3.5000%  | 0.0000% | $2739803.00        | $2094313.82        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-12-01      | 4.0000%  | 0.0000% | $1035895.00        | $978665.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-12-01      | 5.0000%  | 0.0000% | $1715396.00        | $1676806.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-07-01      | 5.0000%  | 0.0000% | $3776224.00        | $3810216.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-08-01      | 5.5000%  | 0.0000% | $12889992.00       | $13182715.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $94264.39          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 5.5000%  | 0.0000% | $1099630.00        | $1007027.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $2515037.00        | $2153515.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 5.5000%  | 0.0000% | $1059543.00        | $931805.26         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 6.5000%  | 0.0000% | $1927750.00        | $1998933.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.0000%  | 0.0000% | $2172550.00        | $2107266.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.0000%  | 0.0000% | $1058434.00        | $971009.05         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 4.5000%  | 0.0000% | $2543517.00        | $2327945.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.0000%  | 0.0000% | $1039184.00        | $1064284.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.0000%  | 0.0000% | $1315225.00        | $1349591.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $5536203.00        | $5379530.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.0000%  | 0.0000% | $2863654.00        | $2943133.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $1192869.00        | $1159636.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $67126.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $9492871.00        | $9191347.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $1971020.00        | $2007579.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.0000%  | 0.0000% | $1101845.00        | $1143192.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $1136820.00        | $973338.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $2422201.00        | $2330847.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $1156902.00        | $1217761.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 5.0000%  | 0.0000% | $1075886.00        | $1048861.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 5.5000%  | 0.0000% | $7324053.00        | $7347061.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.5000%  | 0.0000% | $1014060.00        | $1060168.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $1580444.00        | $1583419.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $2372480.00        | $2429857.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $1283969.00        | $1299579.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $5298734.00        | $5429918.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $1053663.00        | $1082338.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $1003211.00        | $1017301.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $6659084.00        | $6848199.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $2351990.00        | $1949713.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $1055774.00        | $1061373.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $2131783.00        | $2153299.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.0000%  | 0.0000% | $2795163.00        | $2742297.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $2374325.00        | $2439165.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.5000%  | 0.0000% | $7320623.00        | $7605568.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 7.0000%  | 0.0000% | $1513366.00        | $1601712.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-12-01      | 3.5000%  | 0.0000% | $3605423.00        | $3263702.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 4.0000%  | 0.0000% | $10110880.00       | $9268409.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.0000%  | 0.0000% | $134614167.00      | $130825416.39      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 3.0000%  | 0.0000% | $19654380.00       | $16976547.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.0000%  | 0.0000% | $151980.00         | $144522.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.5000%  | 0.0000% | $2462635.00        | $2156977.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $359000.00         | $335266.48         | Agency Mortgage-Backed Securities |

### Security 153: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1440000000.00
- **C.18.a - Value (excl. sponsor support):** $1440000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-08-19      | NA       | 0.0000% | $24999900.00       | $24943724.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $123321900.00      | $101243342.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $120769800.00      | $90012075.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $139999900.00      | $103885267.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $29999800.00       | $14309619.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $4999900.00        | $3098426.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $98178900.00       | $71243065.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $124999900.00      | $91498006.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $6399900.00        | $5199462.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $79999900.00       | $79070009.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $957900.00         | $956793.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $196199900.00      | $180526265.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $58599900.00       | $53936897.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $265299900.00      | $259618120.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $8586900.00        | $8500505.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $49999900.00       | $46276232.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $27245900.00       | $27243312.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $48499900.00       | $49921454.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $49789900.00       | $50437557.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $35883300.00       | $36034438.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $49999900.00       | $50364546.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $73191900.00       | $76402449.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $40380900.00       | $40604887.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $2590900.00        | $2593698.59        | U.S. Treasuries (including strips) |

### Security 154: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.37_0801
- **C.18 - Value (incl. sponsor support):** $167585000.00
- **C.18.a - Value (excl. sponsor support):** $167585000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49254755.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $23163505.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $23657269.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25531250.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $9859000.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $21880600.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $50000000.00       | $17826250.00       | U.S. Treasuries (including strips) |

### Security 155: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: N/A, C.5 - Other ID: 932KXR004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                  | 2054-12-01      | 6.0000%  | 0.0000% | $2132884.00        | $2173938.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.0000%  | 0.0000% | $5039544.00        | $4675294.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.0000%  | 0.0000% | $8501008.00        | $8096792.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $15024121.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2055537.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-02-01      | 6.0000%  | 0.0000% | $112050.00         | $113598.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8477728.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 5.0000%  | 0.0000% | $3394676.00        | $3334404.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3369873.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-04-01      | 6.5000%  | 0.0000% | $2632500.00        | $2733598.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $3656468.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-05-01      | 5.5000%  | 0.0000% | $54273.00          | $54146.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $4509488.00        | $4539087.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 4.5000%  | 0.0000% | $4569888.00        | $4312880.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 5.5000%  | 0.0000% | $3228388.00        | $3199420.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 4.5000%  | 0.0000% | $245860.00         | $232461.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-11-01      | 5.5000%  | 0.0000% | $2263596.00        | $2270240.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $3481324.00        | $3554842.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $3589404.00        | $3592897.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $49924032.00       | $48751960.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 3.0000%  | 0.0000% | $25328360.00       | $21385282.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $54432064.00       | $52386437.67       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-06-01      | 4.8500%  | 0.0000% | $60270000.00       | $58577296.98       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4126572.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2658894.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4397892.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 6.0000%  | 0.0000% | $16492380.00       | $17045280.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $10712736.00       | $10969542.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-08-01      | 6.5000%  | 0.0000% | $5475672.00        | $5705757.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $6461648.00        | $6588393.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $5770850.00        | $5894652.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-07-01      | 5.5000%  | 0.0000% | $2386691.00        | $2444299.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-01-01      | 4.0000%  | 0.0000% | $185000.00         | $33104.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $89979.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $440816.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $183410.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-02-01      | 3.0000%  | 0.0000% | $800000.00         | $245200.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $66824.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-05-01      | 4.0000%  | 0.0000% | $201530.00         | $43053.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $499418.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-11-01      | 4.5000%  | 0.0000% | $767158.00         | $27646.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-02-01      | 4.0000%  | 0.0000% | $637143.00         | $145642.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $315196.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $278084.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-05-01      | 4.5000%  | 0.0000% | $330000.00         | $59414.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1731349.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 3.0000%  | 0.0000% | $88760.00          | $62334.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $485990.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.0000%  | 0.0000% | $1818216.00        | $1599592.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $745755.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $278849.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 5.0000%  | 0.0000% | $25486.00          | $18406.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-04-01      | 4.5000%  | 0.0000% | $177930.00         | $163157.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-03-01      | 4.0000%  | 0.0000% | $3045224.00        | $2065171.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $2061629.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-04-01      | 4.0000%  | 0.0000% | $69470.00          | $48840.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $32362.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1036775.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $66996.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $2330543.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3324111.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $953455.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2456306.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 5.5000%  | 0.0000% | $2228724.00        | $1465285.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-12-01      | 5.4800%  | 0.0000% | $31185000.00       | $32741557.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-03-01      | 4.7900%  | 0.0000% | $10766000.00       | $10961851.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-09-01      | 4.4200%  | 0.0000% | $18872000.00       | $18587171.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-05-01      | 4.3000%  | 0.0000% | $13505000.00       | $13481006.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-02-01      | 4.7200%  | 0.0000% | $49830000.00       | $50331505.71       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2030-07-01      | 4.6100%  | 0.0000% | $12027000.00       | $12162191.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-12-01      | 3.5000%  | 0.0000% | $135000.00         | $29630.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-09-01      | 4.0000%  | 0.0000% | $25000000.00       | $2770654.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $77818.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $48756.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-10-01      | 4.0000%  | 0.0000% | $4140392.00        | $323570.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-10-01      | 3.5000%  | 0.0000% | $5616792.00        | $1045845.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $335675.00         | $332316.86         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $10166160.00       | $9997766.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 3.5000%  | 0.0000% | $429908.00         | $385621.83         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $50302400.00       | $50976485.83       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 7.0000%  | 0.0000% | $1135596.00        | $1210289.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.5000%  | 0.0000% | $50529280.00       | $52534318.82       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $3793192.00        | $3800316.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $26866752.00       | $26868722.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $2098172.00        | $2113805.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.5000%  | 0.0000% | $4224584.00        | $4392317.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $3154176.00        | $3160100.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-04-01      | 6.7900%  | 0.0000% | $11443952.00       | $72693.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 6.8450%  | 0.0000% | $118954624.00      | $1070231.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 4.5000%  | 0.0000% | $9723872.00        | $9570310.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-01-01      | 2.0000%  | 0.0000% | $13147664.00       | $7870831.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 2.5000%  | 0.0000% | $212000.00         | $130122.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 4.5000%  | 0.0000% | $116848.00         | $70964.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 5.0000%  | 0.0000% | $25949.00          | $19320.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.5000%  | 0.0000% | $10000000.00       | $8486525.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $535000.00         | $439649.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $9714680.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.5000%  | 0.0000% | $1550454.00        | $1167212.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $809701.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $1165000.00        | $951891.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $39600000.00       | $29511215.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $4100000.00        | $3569847.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 3.0000%  | 0.0000% | $500000.00         | $363003.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $900000.00         | $743824.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $150000.00         | $105136.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $943635.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 3.0000%  | 0.0000% | $16630144.00       | $12866500.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $75000.00          | $69844.83          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-01-01      | 5.0000%  | 0.0000% | $2093608.00        | $1864604.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $16455000.00       | $14877221.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $3584070.00        | $3186213.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.5000%  | 0.0000% | $24776224.00       | $23733466.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $1868000.00        | $1667672.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 3.5000%  | 0.0000% | $49910528.00       | $44107089.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.0000%  | 0.0000% | $16158336.00       | $15420516.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 3.5000%  | 0.0000% | $40964720.00       | $36009471.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.5000%  | 0.0000% | $1800000.00        | $1542625.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.5000%  | 0.0000% | $5529248.00        | $3008257.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.0000%  | 0.0000% | $15977140.00       | $12025878.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-07-01      | 7.0000%  | 0.0000% | $1051982.00        | $811545.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-12-01      | 1.5000%  | 0.0000% | $394124.00         | $264115.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 4.0000%  | 0.0000% | $2088244.00        | $1549742.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $778332.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 6.5000%  | 0.0000% | $38342000.00       | $37542874.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.0000%  | 0.0000% | $132121120.00      | $126375021.04      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11253272.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 4.5000%  | 0.0000% | $14111520.00       | $13216108.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-05-01      | 3.5000%  | 0.0000% | $275000.00         | $50681.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1273230.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-02-01      | 1.5000%  | 0.0000% | $2500000.00        | $1220497.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2409623.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5461919.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-12-01      | 2.0000%  | 0.0000% | $350000.00         | $139695.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-12-01      | 3.0000%  | 0.0000% | $641765.00         | $224664.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-08-01      | 4.0000%  | 0.0000% | $32000.00          | $7773.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $617426.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-02-01      | 2.0000%  | 0.0000% | $2430550.00        | $1477485.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $70144.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $555733.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $527834.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.5000%  | 0.0000% | $5618000.00        | $3725077.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $211218.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1627628.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 3.0000%  | 0.0000% | $1273458.00        | $969707.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.5000%  | 0.0000% | $95000.00          | $72777.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $505642.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 5.0000%  | 0.0000% | $150000.00         | $112902.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 5.0000%  | 0.0000% | $70000.00          | $49889.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 6.5000%  | 0.0000% | $72188.00          | $55112.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $7225560.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-07-01      | 2.5000%  | 0.0000% | $2275000.00        | $1590791.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-10-01      | 3.0000%  | 0.0000% | $122722.00         | $85609.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $758795.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 4.5000%  | 0.0000% | $444000.00         | $360647.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $377666.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $535915.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $614193.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1011629.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 5.5000%  | 0.0000% | $139822080.00      | $115439165.05      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $27779.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.5000%  | 0.0000% | $12797824.00       | $11173236.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-01      | 5.5000%  | 0.0000% | $49970000.00       | $46295979.97       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-04-01      | 4.5000%  | 0.0000% | $16929120.00       | $14914418.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 4.5000%  | 0.0000% | $99400.00          | $88818.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-07-01      | 5.5000%  | 0.0000% | $13599660.00       | $12681921.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 5.5000%  | 0.0000% | $27000000.00       | $25209322.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-04-01      | 5.5000%  | 0.0000% | $26183.00          | $25564.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-02-01      | 5.0000%  | 0.0000% | $1325050.00        | $923671.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $74429.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 6.5550%  | 0.0000% | $8000000.00        | $100472.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-04-01      | 5.5000%  | 0.0000% | $361529856.00      | $2474201.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-12-01      | 6.3750%  | 0.0000% | $25815744.00       | $124560.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $275939.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-08-01      | 5.5000%  | 0.0000% | $820000.00         | $22158.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-10-01      | 3.5000%  | 0.0000% | $255000.00         | $25497.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-11-01      | 4.0000%  | 0.0000% | $1956442.00        | $99021.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-09-01      | 3.5000%  | 0.0000% | $97513.00          | $10406.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $1003456.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2029-05-01      | 3.5000%  | 0.0000% | $190000.00         | $11401.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-07-01      | 3.5000%  | 0.0000% | $69000.00          | $7504.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $31331.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-08-01      | 1.5000%  | 0.0000% | $5556080.00        | $3122542.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-11-01      | 2.5000%  | 0.0000% | $436000.00         | $233057.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.0000%  | 0.0000% | $106548000.00      | $67643292.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $253302345.91      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-06-01      | 4.5000%  | 0.0000% | $440000.00         | $40173.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-01-01      | 3.0000%  | 0.0000% | $48647.00          | $7944.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-02-01      | 2.5000%  | 0.0000% | $9416528.00        | $1674337.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-01-01      | 1.5000%  | 0.0000% | $9686064.00        | $4650358.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $24115.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-03-01      | 4.5000%  | 0.0000% | $99235.00          | $77713.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 5.5000%  | 0.0000% | $1534662.00        | $1344865.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $3367880.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.0000%  | 0.0000% | $24000.00          | $15404.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-05-01      | 3.0000%  | 0.0000% | $48089344.00       | $29951200.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $642180.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.0000%  | 0.0000% | $19000.00          | $14621.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-08-01      | 1.5000%  | 0.0000% | $433533.00         | $299015.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 4.0000%  | 0.0000% | $2032296.00        | $1626530.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1233664.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5951.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-04-01      | 4.5000%  | 0.0000% | $858617.00         | $544315.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 4.0000%  | 0.0000% | $1662370.00        | $1368988.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-07-01      | 4.0000%  | 0.0000% | $362000.00         | $296662.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $26068.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $758036.00         | $751053.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $849116.00         | $844256.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $325289.00         | $323371.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $500489.00         | $497686.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $1276276.00        | $1265698.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 5.5000%  | 0.0000% | $285228.00         | $253891.81         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 5.5000%  | 0.0000% | $6047416.00        | $6016247.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 5.0000%  | 0.0000% | $3843380.00        | $3753458.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 5.5000%  | 0.0000% | $404344.00         | $403251.82         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 5.5000%  | 0.0000% | $606863.00         | $605301.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $22303424.00       | $21643316.97       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $3376480.00        | $3457202.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.0000%  | 0.0000% | $407374.00         | $289572.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 3.0000%  | 0.0000% | $832628.00         | $662524.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $81220.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $4581240.00        | $3719634.21        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-07-01      | 3.0000%  | 0.0000% | $32218624.00       | $25170786.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.0000%  | 0.0000% | $5518064.00        | $4128863.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 3.0000%  | 0.0000% | $843505.00         | $658325.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $150829.00         | $113685.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 6.0000%  | 0.0000% | $7823860.00        | $6855626.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-04-01      | 5.0000%  | 0.0000% | $28689920.00       | $26526248.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 3.0000%  | 0.0000% | $18403500.00       | $14413993.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.0000%  | 0.0000% | $44808.00          | $45000.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1783172.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 5.5000%  | 0.0000% | $916786.00         | $896888.26         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 7.5000%  | 0.0000% | $994592.00         | $373122.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $351587.00         | $348359.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-09-01      | 5.5000%  | 0.0000% | $2346000.00        | $2346540.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $150000.00         | $135924.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $619000.00         | $597672.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-09-01      | 6.5000%  | 0.0000% | $3594492.00        | $3662085.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 3.0000%  | 0.0000% | $8839584.00        | $2528472.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $2499152.00        | $570194.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 3.0000%  | 0.0000% | $592582.00         | $415393.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 3.0000%  | 0.0000% | $351372.00         | $241696.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.5000%  | 0.0000% | $613341.00         | $436525.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 4.0000%  | 0.0000% | $183000.00         | $131716.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-09-01      | 2.0000%  | 0.0000% | $27484000.00       | $16736568.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-06-01      | 5.5000%  | 0.0000% | $862982.00         | $566368.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-02-01      | 6.0000%  | 0.0000% | $1236190.00        | $1236328.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-09-01      | 4.5000%  | 0.0000% | $200000.00         | $38127.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-08-01      | 6.5000%  | 0.0000% | $3000000.00        | $7151.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $38839.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $7925.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-05-01      | 7.0000%  | 0.0000% | $15310704.00       | $3107378.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $31118.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-05-01      | 6.3850%  | 0.0000% | $1900000.00        | $58471.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-01-01      | 4.5000%  | 0.0000% | $143442.00         | $6932.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $236664.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-11-01      | 6.6330%  | 0.0000% | $882000.00         | $39593.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-02-01      | 3.4000%  | 0.0000% | $4382000.00        | $3928151.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-06-01      | 3.6700%  | 0.0000% | $17895000.00       | $14691964.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $125561.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-12-01      | 4.5000%  | 0.0000% | $401050.00         | $13220.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $998552.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-02-01      | 3.5000%  | 0.0000% | $314000.00         | $32750.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-09-01      | 3.5000%  | 0.0000% | $50033792.00       | $13267766.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-02-01      | 3.5000%  | 0.0000% | $900000.00         | $141797.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-05-01      | 3.5000%  | 0.0000% | $87000.00          | $11325.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $20436.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-09-01      | 3.5000%  | 0.0000% | $2128260.00        | $927834.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-04-01      | 3.5000%  | 0.0000% | $1034124.00        | $81089.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-04-01      | 6.5000%  | 0.0000% | $1057060.00        | $6243.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-12-01      | 6.5000%  | 0.0000% | $1909000.00        | $26862.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-04-01      | 6.5000%  | 0.0000% | $9762160.00        | $61421.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-10-01      | 5.5000%  | 0.0000% | $6270880.00        | $192713.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-08-01      | 7.5000%  | 0.0000% | $1070772.00        | $33225.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 5.0000%  | 0.0000% | $1260390.00        | $696177.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-03-01      | 5.0000%  | 0.0000% | $1908736.00        | $916261.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2204211.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-01-01      | 6.5000%  | 0.0000% | $1014826.00        | $1048847.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 5.5000%  | 0.0000% | $28147.00          | $24864.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1536857.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-03-01      | 4.5000%  | 0.0000% | $1349566.00        | $1031419.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 6.5000%  | 0.0000% | $45576.00          | $33774.38          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-07-01      | 6.0000%  | 0.0000% | $1499896.00        | $1526438.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-07-01      | 6.5000%  | 0.0000% | $1292900.00        | $1325164.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2039-08-01      | 6.5000%  | 0.0000% | $1359246.00        | $1046566.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1418808.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-08-01      | 5.0000%  | 0.0000% | $2371940.00        | $2295303.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 5.5000%  | 0.0000% | $3605536.00        | $3337603.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-09-01      | 5.5000%  | 0.0000% | $5103090.00        | $4814436.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1030753.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-09-01      | 4.0000%  | 0.0000% | $226966.00         | $20497.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39288.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2028-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $48718.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-08-01      | 5.0000%  | 0.0000% | $8549472.00        | $27799.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-06-01      | 4.0000%  | 0.0000% | $2635000.00        | $335262.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-02-01      | 3.0000%  | 0.0000% | $1478556.00        | $1078546.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-10-01      | 3.5000%  | 0.0000% | $250000.00         | $22601.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1534068.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-09-01      | 3.5000%  | 0.0000% | $15000000.00       | $3585911.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $66065.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-10-01      | 3.0000%  | 0.0000% | $8043840.00        | $3215010.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1336611.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-02-01      | 4.0000%  | 0.0000% | $27801888.00       | $6151160.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-04-01      | 2.0000%  | 0.0000% | $175000.00         | $105683.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $459724.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-07-01      | 1.8700%  | 0.0000% | $15798000.00       | $13556353.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-10-01      | 2.2650%  | 0.0000% | $3525000.00        | $2419833.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 2.5000%  | 0.0000% | $28614176.00       | $17231340.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3229796.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-12-01      | 5.0000%  | 0.0000% | $12147180.00       | $11625513.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 1.5000%  | 0.0000% | $128577.00         | $74531.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $745965.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $263266.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $1599000.00        | $508125.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-06-01      | 7.5000%  | 0.0000% | $30714.00          | $33084.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1362161.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $883158.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $461519.00         | $371887.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 3.0000%  | 0.0000% | $4814170.00        | $3578471.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 3.0000%  | 0.0000% | $12438448.00       | $8761543.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.0000%  | 0.0000% | $11417440.00       | $7591395.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-08-01      | 3.0000%  | 0.0000% | $74000.00          | $17268.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-02-01      | 4.0000%  | 0.0000% | $85509.00          | $5620.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $687571.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-01-01      | 3.0000%  | 0.0000% | $473000.00         | $101466.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-04-01      | 3.0000%  | 0.0000% | $377000.00         | $90301.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-03-01      | 2.5000%  | 0.0000% | $5542312.00        | $3016540.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-03-01      | 1.5000%  | 0.0000% | $4400000.00        | $2234132.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $4059108.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.0000%  | 0.0000% | $4868000.00        | $3040026.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 2.0000%  | 0.0000% | $1255000.00        | $796902.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9808.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $514262.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $205131.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3858850.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.5000%  | 0.0000% | $750328.00         | $602393.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-10-01      | 1.5000%  | 0.0000% | $253881.00         | $177085.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $62219.66          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_4.45_1121
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                       | 2053-02-20      | 5.5000%  | 0.0000% | $30946528.00       | $19084946.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-20      | 5.5000%  | 0.0000% | $4481272.00        | $4485544.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-11-20      | 0.9020%  | 0.0000% | $50000000.00       | $2379940.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-11-20      | 5.7480%  | 0.0000% | $30000000.00       | $27272012.57       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-11-20      | 5.6480%  | 0.0000% | $30000000.00       | $27198898.23       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-10-20      | 5.5480%  | 0.0000% | $321000.00         | $310449.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-01-20      | 5.3880%  | 0.0000% | $29765728.00       | $28543630.08       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-02-20      | 0.1000%  | 0.0000% | $32644280.00       | $46201.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-04-20      | 2.0000%  | 0.0000% | $13350000.00       | $10946763.51       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-02-20      | 1.6020%  | 0.0000% | $141569024.00      | $3336691.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-07-20      | 5.3980%  | 0.0000% | $4112170.00        | $3934245.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-02-20      | 5.2500%  | 0.0000% | $14661328.00       | $14257423.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-02-20      | 5.9480%  | 0.0000% | $30000000.00       | $25466413.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-11-20      | 2.5000%  | 0.0000% | $412702.00         | $242192.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-02-20      | NA       | 0.0000% | $49995775.00       | $15523.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-01-20      | 0.1000%  | 0.0000% | $54997396.00       | $119302.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 5.1480%  | 0.0000% | $20000000.00       | $14332951.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-04-20      | 5.1280%  | 0.0000% | $14476300.00       | $11859385.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-10-20      | 5.3980%  | 0.0000% | $30000000.00       | $17818770.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-09-20      | 5.2980%  | 0.0000% | $30000000.00       | $23831873.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $145341.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 5.3480%  | 0.0000% | $100000000.00      | $46040581.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 5.1980%  | 0.0000% | $30000000.00       | $19879155.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 5.3480%  | 0.0000% | $100000000.00      | $46296749.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-06-20      | 5.2980%  | 0.0000% | $30000000.00       | $22778335.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-08-20      | 5.3980%  | 0.0000% | $100000000.00      | $52929239.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-07-20      | 5.3980%  | 0.0000% | $30000000.00       | $25667500.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-11-20      | 5.5480%  | 0.0000% | $50000000.00       | $27203050.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-06-20      | 6.0000%  | 0.0000% | $7495592.00        | $7690072.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 5.6480%  | 0.0000% | $100000000.00      | $39853274.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.0000%  | 0.0000% | $14748496.00       | $15155348.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 5.6480%  | 0.0000% | $40000000.00       | $16993973.75       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-12-20      | 2.0520%  | 0.0000% | $27777760.00       | $1141580.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-12-20      | 5.5000%  | 0.0000% | $4054664.00        | $4048465.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 5.4980%  | 0.0000% | $100000000.00      | $51311910.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 5.4980%  | 0.0000% | $100000000.00      | $51311910.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-20      | 5.4980%  | 0.0000% | $100000000.00      | $65904302.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-12-20      | 5.5000%  | 0.0000% | $7424472.00        | $4354078.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $68736480.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-20      | 5.5480%  | 0.0000% | $39750000.00       | $37686822.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-20      | 5.4480%  | 0.0000% | $30000000.00       | $24997642.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-07-20      | 5.5000%  | 0.0000% | $1881590.00        | $1840513.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-20      | 5.5480%  | 0.0000% | $30000000.00       | $23204371.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-12-20      | 5.0000%  | 0.0000% | $34970048.00       | $23717279.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-16      | 2.5000%  | 0.0000% | $50000000.00       | $43237878.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-06-16      | 2.0000%  | 0.0000% | $5300000.00        | $3975827.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-07-16      | 4.0000%  | 0.0000% | $7000000.00        | $6126155.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-03-16      | 4.5000%  | 0.0000% | $3668000.00        | $3581704.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-12-16      | 5.0000%  | 0.0000% | $4557000.00        | $4465891.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2067-04-16      | 4.5000%  | 0.0000% | $16731000.00       | $14902100.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2067-04-16      | 3.5000%  | 0.0000% | $10000000.00       | $8094256.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $18761773.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $100395890.46      | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | 5.9480%  | 0.0000% | $5000000.00        | $5000883.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-06-20      | 5.6480%  | 0.0000% | $5000000.00        | $4912912.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-07-20      | 3.5000%  | 0.0000% | $9683360.00        | $9073613.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-01-20      | 5.7480%  | 0.0000% | $5908976.00        | $5763985.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $34085.21          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 5.0000%  | 0.0000% | $1156576.00        | $1090979.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 0.1544%  | 0.0000% | $100000000.00      | $1730516.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2065-07-20      | 1.6154%  | 0.0000% | $62648832.00       | $1968839.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 1.5074%  | 0.0000% | $37084288.00       | $2902609.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-20      | 5.4926%  | 0.0000% | $58519104.00       | $58704041.92       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 4.5000%  | 0.0000% | $18606336.00       | $16652428.84       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-09-20      | 5.0000%  | 0.0000% | $9681680.00        | $9652302.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 0.8744%  | 0.0000% | $65000000.00       | $3145165.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-06-20      | 4.5000%  | 0.0000% | $58516672.00       | $57947421.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 4.5000%  | 0.0000% | $24816608.00       | $23442065.72       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $40515148.86       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 4.5000%  | 0.0000% | $17420096.00       | $16455231.72       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-07-20      | 0.8066%  | 0.0000% | $170547712.00      | $8007806.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-02-20      | 4.5000%  | 0.0000% | $100000000.00      | $19774443.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7669.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $8463.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $34182651.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $30016316.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $12944.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $601605.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10184579.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-07-20      | 1.0000%  | 0.0000% | $65250000.00       | $22835457.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-04-20      | 0.1500%  | 0.0000% | $11690240.00       | $29576.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $15017.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 1.0000%  | 0.0000% | $1755000.00        | $838252.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-10-20      | NA       | 0.0000% | $48646720.00       | $139744.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-11-20      | 0.7500%  | 0.0000% | $10000000.00       | $2882871.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $184316.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-01-20      | 1.5000%  | 0.0000% | $2500000.00        | $997931.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-03-20      | NA       | 0.0000% | $8519824.00        | $20629.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-05-20      | NA       | 0.0000% | $32216832.00       | $210073.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-10-20      | 3.0000%  | 0.0000% | $30072832.00       | $1016391.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-09-20      | 1.8349%  | 0.0000% | $50000000.00       | $4560697.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-12-20      | 5.3480%  | 0.0000% | $100000000.00      | $41791496.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $56794.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-12-20      | 5.3480%  | 0.0000% | $100000000.00      | $41791496.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2053-02-20      | 5.0000%  | 0.0000% | $1500000.00        | $1477353.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2049-09-20      | 3.5000%  | 0.0000% | $30966880.00       | $28173161.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-04-20      | 3.0000%  | 0.0000% | $62152256.00       | $55968418.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-03-20      | 5.5980%  | 0.0000% | $5000000.00        | $4896579.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $8877723.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-07-20      | 4.5000%  | 0.0000% | $74906100.00       | $72834519.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-03-20      | 6.2744%  | 0.0000% | $100000.00         | $99586.37          | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-01-20      | 4.0000%  | 0.0000% | $17134048.00       | $16487257.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 5.6480%  | 0.0000% | $20000000.00       | $19873511.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 5.3980%  | 0.0000% | $5258000.00        | $5191938.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 5.3980%  | 0.0000% | $33823000.00       | $33473810.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-03-20      | 5.0000%  | 0.0000% | $7855224.00        | $7259363.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2036-07-25      | 5.0000%  | 0.0000% | $16829152.00       | $16900064.44       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | NA       | 0.0000% | $3626848.00        | $3165030.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | NA       | 0.0000% | $150000000.00      | $2641800.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 8.0110%  | 0.0000% | $500000.00         | $507854.08         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN             | 2042-10-25      | 4.9500%  | 0.0000% | $14249936.00       | $779858.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-04-25      | 6.0000%  | 0.0000% | $28000000.00       | $883543.54         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN             | 2043-08-25      | 5.7500%  | 0.0000% | $8000000.00        | $1687608.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-12-25      | 4.7645%  | 0.0000% | $112355000.00      | $941305.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-09-25      | NA       | 0.0000% | $2727272.00        | $118840.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-11-25      | 6.1420%  | 0.0000% | $2235324.00        | $271044.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-02-25      | 6.0000%  | 0.0000% | $4192000.00        | $1020496.53        | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH    | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $743908.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-15      | 5.7398%  | 0.0000% | $2150000.00        | $23771.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-02-25      | NA       | 0.0000% | $3424936.00        | $59844.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-15      | 6.0000%  | 0.0000% | $14400000.00       | $1855093.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-15      | 4.7541%  | 0.0000% | $50000000.00       | $1828558.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-15      | 3.8648%  | 0.0000% | $12990240.00       | $52721.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-15      | 4.7941%  | 0.0000% | $25000000.00       | $273202.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-15      | 6.4541%  | 0.0000% | $3887036.00        | $45818.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $530703.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-15      | 4.5000%  | 0.0000% | $6429999.00        | $13839.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-15      | 4.5000%  | 0.0000% | $17400000.00       | $1188972.69        | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT    | 2051-01-25      | 8.1000%  | 0.0000% | $13639999.00       | $14101712.98       | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT               | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6089520.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST               | 2060-09-27      | 4.7500%  | 0.0000% | $3000000.00        | $1257495.34        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2026-06-25      | 10.4337% | 0.0000% | $57814976.00       | $26610945.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1591317.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-05-17      | 6.9201%  | 0.0000% | $4785968.00        | $930853.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-10-20      | 3.2697%  | 0.0000% | $8346160.00        | $210011.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-04-20      | 4.5651%  | 0.0000% | $351272951.00      | $8964.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-04-16      | 2.1306%  | 0.0000% | $34025000.00       | $10467952.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1478160.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-12-16      | 3.4099%  | 0.0000% | $7000000.00        | $4431559.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-03-20      | 1.1349%  | 0.0000% | $46718592.00       | $209275.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-02-16      | 1.8487%  | 0.0000% | $60848320.00       | $7387479.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-11-20      | 1.4567%  | 0.0000% | $17885152.00       | $60274.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1347452.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-03-16      | 2.6500%  | 0.0000% | $3200000.00        | $840514.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-02-16      | 0.5326%  | 0.0000% | $161415168.00      | $889452.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-03-20      | 4.8651%  | 0.0000% | $12754860.00       | $1757288.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $6642.05           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-09-20      | 1.6349%  | 0.0000% | $20257568.00       | $577988.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $693171.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-10-20      | 4.7151%  | 0.0000% | $4000000.00        | $1220728.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-04-16      | 2.6000%  | 0.0000% | $1538000.00        | $392191.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-12-16      | 0.6444%  | 0.0000% | $100017664.00      | $1100079.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-01-16      | 0.8751%  | 0.0000% | $17000000.00       | $491312.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-07-20      | 0.1587%  | 0.0000% | $17314528.00       | $21708.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-02-20      | 5.0000%  | 0.0000% | $1015530.00        | $958189.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-10-16      | 0.9903%  | 0.0000% | $9350000.00        | $495310.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-08-16      | 1.6000%  | 0.0000% | $2600000.00        | $1617489.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-01-16      | 0.9698%  | 0.0000% | $6800000.00        | $441645.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2063-11-16      | 1.5500%  | 0.0000% | $4250000.00        | $2893613.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-06-20      | 5.7480%  | 0.0000% | $20000000.00       | $20038937.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-05-20      | 5.8480%  | 0.0000% | $36000000.00       | $35490514.33       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-01-20      | 5.0000%  | 0.0000% | $9101104.00        | $8083456.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-06-20      | 5.0000%  | 0.0000% | $28036640.00       | $27362601.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2050-01-20      | 5.0000%  | 0.0000% | $1733252.00        | $1705853.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-05-20      | 5.5980%  | 0.0000% | $25664128.00       | $25715397.24       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-05-20      | 6.0000%  | 0.0000% | $124378000.00      | $124563130.14      | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2051-04-20      | 4.5000%  | 0.0000% | $2776000.00        | $2704181.49        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                  | 2038-08-01      | 6.0000%  | 0.0000% | $248662528.00      | $317237.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-15      | 2.7500%  | 0.0000% | $59494000.00       | $3531118.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-15      | 2.7500%  | 0.0000% | $85524000.00       | $5610131.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-15      | 1.1432%  | 0.0000% | $339341.00         | $23803.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $18473.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2384412.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-15      | 3.5000%  | 0.0000% | $13000.00          | $11181.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-08-15      | 2.0000%  | 0.0000% | $1010000.00        | $795571.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-09-15      | 3.5000%  | 0.0000% | $1000000.00        | $218026.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-09-15      | 0.0409%  | 0.0000% | $1934900.00        | $205671.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-07-15      | 2.0000%  | 0.0000% | $30000000.00       | $2456854.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-15      | 5.0000%  | 0.0000% | $3403780.00        | $40382.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-01-15      | 5.0000%  | 0.0000% | $1440000.00        | $148186.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-15      | 2.2500%  | 0.0000% | $27896704.00       | $2025333.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-02-15      | 2.5000%  | 0.0000% | $1000000.00        | $830628.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-15      | 2.0000%  | 0.0000% | $2716272.00        | $1472151.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-10-15      | 2.2500%  | 0.0000% | $73921000.00       | $1317589.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-15      | 4.8541%  | 0.0000% | $3000000.00        | $210427.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-15      | 4.8041%  | 0.0000% | $1760000.00        | $152581.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-15      | NA       | 0.0000% | $9503232.00        | $522878.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-06-15      | 3.0000%  | 0.0000% | $2611260.00        | $2263481.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-12-15      | 2.7500%  | 0.0000% | $20000000.00       | $1816166.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1810288.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $3332000.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $103872.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-09-15      | 2.5000%  | 0.0000% | $25000000.00       | $2716483.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $240221.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $227836.67         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P   | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $520964.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-15      | 3.5000%  | 0.0000% | $1700000.00        | $144463.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8411187.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-15      | 3.5000%  | 0.0000% | $400000.00         | $294938.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-15      | 3.5000%  | 0.0000% | $700000.00         | $540319.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.5000%  | 0.0000% | $10199000.00       | $1091149.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-08-15      | 3.0000%  | 0.0000% | $10852192.00       | $586597.54         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P   | 2033-06-25      | 3.7000%  | 0.0000% | $27845000.00       | $26263413.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-15      | 4.0000%  | 0.0000% | $5000000.00        | $507808.28         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P   | 2026-09-25      | 0.7266%  | 0.0000% | $289225000.00      | $1646539.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 1.0000%  | 0.0000% | $25000000.00       | $11447081.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-15      | 1.0000%  | 0.0000% | $46480576.00       | $12720311.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2061-03-25      | NA       | 0.0000% | $119399296.00      | $132624.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1068705.03        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P   | 2055-01-25      | 4.6814%  | 0.0000% | $7217320.00        | $1944368.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-25      | 1.2500%  | 0.0000% | $100000000.00      | $3849972.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $186192.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 1.3500%  | 0.0000% | $50000000.00       | $1667686.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI   | 2029-03-25      | 4.6141%  | 0.0000% | $7000000.00        | $6788507.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 5.7000%  | 0.0000% | $40000000.00       | $31057327.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-25      | 5.7300%  | 0.0000% | $40000000.00       | $34117899.89       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-02-25      | 1.5000%  | 0.0000% | $50000000.00       | $4330422.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-11-25      | NA       | 0.0000% | $41250000.00       | $556168.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2053-04-25      | 5.0000%  | 0.0000% | $13096192.00       | $12852780.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 5.2576%  | 0.0000% | $150000000.00      | $151952589.25      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-25      | NA       | 0.0000% | $20000000.00       | $19952700.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-25      | 5.0000%  | 0.0000% | $58205520.00       | $58269352.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 5.3609%  | 0.0000% | $52054400.00       | $52778085.52       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 1.4500%  | 0.0000% | $68503936.00       | $5895014.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 0.8424%  | 0.0000% | $81250000.00       | $3343795.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | NA       | 0.0000% | $350643200.00      | $13616878.03       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2028-11-25      | 6.6337%  | 0.0000% | $4746000.00        | $761179.94         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS   | 2038-01-25      | 0.5094%  | 0.0000% | $62828544.00       | $60463.21          | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2027-01-25      | 6.5837%  | 0.0000% | $4000000.00        | $580296.16         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2030-06-25      | 0.1000%  | 0.0000% | $237713664.00      | $863692.90         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2030-01-25      | 7.1837%  | 0.0000% | $2550000.00        | $826336.38         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2031-03-25      | 10.5693% | 0.0000% | $23715000.00       | $6919373.76        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST             | 2054-04-25      | 0.1000%  | 0.0000% | $97238000.00       | $444312.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-09-20      | 7.5000%  | 0.0000% | $3000000.00        | $27776.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $451907.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-09-25      | NA       | 0.0000% | $100000.00         | $74084.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $872032.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-10-25      | 4.0000%  | 0.0000% | $14791000.00       | $2910767.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2261029.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-08-25      | 1.5355%  | 0.0000% | $52222912.00       | $301309.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-10-25      | 2.0000%  | 0.0000% | $5000000.00        | $566973.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-06-25      | 1.5000%  | 0.0000% | $24492400.00       | $1454740.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-09-25      | 1.6855%  | 0.0000% | $3511552.00        | $44190.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3310911.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-02-25      | 1.6855%  | 0.0000% | $16516512.00       | $431844.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-04-25      | 5.0000%  | 0.0000% | $2000000.00        | $271319.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-10-25      | 3.0000%  | 0.0000% | $2041350.00        | $1021394.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-10-25      | 3.0000%  | 0.0000% | $9330000.00        | $5219783.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-01-25      | 3.0000%  | 0.0000% | $850000.00         | $12092.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-04-25      | 2.0000%  | 0.0000% | $28680000.00       | $1198867.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2400835.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-06-25      | 4.0000%  | 0.0000% | $2967500.00        | $7893.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1220997.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3342397.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-05-25      | 3.5000%  | 0.0000% | $3801000.00        | $1109425.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-08-25      | NA       | 0.0000% | $100000000.00      | $554349.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-09-25      | 4.8145%  | 0.0000% | $3500000.00        | $1090655.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-10-25      | 3.0000%  | 0.0000% | $6700000.00        | $5778770.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-04-25      | 0.4911%  | 0.0000% | $16684896.00       | $55372.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-01-25      | 3.5000%  | 0.0000% | $1870000.00        | $1484495.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-05-25      | 3.0000%  | 0.0000% | $20000000.00       | $2627720.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-04-25      | 1.5855%  | 0.0000% | $17752256.00       | $501114.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2060-10-25      | 1.5000%  | 0.0000% | $7000000.00        | $2444018.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-25      | NA       | 0.0000% | $37985984.00       | $61059.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-07-25      | 1.0000%  | 0.0000% | $2264248.00        | $710403.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-05-25      | 1.0000%  | 0.0000% | $18115488.00       | $6049805.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-06-25      | 1.2500%  | 0.0000% | $9318064.00        | $3524311.88        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                   | 2032-09-25      | 3.7592%  | 0.0000% | $6000000.00        | $5713881.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-25      | 1.6500%  | 0.0000% | $31508096.00       | $1036865.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-06-25      | 5.5000%  | 0.0000% | $22704200.00       | $14363464.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-25      | 4.0000%  | 0.0000% | $57815552.00       | $51829394.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2054-06-25      | 5.6500%  | 0.0000% | $20000000.00       | $17111766.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-25      | 5.6500%  | 0.0000% | $30000000.00       | $25502152.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-25      | 5.0000%  | 0.0000% | $2575000.00        | $2457290.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-07-25      | 5.5000%  | 0.0000% | $1800000.00        | $1794316.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2044-07-25      | 6.5000%  | 0.0000% | $18846144.00       | $9121722.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-25      | 5.6000%  | 0.0000% | $5000000.00        | $4544409.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2054-12-25      | 0.8000%  | 0.0000% | $61902847.00       | $2723255.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2048-10-25      | 3.5000%  | 0.0000% | $5210144.00        | $4747813.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2036-04-25      | 5.5000%  | 0.0000% | $20737720.00       | $21090719.42       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2052-02-25      | 5.0000%  | 0.0000% | $1299674.00        | $1213043.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $45337297.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-25      | 5.0000%  | 0.0000% | $9939680.00        | $9614220.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2054-10-25      | 5.0000%  | 0.0000% | $94575104.00       | $93456932.12       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2052-06-25      | 4.5000%  | 0.0000% | $35433472.00       | $34973651.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7284159.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-25      | 4.0000%  | 0.0000% | $55691008.00       | $53876780.58       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2036-06-25      | 5.0000%  | 0.0000% | $6459808.00        | $6392264.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2051-09-25      | 4.5000%  | 0.0000% | $26905184.00       | $26553398.72       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2055-08-25      | 4.0000%  | 0.0000% | $3516252.00        | $2945083.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-25      | 4.0000%  | 0.0000% | $52438000.00       | $49999682.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                | 2036-09-25      | 4.0000%  | 0.0000% | $8205000.00        | $7905793.80        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                   | 2026-12-25      | 2.6027%  | 0.0000% | $222180000.00      | $217739277.23      | Agency Mortgage-Backed Securities |

### Security 157: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.37_0801
- **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:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.5000%  | 0.0000% | $2370806.00        | $2452856.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.5000%  | 0.0000% | $2433677.00        | $2451922.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 7.0000%  | 0.0000% | $2330266.00        | $2446681.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $137423.00         | $143824.68         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $2332489.00        | $2472094.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.0000%  | 0.0000% | $2350536.00        | $2420067.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $2350469.00        | $2479845.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 6.5000%  | 0.0000% | $409550.00         | $432707.55         | Agency Mortgage-Backed Securities |

### Security 158: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_4.37_0801
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                 | 2054-10-01      | 5.5000%  | 0.0000% | $113761600.00      | $108488096.91      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $1123200.00        | $1033757.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 6.0000%  | 0.0000% | $32800000.00       | $27493650.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-03-01      | 2.0000%  | 0.0000% | $125503231.00      | $71565567.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.0000%  | 0.0000% | $52757360.00       | $48919850.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-07-01      | 6.0000%  | 0.0000% | $44636963.00       | $46175643.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 5.0000%  | 0.0000% | $25000000.00       | $24077710.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 5.0000%  | 0.0000% | $77889280.00       | $65149581.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-11-01      | 3.5000%  | 0.0000% | $14181000.00       | $11212966.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-01-01      | 6.5000%  | 0.0000% | $74042880.00       | $60859380.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 6.0000%  | 0.0000% | $55547136.00       | $49642862.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-08-01      | 5.0000%  | 0.0000% | $84028960.00       | $71791325.30       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 6.0000%  | 0.0000% | $11395000.00       | $11395922.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $11641200.00       | $11329202.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $32313408.00       | $32507209.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.5000%  | 0.0000% | $45077000.00       | $38012494.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.5000%  | 0.0000% | $62578624.00       | $52489900.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.5000%  | 0.0000% | $55574336.00       | $45331019.14       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-09-01      | 6.0000%  | 0.0000% | $62951680.00       | $55073932.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $31436800.00       | $30431292.64       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $43627690.00       | $44110880.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $59977809.00       | $61907942.22       | Agency Mortgage-Backed Securities |

### Security 159: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.37_0801
- **C.18 - Value (incl. sponsor support):** $489896250.00
- **C.18.a - Value (excl. sponsor support):** $489896250.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $6954045.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $80658000.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $29656800.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $29301100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14358650.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | NA       | 0.0000% | $100000000.00      | $28003800.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-05-15      | NA       | 0.0000% | $95000000.00       | $26301510.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $14916168.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $14273437.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42588389.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50115234.38       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $26389620.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $40000000.00       | $10653480.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $25000000.00       | $6571550.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $150000000.00      | $38826300.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $25005600.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6216602.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $10778350.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11217129.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-05-15      | NA       | 0.0000% | $70000000.00       | $20027700.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $25000000.00       | $6967600.00        | U.S. Treasuries (including strips) |

### Security 160: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $1085720200.00     | $1212131162.92     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $810139300.00      | $827868928.80      | U.S. Treasuries (including strips) |

### Security 161: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.339900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_4.34_0801
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $782800000.00      | $765068742.06      | U.S. Treasuries (including strips) |

### Security 162: Standard Chartered Bank Tri Party Repo

- **C.1 - Title:** Standard Chartered Bank Tri Party Repo 4.279900%
- **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: 935MKJ009, C.3 - LEI: N/A, C.5 - Other ID: 935MKJ009_4.28_0801
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $9319000.00        | $8106962.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-09-01      | 3.5000%  | 0.0000% | $8311000.00        | $7411395.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.0000%  | 0.0000% | $12869826.00       | $12541790.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-01-20      | 5.5000%  | 0.0000% | $13976450.00       | $13788026.06       | Agency Mortgage-Backed Securities  |
| TREASURY BILL                    | 2025-11-28      | NA       | 0.0000% | $3060100.00        | $3017503.41        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-09-11      | NA       | 0.0000% | $2835200.00        | $2821389.74        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2043-02-15      | 0.6250%  | 0.0000% | $2907600.00        | $3023473.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-11-15      | 4.7500%  | 0.0000% | $3305300.00        | $3270980.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 4.5000%  | 0.0000% | $3827000.00        | $3743442.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-15      | 2.7500%  | 0.0000% | $4199000.00        | $4136726.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-11-15      | 0.8750%  | 0.0000% | $97696700.00       | $83600418.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-28      | 1.8750%  | 0.0000% | $49969600.00       | $48746619.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-04-30      | 3.5000%  | 0.0000% | $3807600.00        | $3803701.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-10-31      | 4.8750%  | 0.0000% | $3619100.00        | $3817909.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 4.6250%  | 0.0000% | $46426900.00       | $47181119.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-01-31      | 4.0000%  | 0.0000% | $49999800.00       | $50023449.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-02-28      | 4.2500%  | 0.0000% | $54411200.00       | $56070515.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-28      | 4.2500%  | 0.0000% | $48999900.00       | $50455826.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-04-30      | 4.6250%  | 0.0000% | $30190700.00       | $31480310.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-15      | 4.3750%  | 0.0000% | $23570300.00       | $23806525.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-10-31      | 4.1250%  | 0.0000% | $3518900.00        | $3555990.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-15      | 4.1250%  | 0.0000% | $23866500.00       | $24189702.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-04-15      | 3.7500%  | 0.0000% | $3448800.00        | $3475673.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-05-31      | 4.0000%  | 0.0000% | $4200000.00        | $4241536.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-07-31      | 4.0000%  | 0.0000% | $3514100.00        | $3489093.66        | U.S. Treasuries (including strips) |

### Security 163: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Assoc. | 2042-08-01      | 4.0000%  | 0.0000% | $127924472.00      | $7433308.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.5000%  | 0.0000% | $2801503.00        | $2664171.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.5000%  | 0.0000% | $383644.00         | $364776.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $1308602.00        | $1344224.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.5000%  | 0.0000% | $18486056.00       | $19205246.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 4.5000%  | 0.0000% | $717542.00         | $682882.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $225759.00         | $228496.87         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.0000%  | 0.0000% | $73641.00          | $71527.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-03-15      | 4.0000%  | 0.0000% | $56368.00          | $2341.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-12-15      | 3.5000%  | 0.0000% | $32012.00          | $1047.34           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-04-15      | 3.5000%  | 0.0000% | $4433.00           | $1060.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2045-08-20      | 3.0000%  | 0.0000% | $1000.00           | $122.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-05-20      | 3.5000%  | 0.0000% | $6660.00           | $711.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-01-20      | 3.5000%  | 0.0000% | $2199006.00        | $287598.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-08-20      | 4.5000%  | 0.0000% | $3870000.00        | $312425.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-08-20      | 3.5000%  | 0.0000% | $8220.00           | $1036.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-03-20      | 4.0000%  | 0.0000% | $1271870.00        | $115560.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-09-20      | 4.0000%  | 0.0000% | $2254000.00        | $212574.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-11-20      | 4.5000%  | 0.0000% | $1998966.00        | $150315.52         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-12-20      | 5.5000%  | 0.0000% | $1000.00           | $76.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 3.5000%  | 0.0000% | $360880.00         | $32691.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 4.0000%  | 0.0000% | $498003.00         | $41014.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-07-20      | 3.0000%  | 0.0000% | $1119998.00        | $152759.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-05-20      | 2.5000%  | 0.0000% | $9000.00           | $5803.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-05-20      | 3.5000%  | 0.0000% | $1090582.00        | $511306.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-06-20      | 3.0000%  | 0.0000% | $3514488.00        | $1778852.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-05-20      | 6.0000%  | 0.0000% | $34175.00          | $22597.38          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-07-20      | 2.5000%  | 0.0000% | $7218128.00        | $4544805.19        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-09-20      | 3.5000%  | 0.0000% | $46000.00          | $33562.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-09-20      | 6.0000%  | 0.0000% | $100224.00         | $59483.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-08-20      | 5.5000%  | 0.0000% | $119000.00         | $83253.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-10-20      | 2.0000%  | 0.0000% | $300000.00         | $173504.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-11-20      | 3.5000%  | 0.0000% | $50164.00          | $37798.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-04-20      | 5.5000%  | 0.0000% | $163096.00         | $162095.48         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                  | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2042-11-01      | 3.5000%  | 0.0000% | $5194.00           | $693.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $32050176.00       | $25011647.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $32016320.00       | $25119921.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $14049287.00       | $12615564.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $7458778.00        | $4349321.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $126312651.00      | $120144519.12      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $33859126.00       | $32910102.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $11867527.00       | $8416515.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $31421440.00       | $25573232.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $920735.00         | $836025.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $38725312.00       | $29342271.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2046-10-01      | 3.5000%  | 0.0000% | $2049792.00        | $538805.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2047-04-01      | 4.5000%  | 0.0000% | $93563520.00       | $19618648.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2055-05-01      | 5.5000%  | 0.0000% | $6246983.00        | $6072910.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2056-08-01      | 3.5000%  | 0.0000% | $96696704.00       | $28421681.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2050-06-01      | 3.0000%  | 0.0000% | $97000.00          | $28592.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-04-01      | 3.0000%  | 0.0000% | $35000.00          | $26650.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2035-09-01      | 2.0000%  | 0.0000% | $63000.00          | $26210.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2050-09-01      | 2.5000%  | 0.0000% | $15810847.00       | $7845741.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-01-01      | 3.0000%  | 0.0000% | $8000.00           | $5429.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-07-01      | 5.0000%  | 0.0000% | $1903.00           | $1424.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-10-01      | 5.0000%  | 0.0000% | $165000.00         | $131607.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-02-01      | 5.5000%  | 0.0000% | $3270850.00        | $2636935.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-04-01      | 5.0000%  | 0.0000% | $368254.00         | $291928.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-06-01      | 4.0000%  | 0.0000% | $7000.00           | $5671.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-01-01      | 6.5000%  | 0.0000% | $28997184.00       | $24827515.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-06-01      | 6.0000%  | 0.0000% | $3303128.00        | $3068561.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-07-01      | 5.5000%  | 0.0000% | $7204104.00        | $6855402.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-09-01      | 5.5000%  | 0.0000% | $15008899.00       | $14492845.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.5000%  | 0.0000% | $35858547.00       | $34340332.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-11-01      | 4.5000%  | 0.0000% | $1762644.00        | $1638399.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2054-12-01      | 5.5000%  | 0.0000% | $495970.00         | $480546.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-12-01      | 5.5000%  | 0.0000% | $8272063.00        | $7940902.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-04-01      | 6.0000%  | 0.0000% | $704194.00         | $614643.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2055-06-01      | 5.5000%  | 0.0000% | $1918004.00        | $1927997.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2054-07-01      | 5.5000%  | 0.0000% | $15734574.00       | $15030019.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-09-01      | 5.5000%  | 0.0000% | $2982908.00        | $2879445.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $44999.00          | $30269.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.0000%  | 0.0000% | $44000.00          | $31512.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5248.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-04-01      | 5.5000%  | 0.0000% | $15935.00          | $13171.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2045-08-01      | 4.0000%  | 0.0000% | $4085646.00        | $3108500.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-10-01      | 6.0000%  | 0.0000% | $2030159.00        | $1712540.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-03-01      | 4.0000%  | 0.0000% | $41000.00          | $35037.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-07-01      | 2.5000%  | 0.0000% | $139000.00         | $106290.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-04-01      | 2.5000%  | 0.0000% | $104000.00         | $80305.08          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $86640.00          | $89764.29          | Agency Mortgage-Backed Securities  |

### Security 164: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 937KGC001, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KGC001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $895000000.00
- **C.18.a - Value (excl. sponsor support):** $895000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2037-07-01      | 5.5000%  | 0.0000% | $1323.00           | $31.90             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 7.1210%  | 0.0000% | $2662.00           | $151.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2040-12-01      | 4.5000%  | 0.0000% | $82212529.00       | $5749259.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.5000%  | 0.0000% | $41855204.00       | $6383267.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2048-07-01      | 4.0000%  | 0.0000% | $3869748.00        | $601683.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2043-07-01      | 3.0000%  | 0.0000% | $5028640.00        | $802691.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 3.0000%  | 0.0000% | $961900.00         | $282765.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.0000%  | 0.0000% | $1071024.00        | $657350.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 3.0000%  | 0.0000% | $98357632.00       | $16785833.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $756100.00         | $592679.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $6619904.00        | $5174601.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $15575000.00       | $11980860.47       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.0000%  | 0.0000% | $15000000.00       | $12068675.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $6349712.00        | $5423071.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $13048642.00       | $11986923.18       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-01-01      | 5.5000%  | 0.0000% | $23700800.00       | $22862709.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.0000%  | 0.0000% | $28009072.00       | $24441217.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 5.5000%  | 0.0000% | $9188928.00        | $8330202.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $11920576.00       | $10788580.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.5000%  | 0.0000% | $84001536.00       | $66424693.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $29907776.00       | $24069933.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 2.5000%  | 0.0000% | $18000000.00       | $10371260.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 3.0000%  | 0.0000% | $7669408.00        | $5269879.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $6016100.00        | $4469755.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1170117.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $114700.00         | $86909.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $3871367.00        | $2685574.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $6129150.00        | $4802826.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $3418037.00        | $3296860.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.5000%  | 0.0000% | $11439840.00       | $11849267.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.5000%  | 0.0000% | $185977.00         | $92762.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $19844160.00       | $17135890.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $22944128.00       | $19381088.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2042-04-01      | 3.0000%  | 0.0000% | $5885770.00        | $3973995.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2029-02-07      | 4.7500%  | 0.0000% | $15000000.00       | $15260705.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2030-02-14      | 5.5000%  | 0.0000% | $24981000.00       | $25162384.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2027-12-01      | 3.0300%  | 0.0000% | $16281285.00       | $15157731.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2042-05-01      | 4.0000%  | 0.0000% | $88501119.00       | $6912719.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2042-06-01      | 3.5000%  | 0.0000% | $3647536.00        | $400819.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2042-02-01      | 4.0000%  | 0.0000% | $49610666.00       | $3921923.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2038-03-01      | 4.4830%  | 0.0000% | $39358693.00       | $558749.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $9040.00           | $8808.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2048-02-01      | 3.5000%  | 0.0000% | $40000000.00       | $6109927.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2048-07-01      | 4.0000%  | 0.0000% | $37658700.00       | $12742733.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2050-12-01      | 2.5000%  | 0.0000% | $27039808.00       | $14805534.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2051-02-01      | 2.0000%  | 0.0000% | $7761034.00        | $4723963.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2051-05-01      | 2.5000%  | 0.0000% | $15423888.00       | $9053920.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-10-01      | 4.5000%  | 0.0000% | $9519248.00        | $7388430.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-08-01      | 4.5000%  | 0.0000% | $6454936.00        | $4697954.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-07-01      | 5.0000%  | 0.0000% | $9496928.00        | $7152868.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-07-01      | 5.0000%  | 0.0000% | $278000.00         | $210538.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1093352.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-07-01      | 4.5000%  | 0.0000% | $1515071.00        | $1282029.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.0000%  | 0.0000% | $119845.00         | $94142.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $19138240.00       | $17936140.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-08-01      | 5.5000%  | 0.0000% | $8606944.00        | $7460730.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-08-01      | 5.5000%  | 0.0000% | $13896000.00       | $11735468.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2048-07-01      | 4.5000%  | 0.0000% | $3383597.00        | $1053212.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2048-12-01      | 4.0000%  | 0.0000% | $70000000.00       | $15641055.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2048-12-01      | 4.0000%  | 0.0000% | $469752.00         | $113066.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2050-12-01      | 2.5000%  | 0.0000% | $20000000.00       | $11436332.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2046-05-01      | 2.5000%  | 0.0000% | $29991000.00       | $19162864.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2037-01-01      | 2.0000%  | 0.0000% | $12927968.00       | $7358314.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-05-01      | 4.5000%  | 0.0000% | $28948864.00       | $20802584.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-09-01      | 5.0000%  | 0.0000% | $20000000.00       | $16114834.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-10-01      | 5.0000%  | 0.0000% | $37987712.00       | $28362966.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.0000%  | 0.0000% | $34381440.00       | $27410247.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-02-01      | 6.0000%  | 0.0000% | $48161152.00       | $38911950.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-04-01      | 5.0000%  | 0.0000% | $22006480.00       | $18385799.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $23044100.00       | $17594538.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.5000%  | 0.0000% | $32418761.00       | $28482667.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-07-01      | 4.5000%  | 0.0000% | $8759760.00        | $7093177.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-02-01      | 6.0000%  | 0.0000% | $30137842.00       | $26274546.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-02-01      | 6.5000%  | 0.0000% | $11176695.00       | $9778034.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-09-01      | 6.0000%  | 0.0000% | $4891904.00        | $4717397.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-06-01      | 5.0000%  | 0.0000% | $39818112.00       | $38914260.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2051-08-01      | 2.0000%  | 0.0000% | $22972500.00       | $13964527.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.0000%  | 0.0000% | $19327900.00       | $12270552.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-08-01      | 4.5000%  | 0.0000% | $14027400.00       | $10732402.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $19619520.00       | $18897963.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 1.9010%  | 0.0000% | $140200.00         | $80846.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 1.9060%  | 0.0000% | $24000000.00       | $15104384.28       | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                  | 2043-02-15      | 0.6250%  | 0.0000% | $1233900.00        | $1283073.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $147.14            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-01-15      | 0.1250%  | 0.0000% | $889400.00         | $1051191.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-10-15      | 4.2500%  | 0.0000% | $5000000.00        | $5061129.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-11-30      | 4.3750%  | 0.0000% | $2903800.00        | $2980741.02        | U.S. Treasuries (including strips) |

### Security 165: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938CNS005, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 938CNS005_4.37_0801
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2047-05-01      | 4.0000%  | 0.0000% | $10382819.00       | $1967248.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $1025.00           | $908.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $15000000.00       | $14299986.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $540700.00         | $477103.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 4.0000%  | 0.0000% | $2563928.00        | $292040.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC DISCOUNT NT          | 2025-10-01      | NA       | 0.0000% | $7445000.00        | $7390130.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $473561.00         | $364013.57         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-10-01      | 6.5000%  | 0.0000% | $2339425.00        | $1845900.80        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2036-10-06      | 2.0800%  | 0.0000% | $3041000.00        | $2336109.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2053-09-01      | 5.5000%  | 0.0000% | $75464.00          | $65056.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2026-04-24      | 2.1250%  | 0.0000% | $84000.00          | $83202.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2025-09-23      | 0.3750%  | 0.0000% | $13000.00          | $12939.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2037-07-15      | 5.6250%  | 0.0000% | $1230000.00        | $1333443.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.0000%  | 0.0000% | $12552637.00       | $12117061.20       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2760935.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-10-01      | 6.5000%  | 0.0000% | $26121728.00       | $22278899.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-08-01      | 6.5000%  | 0.0000% | $15943408.00       | $15177795.19       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2047-02-01      | 3.5000%  | 0.0000% | $144367.00         | $127456.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-01-01      | 5.5000%  | 0.0000% | $136848884.00      | $135543536.04      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-06-01      | 4.0000%  | 0.0000% | $350000.00         | $261171.68         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2053-02-01      | 5.5000%  | 0.0000% | $25257984.00       | $19444752.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $883.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2048-09-01      | 4.5000%  | 0.0000% | $2389998.00        | $183344.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.5000%  | 0.0000% | $21170879.00       | $13406583.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-03-01      | 5.5000%  | 0.0000% | $4000000.00        | $3445077.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $9169643.00        | $7714783.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-07-01      | 6.0000%  | 0.0000% | $86165316.00       | $67854381.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-12-01      | 6.5000%  | 0.0000% | $701864.00         | $465190.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-07-01      | 5.5000%  | 0.0000% | $18720736.00       | $16747018.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-08-01      | 6.0000%  | 0.0000% | $6927990.00        | $6086405.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $94960.00          | $95794.15          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $12061504.00       | $12295300.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.5000%  | 0.0000% | $3221550.00        | $3034699.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-02-20      | 4.0000%  | 0.0000% | $1004.00           | $100.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 2.5000%  | 0.0000% | $2622280.00        | $1496227.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-01-20      | 2.5000%  | 0.0000% | $188644823.00      | $119751032.10      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | 4.5000%  | 0.0000% | $20347392.00       | $15231513.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-07-20      | 4.5000%  | 0.0000% | $66428201.00       | $49977971.34       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-02-20      | 5.5000%  | 0.0000% | $30879744.00       | $22602870.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-10-20      | 6.5000%  | 0.0000% | $15167903.00       | $8233743.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-20      | 6.0000%  | 0.0000% | $12277920.00       | $10320059.45       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-09-20      | 6.5000%  | 0.0000% | $433312.00         | $436259.00         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL               | 2054-09-20      | 7.0000%  | 0.0000% | $15097679.00       | $15612103.34       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                  | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $164.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $97.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 3.7500%  | 0.0000% | $305496200.00      | $304940186.83      | U.S. Treasuries (including strips) |

### Security 166: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938CNS005, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 938CNS005_4.37_0909
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2043-09-01      | 6.8590%  | 0.0000% | $24870933.00       | $994145.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 6.0000%  | 0.0000% | $489757.00         | $337879.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.5000%  | 0.0000% | $7968826.00        | $5619299.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 3.5000%  | 0.0000% | $1995.00           | $181.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $1012204.00        | $919079.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $737712.00         | $725210.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.5000%  | 0.0000% | $402443.00         | $336467.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.5000%  | 0.0000% | $475000.00         | $251463.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $542319.00         | $349782.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $339918.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $369000.00         | $331846.81         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2037-09-08      | 4.0000%  | 0.0000% | $1000.00           | $942.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2046-06-01      | 3.5000%  | 0.0000% | $1121120.00        | $231170.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2050-05-01      | 3.5000%  | 0.0000% | $7669298.00        | $3414674.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-08-01      | 4.5000%  | 0.0000% | $1458.00           | $1250.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-08-01      | 5.5000%  | 0.0000% | $2677760.00        | $2570008.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2054-06-01      | 6.0000%  | 0.0000% | $143909.00         | $124954.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2042-01-01      | 2.0000%  | 0.0000% | $1289500.00        | $1051813.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                  | 2055-01-01      | 5.5000%  | 0.0000% | $1289806.00        | $1277503.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2050-03-01      | 3.0000%  | 0.0000% | $4059.00           | $1287.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2043-07-01      | 3.5000%  | 0.0000% | $2001636.00        | $1243567.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-12-01      | 5.5000%  | 0.0000% | $5773248.00        | $4290447.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2041-07-01      | 2.0000%  | 0.0000% | $9600.00           | $5674.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $40256.00          | $26732.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2053-12-01      | 6.5000%  | 0.0000% | $1110.00           | $735.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.5000%  | 0.0000% | $1625368.00        | $1687418.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $130118.00         | $119860.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-02-20      | 4.0000%  | 0.0000% | $1001.00           | $99.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-06-20      | 4.5000%  | 0.0000% | $489570527.00      | $366479415.80      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-07-20      | 4.5000%  | 0.0000% | $1508352.00        | $1134824.85        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                  | 2044-05-15      | 3.3750%  | 0.0000% | $800.00            | $653.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.14             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-04-30      | 3.5000%  | 0.0000% | $300.00            | $296.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $396.16            | U.S. Treasuries (including strips) |
| STRIPS                           | 2033-05-15      | NA       | 0.0000% | $1771000.00        | $1262064.19        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-12-18      | NA       | 0.0000% | $13169400.00       | $12957109.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $344000.00         | $365237.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $466400.00         | $470836.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.79             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $71237000.00       | $61898963.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $14478800.00       | $11076878.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $6212000.00        | $4911286.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $21079400.00       | $13303792.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $900.00            | $521.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $196.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $128656900.00      | $119480832.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $21597200.00       | $19997786.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $15000000.00       | $14703492.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $133237600.00      | $131440624.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $2163000.00        | $2169753.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $2131000.00        | $2139080.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $300.00            | $305.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $902300.00         | $906524.57         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $1643400.00        | $1641860.13        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 4.4449%  | 0.0000% | $48689200.00       | $48690563.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $64301600.00       | $63844029.81       | U.S. Treasuries (including strips) |

### Security 168: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $305.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $190460000.00      | $186440763.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $34949900.00       | $33904765.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $9848900.00        | $10009230.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $332900.00         | $338439.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $15008500.00       | $15561675.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $115000.00         | $114688.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-15      | 3.5000%  | 0.0000% | $24903700.00       | $25207873.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $5588900.00        | $5690925.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $600.00            | $608.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $115836000.00      | $116404098.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $24329000.00       | $24401969.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $16000000.00       | $16314326.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $130100.00         | $128819.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $83000.00          | $82915.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $260000.00         | $259843.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $49999900.00       | $50356277.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $6804000.00        | $6853111.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $19316300.00       | $19945635.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $204.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $104.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 5.0000%  | 0.0000% | $5700.00           | $5799.21           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $347000.00         | $361666.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $24568300.00       | $24799168.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $7467000.00        | $7664850.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $700.00            | $706.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $148100.00         | $148562.39         | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-01-31      | 4.5309%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50189600.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $300000.00         | $300228.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 4.6250%  | 0.0000% | $191000.00         | $194985.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $54060000.00       | $55229696.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $23952700.00       | $24396675.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $11254100.00       | $11372723.84       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.4909%  | 0.0000% | $1000.00           | $1000.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $25400000.00       | $25749796.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $3260900.00        | $3305059.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $10714600.00       | $10815320.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $52998400.00       | $54458122.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $12697000.00       | $12867800.04       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 4.3839%  | 0.0000% | $24999800.00       | $24992250.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $499500.00         | $507741.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $31973000.00       | $32447295.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50776100.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $132431600.00      | $134616897.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $168439800.00      | $170335365.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $7031000.00        | $7085786.36        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-04-30      | 4.4459%  | 0.0000% | $103033800.00      | $103068316.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $35125300.00       | $35392023.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $9265200.00        | $9303085.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $340766000.00      | $342406606.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $27817400.00       | $28092504.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $15192300.00       | $15141748.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $457154600.00      | $456726246.14      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 4.4449%  | 0.0000% | $222712000.00      | $222718235.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $900390600.00      | $893983420.49      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $1528200.00        | $1522044.41        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $213000.00         | $209375.38         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $41000.00          | $39940.81          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $1857500.00        | $1840893.95        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-23      | NA       | 0.0000% | $63940800.00       | $63315778.68       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-12      | NA       | 0.0000% | $837700.00         | $836607.64         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $987800.00         | $956303.01         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-09      | NA       | 0.0000% | $3000000.00        | $2986158.00        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-23      | NA       | 0.0000% | $3000.00           | $2981.10           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-02      | NA       | 0.0000% | $149999000.00      | $147349867.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-08-15      | 6.8750%  | 0.0000% | $583000.00         | $602469.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 6.7500%  | 0.0000% | $207000.00         | $219164.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $435200.00         | $462068.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $8900.00           | $9880.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $2150000.00        | $2228228.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $29106400.00       | $29352796.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $219729000.00      | $226055217.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $249832900.00      | $254301871.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $9004500.00        | $9150212.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $10111700.00       | $10213041.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $1776000.00        | $1784315.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $115229900.00      | $113715817.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $4540000.00        | $4603233.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $12878800.00       | $12875014.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $17020000.00       | $17098076.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $119884000.00      | $120133148.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $29000.00          | $28888.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $134779600.00      | $107541609.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $3599900.00        | $2863587.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $103763400.00      | $73537857.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $12300000.00       | $9410006.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $774300.00         | $589165.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $22300.00          | $16406.53          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $137285100.00      | $97491514.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $7463900.00        | $5598394.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $633000.00         | $472438.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $4900000.00        | $3874002.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $557700.00         | $358048.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $7499200.00        | $3708626.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $48600500.00       | $30198112.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $249000.00         | $130628.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $764466300.00      | $487309071.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $4400000.00        | $3050304.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $2410700.00        | $1524192.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $344500.00         | $199578.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $3400.00           | $2271.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $10700000.00       | $6576484.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $11400000.00       | $8355389.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $27448700.00       | $25059964.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $31000000.00       | $27691897.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $1835600.00        | $1655705.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $142148000.00      | $137157632.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $5261300.00        | $5206671.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $8890600.00        | $8192669.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $23810000.00       | $23091112.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $5604500.00        | $5489844.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $40599000.00       | $40250898.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $288800.00         | $283025.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $20168000.00       | $19856075.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $15000000.00       | $14750965.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $21929100.00       | $21507370.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $5000.00           | $4917.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $2219200.00        | $2184053.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $24999500.00       | $24441411.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $800.00            | $781.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $726100.00         | $668438.72         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $38000.00          | $36864.38          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $6317400.00        | $6087339.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $51000.00          | $47968.32          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $182100.00         | $170753.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $245000.00         | $228438.00         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $7794900.00        | $6643920.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $26813200.00       | $24898308.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $185.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $20000.00          | $18751.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $7100.00           | $6954.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $369000.00         | $345110.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $194649000.00      | $181494685.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $5244700.00        | $5102526.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $730400.00         | $676900.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $3000.00           | $2900.58           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $8861100.00        | $7570117.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $300.00            | $278.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $40011700.00       | $38528225.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $5900000.00        | $5204461.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $47782600.00       | $46613145.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $163648200.00      | $156529285.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $135000.00         | $132917.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $49999200.00       | $49048115.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $50528000.00       | $46945185.69       | U.S. Treasuries (including strips) |

### Security 169: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $98949463.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $100000000.00      | $79237432.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $70000000.00       | $43093931.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $265000000.00      | $181723029.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $95000000.00       | $78382744.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $54711000.00       | $46265414.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $125000000.00      | $114857993.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $70000000.00       | $68413349.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $350000000.00      | $342876122.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $222447000.00      | $204407938.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $336788000.00      | $327131656.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $95000000.00       | $92817968.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $91166000.00       | $84595027.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $40000000.00       | $38873238.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $24130000.00       | $24787017.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $89834307.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $297000000.00      | $303218437.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $95000000.00       | $95333984.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $74143125.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $158000000.00      | $158671929.35      | U.S. Treasuries (including strips) |

### Security 170: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.379900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_4.38_0801
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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. Repo - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $220000000.00      | $223145312.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $270000000.00      | $271497656.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $200000000.00      | $201375000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $160000000.00      | $159806250.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $350000000.00      | $347156250.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $120000000.00      | $82364673.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $100000000.00      | $102608695.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $240000000.00      | $211172282.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $180000000.00      | $154130205.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $250000000.00      | $238990885.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $320000000.00      | $304759782.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $250000000.00      | $251640625.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $14880000.00       | $14902087.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $290000000.00      | $300723958.33      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $420000000.00      | $431567119.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $240000000.00      | $245275000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $90000000.00       | $90281250.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $120000000.00      | $123554755.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $210000000.00      | $217612500.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $390000000.00      | $396190455.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $200000000.00      | $205625000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $390000000.00      | $391462500.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $290000000.00      | $290453125.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $190000000.00      | $192434375.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $230000000.00      | $232066406.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $330000000.00      | $334821093.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $100000000.00      | $100117187.50      | U.S. Treasuries (including strips) |

### Security 171: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.36_0801
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $120700900.00      | $106296471.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $253739500.00      | $254910168.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $20383400.00       | $21293428.39       | U.S. Treasuries (including strips) |

### Security 172: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: N/A, C.5 - Other ID: 952JMUII9_4.36_0801
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $730604800.00      | $757942327.12      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $131714000.00      | $137281221.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $20896400.00       | $21100800.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $2246400.00        | $2267516.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $2267427200.00     | $2317536121.24     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $1634540800.00     | $1652935377.86     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-30      | NA       | 0.0000% | $169961200.00      | $168159611.28      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-28      | NA       | 0.0000% | $200.00            | $199.36            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-16      | NA       | 0.0000% | $1499900.00        | $1486490.89        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-08-12      | NA       | 0.0000% | $899900.00         | $898726.53         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-29      | NA       | 0.0000% | $26657300.00       | $26104294.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $288937600.00      | $289538084.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $21161400.00       | $20980427.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $623308800.00      | $586256415.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $106770400.00      | $99552720.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $41281600.00       | $37959628.37       | U.S. Treasuries (including strips) |

### Security 173: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.27_0801
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $182901100.00      | $183489440.16      | U.S. Treasuries (including strips) |

### Security 174: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.299900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.30_0801
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $91234300.00       | $92691755.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $89936700.00       | $90728234.34       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.36_0801
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $12714000.00       | $11798324.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $223860300.00      | $227785596.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $125907900.00      | $127150853.50      | U.S. Treasuries (including strips) |

### Security 176: Federal Reserve Bank of New York Tri Party Repo

- **C.1 - Title:** Federal Reserve Bank of New York Tri Party Repo 4.249900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 984CCH004, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: 984CCH004_4.25_0801
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $1948630700.00     | $1800212574.35     | U.S. Treasuries (including strips) |

### Security 177: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_4.36_0912
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $4571300.00        | $2398168.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $64813000.00       | $36588951.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $5900.00           | $3941.32           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $217400.00         | $196780.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $11233600.00       | $10034829.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $521357100.00      | $511777324.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |

### Security 178: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.359900%
- **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: 985TJA004, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJA004_4.36_0801
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LN DISCOUNT NT          | 2025-09-10      | NA       | 0.0000% | $100000.00         | $99528.70          | Agency Mortgage-Backed Securities |
| FED HOME LN DISCOUNT NT          | 2025-09-26      | NA       | 0.0000% | $559000.00         | $555308.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2025-09-15      | NA       | 0.0000% | $1107000.00        | $1100933.64        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP         | 2026-01-15      | NA       | 0.0000% | $274000.00         | $268581.65         | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP         | 2030-01-15      | NA       | 0.0000% | $9619000.00        | $7989714.54        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP         | 2027-10-15      | NA       | 0.0000% | $180000.00         | $164705.58         | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP          | 2025-09-15      | NA       | 0.0000% | $22000.00          | $21879.44          | Agency Mortgage-Backed Securities |

### Security 179: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $655000000.00
- **C.18.a - Value (excl. sponsor support):** $655000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 0.5910%  | 0.0000% | $15000000.00       | $3374384.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 1.1837%  | 0.0000% | $45714286.00       | $6107869.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8832%  | 0.0000% | $369381445.00      | $4535613.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.8940%  | 0.0000% | $179111909.00      | $3699026.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8930%  | 0.0000% | $150000000.00      | $6906124.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.7500%  | 0.0000% | $253250845.00      | $4372500.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.8273%  | 0.0000% | $201959816.00      | $6480568.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8260%  | 0.0000% | $123770784.00      | $4594008.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.7595%  | 0.0000% | $62700513.00       | $4794128.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6634%  | 0.0000% | $77419028.00       | $5830929.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 4.5000%  | 0.0000% | $23068914.00       | $3441709.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49310067.00       | $5924052.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $4905709.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.1620%  | 0.0000% | $36716313.00       | $2137923.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $40595000.00       | $4412270.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6827568.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6616606.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $7592307.00        | $4012319.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.7020%  | 0.0000% | $70000000.00       | $5857648.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.3520%  | 0.0000% | $150000000.00      | $5865018.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.4020%  | 0.0000% | $166970000.00      | $4388505.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3886292.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 1.7520%  | 0.0000% | $100000000.00      | $3542638.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.3020%  | 0.0000% | $150000000.00      | $4785536.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.3520%  | 0.0000% | $100000000.00      | $5468690.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2520%  | 0.0000% | $200000000.00      | $6019367.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.7824%  | 0.0000% | $80000000.00       | $4771792.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2020%  | 0.0000% | $150000000.00      | $4276043.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2020%  | 0.0000% | $130000000.00      | $3978771.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $4427557.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5341452.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.3520%  | 0.0000% | $50000000.00       | $3554733.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7320%  | 0.0000% | $91300568.00       | $3772066.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.0020%  | 0.0000% | $115384615.00      | $4197107.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.0520%  | 0.0000% | $114387549.00      | $3530316.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6020%  | 0.0000% | $150000000.00      | $5094343.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.3520%  | 0.0000% | $237020992.00      | $5401928.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1020%  | 0.0000% | $156300507.00      | $3677847.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0820%  | 0.0000% | $100000000.00      | $4802133.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.4020%  | 0.0000% | $84660210.00       | $4648150.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $6367875.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.5920%  | 0.0000% | $150000000.00      | $3654978.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.0020%  | 0.0000% | $300000000.00      | $5204398.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.0020%  | 0.0000% | $185000000.00      | $6949557.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3533978.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.0020%  | 0.0000% | $110000000.00      | $5858212.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.1901%  | 0.0000% | $125129269.00      | $3780087.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 1.9319%  | 0.0000% | $96435714.00       | $3522181.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.5821%  | 0.0000% | $57485571.00       | $4341070.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.9987%  | 0.0000% | $150000000.00      | $5404604.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1020%  | 0.0000% | $100000000.00      | $4094455.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9020%  | 0.0000% | $38420804.00       | $3605697.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $53252809.00       | $7283521.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0020%  | 0.0000% | $179000000.00      | $5620041.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 0.9020%  | 0.0000% | $100000000.00      | $4499142.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 2.9520%  | 0.0000% | $50000000.00       | $5351278.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9546%  | 0.0000% | $70144550.00       | $5757852.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.1520%  | 0.0000% | $126473828.00      | $6049594.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.3020%  | 0.0000% | $400000000.00      | $6020479.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $5355881.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3020%  | 0.0000% | $70929155.00       | $5415740.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1520%  | 0.0000% | $100000000.00      | $4972782.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 0.9720%  | 0.0000% | $100000000.00      | $4589012.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $4714691.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-02-16      | 1.6455%  | 0.0000% | $36876188.00       | $3198024.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.5020%  | 0.0000% | $100000000.00      | $3749733.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $4326421.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3221417.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.0720%  | 0.0000% | $150000000.00      | $5989574.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-20      | 1.6020%  | 0.0000% | $134702877.00      | $3553847.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.1020%  | 0.0000% | $66857810.00       | $3735459.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7020%  | 0.0000% | $100000000.00      | $5448959.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7220%  | 0.0000% | $92307435.00       | $5673217.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3020%  | 0.0000% | $63141690.00       | $4665060.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3020%  | 0.0000% | $81347145.00       | $6554272.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.9020%  | 0.0000% | $49225156.00       | $5219971.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7520%  | 0.0000% | $45000000.00       | $6259573.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $5008899.20        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-11-20      | 1.7349%  | 0.0000% | $56866245.00       | $6589795.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.7370%  | 0.0000% | $100000000.00      | $4497966.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.7520%  | 0.0000% | $44304133.00       | $4823540.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.1520%  | 0.0000% | $65227031.00       | $5279515.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3907426.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.8746%  | 0.0000% | $100707738.00      | $5949059.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-16      | 0.8699%  | 0.0000% | $67884979.00       | $3992013.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.7846%  | 0.0000% | $115640000.00      | $5885858.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-02-16      | 0.5397%  | 0.0000% | $88552213.00       | $3527873.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 0.6265%  | 0.0000% | $132503865.00      | $6807243.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.7005%  | 0.0000% | $100000000.00      | $4752472.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8290%  | 0.0000% | $75411759.00       | $4838486.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8512%  | 0.0000% | $97781817.00       | $5941678.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.7479%  | 0.0000% | $107001558.00      | $7237609.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7408%  | 0.0000% | $100000000.00      | $5354431.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 0.5974%  | 0.0000% | $100000000.00      | $3786243.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-16      | 0.7031%  | 0.0000% | $72841515.00       | $4092221.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6755%  | 0.0000% | $55425770.00       | $3541946.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8590%  | 0.0000% | $51858754.00       | $3832729.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.5924%  | 0.0000% | $105000000.00      | $6963555.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.7600%  | 0.0000% | $43530630.00       | $6117112.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.0114%  | 0.0000% | $18382348.00       | $1012298.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.0114%  | 0.0000% | $72703413.00       | $5099783.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $36727685.00       | $4580603.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $86999066.00       | $4161531.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $6911868.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $50703921.00       | $3773994.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $74800000.00       | $6773062.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5669931.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $6111189.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $71092492.00       | $7111842.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4677305.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.5175%  | 0.0000% | $85286678.00       | $5240324.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-10-20      | 0.6319%  | 0.0000% | $58480020.00       | $3571056.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-11-20      | 0.4617%  | 0.0000% | $123688428.00      | $7072443.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.3148%  | 0.0000% | $168075681.00      | $6842312.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.2157%  | 0.0000% | $50209180.00       | $4206269.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.3741%  | 0.0000% | $50029030.00       | $4042076.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.1084%  | 0.0000% | $50661679.00       | $3953225.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.3926%  | 0.0000% | $54701150.00       | $4418778.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.2121%  | 0.0000% | $66923387.00       | $5224874.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.5872%  | 0.0000% | $161049657.00      | $6335047.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.6759%  | 0.0000% | $117265333.00      | $6776160.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.5834%  | 0.0000% | $131872148.00      | $7022482.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-07-20      | 0.5195%  | 0.0000% | $98628823.00       | $5949935.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-09-20      | 0.7767%  | 0.0000% | $82279844.00       | $6270156.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5444%  | 0.0000% | $114570222.00      | $7104112.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $48359264.00       | $5902257.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5649174.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3717250.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.4618%  | 0.0000% | $107475411.00      | $4793929.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.4410%  | 0.0000% | $101269253.00      | $4948819.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-07-20      | 0.7008%  | 0.0000% | $50000000.00       | $3500970.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.6934%  | 0.0000% | $87945705.00       | $7051382.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.6012%  | 0.0000% | $90434149.00       | $6469475.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-03-20      | 0.5221%  | 0.0000% | $93719813.00       | $6172485.27        | Agency Mortgage-Backed Securities |

### Security 180: Citigroup, Inc. Tri Party Repo

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 4.5000%  | 0.0000% | $29126065.00       | $3571484.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 3.0000%  | 0.0000% | $29316666.00       | $1988980.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 3.0000%  | 0.0000% | $32645833.00       | $2544668.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 2.5000%  | 0.0000% | $13153000.00       | $8630320.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 2.0000%  | 0.0000% | $6700000.00        | $698807.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.5000%  | 0.0000% | $800000.00         | $81862.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-25      | 3.5000%  | 0.0000% | $1080000.00        | $141923.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-25      | 2.0000%  | 0.0000% | $12500000.00       | $1014743.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 1.5000%  | 0.0000% | $3333333.00        | $261210.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-25      | 3.5000%  | 0.0000% | $4304585.00        | $113124.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-25      | 2.5000%  | 0.0000% | $23381735.00       | $1561324.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-25      | 3.0000%  | 0.0000% | $25573529.00       | $2284631.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 3.5000%  | 0.0000% | $707479.00         | $55871.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-25      | 3.0000%  | 0.0000% | $1079309.00        | $95829.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-10-25      | 2.0000%  | 0.0000% | $9375000.00        | $673849.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-25      | 3.5000%  | 0.0000% | $7254713.00        | $853115.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-25      | 4.0000%  | 0.0000% | $33607151.00       | $2948871.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-25      | 2.0000%  | 0.0000% | $20767726.00       | $2131402.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-25      | 4.5000%  | 0.0000% | $8272408.00        | $691868.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-25      | 2.5000%  | 0.0000% | $4989853.00        | $430552.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 2.5000%  | 0.0000% | $11532800.00       | $813495.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-25      | 2.0000%  | 0.0000% | $31928250.00       | $1225857.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.0000%  | 0.0000% | $900000.00         | $105955.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-10-25      | NA       | 0.0000% | $4344464.00        | $2530633.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-25      | 2.5000%  | 0.0000% | $6437414.00        | $650564.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-25      | 3.0000%  | 0.0000% | $900000.00         | $87015.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-06-25      | 3.5000%  | 0.0000% | $19376478.00       | $2498194.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-25      | 4.0000%  | 0.0000% | $12562499.00       | $778697.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-25      | 4.5000%  | 0.0000% | $12000000.00       | $1515856.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 1.6000%  | 0.0000% | $299900000.00      | $9140884.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | NA       | 0.0000% | $1071429.00        | $555166.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-25      | 6.0000%  | 0.0000% | $9719801.00        | $763589.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-25      | NA       | 0.0000% | $3666668.00        | $1465206.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-25      | 3.5000%  | 0.0000% | $1500000.00        | $225382.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 2.7419%  | 0.0000% | $71698548.00       | $5908383.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-01-25      | 6.0000%  | 0.0000% | $5246197.00        | $298658.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.0500%  | 0.0000% | $300000000.00      | $8769927.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-25      | 2.0000%  | 0.0000% | $26483077.00       | $3320077.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 2.5000%  | 0.0000% | $17818571.00       | $2552418.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-25      | 3.0000%  | 0.0000% | $22829084.00       | $3718062.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-25      | 6.0000%  | 0.0000% | $10623920.00       | $723829.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 8.1000%  | 0.0000% | $100000000.00      | $95248035.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-03-25      | 0.8000%  | 0.0000% | $209999994.00      | $8510584.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2051-06-25      | 6.0000%  | 0.0000% | $26213708.00       | $3115697.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-25      | 6.0000%  | 0.0000% | $9714500.00        | $1349540.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.0000%  | 0.0000% | $27737538.00       | $3573979.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $26147553.00       | $3268802.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-25      | 6.0000%  | 0.0000% | $4166667.00        | $1011474.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 1.4520%  | 0.0000% | $164195349.00      | $11499586.01       | Agency Mortgage-Backed Securities |

### Security 181: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.45_1126
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 1.0697%  | 0.0000% | $28490000.00       | $7960649.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 0.5697%  | 0.0000% | $58981198.00       | $9007828.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-02-16      | 1.0257%  | 0.0000% | $230155995.00      | $8346573.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-16      | 0.5098%  | 0.0000% | $195125821.00      | $8655894.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8570%  | 0.0000% | $155846914.00      | $9611214.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8264%  | 0.0000% | $150000000.00      | $7981624.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.6223%  | 0.0000% | $235934528.00      | $11193179.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.4935%  | 0.0000% | $192794554.00      | $8774455.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-16      | 0.7470%  | 0.0000% | $130450000.00      | $7526743.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6829%  | 0.0000% | $300000000.00      | $9193885.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.8542%  | 0.0000% | $119993468.00      | $7881363.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6901%  | 0.0000% | $250000000.00      | $12181806.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6405%  | 0.0000% | $163649386.00      | $10182574.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6780%  | 0.0000% | $160132000.00      | $10367232.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9506%  | 0.0000% | $200000000.00      | $13124314.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $556790581.00      | $26886683.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.8273%  | 0.0000% | $129759921.00      | $9079886.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6354%  | 0.0000% | $130000000.00      | $7487353.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8128%  | 0.0000% | $171736842.00      | $11956044.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9982%  | 0.0000% | $350000000.00      | $24918957.14       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | 0.8331%  | 0.0000% | $358703841.00      | $25876691.49       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-05-16      | 0.6043%  | 0.0000% | $128523997.00      | $7462054.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.4720%  | 0.0000% | $122670979.00      | $9648015.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 3.0000%  | 0.0000% | $24999471.00       | $17203360.97       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.5641%  | 0.0000% | $150000000.00      | $9597436.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0000%  | 0.0000% | $8206667.00        | $7948269.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.5940%  | 0.0000% | $150000000.00      | $9789160.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.1744%  | 0.0000% | $830000000.00      | $16624302.17       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.0114%  | 0.0000% | $115962258.00      | $6385929.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.1735%  | 0.0000% | $650000000.00      | $12992203.07       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-05-16      | NA       | 0.0000% | $356086125.00      | $24179092.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8346120.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $9103872.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.8018%  | 0.0000% | $129750000.00      | $9399852.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.3252%  | 0.0000% | $218815855.00      | $8982396.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5761%  | 0.0000% | $262029452.00      | $17323737.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.4082%  | 0.0000% | $269339702.00      | $12284633.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.6159%  | 0.0000% | $280897681.00      | $8226072.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.8580%  | 0.0000% | $142624776.00      | $11053565.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.6200%  | 0.0000% | $224875473.00      | $12946331.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.6443%  | 0.0000% | $145915639.00      | $9421175.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5770%  | 0.0000% | $132611160.00      | $8039911.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.7434%  | 0.0000% | $190031326.00      | $14433479.33       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-08-20      | 0.7607%  | 0.0000% | $112355085.00      | $9208950.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.7603%  | 0.0000% | $153062227.00      | $11817210.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.6764%  | 0.0000% | $119230504.00      | $8813454.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.6619%  | 0.0000% | $252746636.00      | $19271795.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.6567%  | 0.0000% | $150034242.00      | $10355060.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.5497%  | 0.0000% | $258663185.00      | $17113258.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.7071%  | 0.0000% | $150943962.00      | $12102719.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.7191%  | 0.0000% | $105282741.00      | $7615201.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.7437%  | 0.0000% | $173057386.00      | $13238101.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.6315%  | 0.0000% | $163517817.00      | $12509806.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6914%  | 0.0000% | $145141290.00      | $11609767.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6429%  | 0.0000% | $245000000.00      | $17687387.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10655937.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.6734%  | 0.0000% | $15972658.00       | $12894935.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $15523680.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $12230565.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 3.3061%  | 0.0000% | $16666668.00       | $10389797.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.1944%  | 0.0000% | $36000000.00       | $29283845.45       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 4.2040%  | 0.0000% | $20000000.00       | $9927136.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0020%  | 0.0000% | $161538459.00      | $8811678.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 18.5641% | 0.0000% | $9800306.00        | $12019253.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $16168746.93       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.8817%  | 0.0000% | $119892148.00      | $8211165.81        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.5111%  | 0.0000% | $204180986.00      | $10022416.04       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | 0.8533%  | 0.0000% | $137773463.00      | $10801847.52       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-07-20      | 0.5675%  | 0.0000% | $141351764.00      | $9951996.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $7965590.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $99705690.00       | $14075537.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-20      | NA       | 0.0000% | $82945019.00       | $30897533.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9020%  | 0.0000% | $212489012.00      | $10796427.46       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-03-20      | 2.5000%  | 0.0000% | $65703457.00       | $9601818.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $8426054.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 2.3020%  | 0.0000% | $132528715.00      | $10027773.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.0020%  | 0.0000% | $301072000.00      | $7943103.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.9520%  | 0.0000% | $150000000.00      | $7433730.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7520%  | 0.0000% | $105000000.00      | $11242708.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.8020%  | 0.0000% | $300000000.00      | $7626031.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.8520%  | 0.0000% | $150000000.00      | $7633548.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.5000%  | 0.0000% | $58573914.00       | $8720840.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.8020%  | 0.0000% | $169620986.00      | $8287660.02        | Agency Mortgage-Backed Securities |

### Security 182: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: N/A, C.5 - Other ID: 996JWN000_4.37_0801A
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $55081200.00       | $56100078.87       | U.S. Treasuries (including strips) |

### Security 183: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: N/A, C.5 - Other ID: 996JWN000_4.37_0801B
- **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:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $101485900.00      | $102000061.36      | U.S. Treasuries (including strips) |

### Security 184: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_4.36_0801
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $38961500.00       | $40016802.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $192410700.00      | $113697651.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $196339200.00      | $113745045.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $110577500.00      | $99740545.18       | U.S. Treasuries (including strips) |

### Security 185: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_4.26_0801
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $309600.00         | $222460.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $82308900.00       | $76277612.14       | U.S. Treasuries (including strips) |

### Security 186: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Assoc. | 2053-05-01      | 5.0000%  | 0.0000% | $259501.00         | $202598.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $1023118.00        | $657939.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.5000%  | 0.0000% | $557280.00         | $533621.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 5.0000%  | 0.0000% | $166520.00         | $148499.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-03-01      | 3.5000%  | 0.0000% | $2106044.00        | $687784.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-04-01      | 5.0000%  | 0.0000% | $10000000.00       | $1929554.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-04-01      | 3.5000%  | 0.0000% | $446878.00         | $111286.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-04-01      | 4.0000%  | 0.0000% | $3644908.00        | $629395.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-08-01      | 3.5000%  | 0.0000% | $213000.00         | $30092.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-03-01      | 4.5000%  | 0.0000% | $700000.00         | $231314.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-10-01      | 4.0000%  | 0.0000% | $2216220.00        | $595314.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-11-01      | 4.0000%  | 0.0000% | $2760290.00        | $325097.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-01-01      | 4.5000%  | 0.0000% | $345000.00         | $54741.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-01      | 4.0000%  | 0.0000% | $1791834.00        | $146306.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-07-01      | 3.5000%  | 0.0000% | $1422866.00        | $71352.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-12-01      | 3.5000%  | 0.0000% | $3631328.00        | $814722.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-10-01      | 3.5000%  | 0.0000% | $1569986.00        | $250121.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-03-01      | 3.5000%  | 0.0000% | $2006064.00        | $467827.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-07-01      | 3.0000%  | 0.0000% | $1260000.00        | $116700.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 5.0000%  | 0.0000% | $2470000.00        | $333918.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 4.0000%  | 0.0000% | $18255940.00       | $2196629.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-12-01      | 4.0000%  | 0.0000% | $1560400.00        | $152082.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-01      | 3.0000%  | 0.0000% | $10000000.00       | $1036607.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-01      | 3.5000%  | 0.0000% | $287032.00         | $87801.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-11-01      | 3.0000%  | 0.0000% | $775000.00         | $118993.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.0000%  | 0.0000% | $4724944.00        | $961715.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.0000%  | 0.0000% | $2365000.00        | $449904.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.0000%  | 0.0000% | $858561.00         | $141954.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 3.0000%  | 0.0000% | $1120886.00        | $288800.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-01      | 5.0000%  | 0.0000% | $1514632.00        | $193525.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-01      | 4.0000%  | 0.0000% | $374438.00         | $47721.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-09-01      | 4.0000%  | 0.0000% | $417505.00         | $89506.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-09-01      | 3.5000%  | 0.0000% | $220000.00         | $34354.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-01      | 3.0000%  | 0.0000% | $792000.00         | $249713.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $189634.00         | $54771.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $160922.00         | $41887.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 4.5000%  | 0.0000% | $906156.00         | $152245.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 5.0000%  | 0.0000% | $1688774.00        | $215937.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-06-01      | 5.0000%  | 0.0000% | $1244700.00        | $295605.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-07-01      | 4.5000%  | 0.0000% | $4458480.00        | $252305.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-05-01      | 2.5000%  | 0.0000% | $1480376.00        | $90954.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-01      | 2.5000%  | 0.0000% | $1361578.00        | $303803.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-10-01      | 3.5000%  | 0.0000% | $191181.00         | $31489.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.5000%  | 0.0000% | $4350000.00        | $550502.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 4.5000%  | 0.0000% | $2200000.00        | $55096.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-01      | 5.0000%  | 0.0000% | $10000000.00       | $174189.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $90494.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-05-01      | 3.5000%  | 0.0000% | $8659360.00        | $630739.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-01-01      | 3.0000%  | 0.0000% | $966945.00         | $152225.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $111000.00         | $26770.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.5000%  | 0.0000% | $25000000.00       | $2932698.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 5.5000%  | 0.0000% | $50000000.00       | $1341974.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-09-01      | 4.5000%  | 0.0000% | $275000.00         | $40223.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.5000%  | 0.0000% | $8850000.00        | $515641.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-09-01      | 4.0000%  | 0.0000% | $1999368.00        | $164512.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 2.5000%  | 0.0000% | $3288670.00        | $822637.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-05-01      | 3.0000%  | 0.0000% | $490000.00         | $62208.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-12-01      | 4.0000%  | 0.0000% | $1800000.00        | $191285.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-04-01      | 4.5000%  | 0.0000% | $111369.00         | $33726.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 3.5000%  | 0.0000% | $979000.00         | $293241.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-11-01      | 4.5000%  | 0.0000% | $2252000.00        | $449478.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $216178.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 3.0000%  | 0.0000% | $1306336.00        | $412305.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.0000%  | 0.0000% | $252000.00         | $32157.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-01      | 3.0000%  | 0.0000% | $3200264.00        | $418781.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-01      | 5.5000%  | 0.0000% | $5544520.00        | $206102.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $51317.00          | $34888.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $129921.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $3500000.00        | $2482635.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 5.0000%  | 0.0000% | $3723084.00        | $2029153.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $44484.00          | $34123.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.0000%  | 0.0000% | $1148000.00        | $734497.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $250000.00         | $148304.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $147105.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $74614.00          | $55402.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $89708.00          | $57699.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.5000%  | 0.0000% | $5294136.00        | $2853568.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $1814830.00        | $1125658.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.5000%  | 0.0000% | $1167614.00        | $1081710.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 3.0000%  | 0.0000% | $836000.00         | $617285.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $1072330.00        | $1017160.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $80560.00          | $64579.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.5000%  | 0.0000% | $100380.00         | $77550.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.0000%  | 0.0000% | $1140164.00        | $821892.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 4.5000%  | 0.0000% | $356942.00         | $298148.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $100093.00         | $95540.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $752119.00         | $601025.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $5303128.00        | $4034441.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $54717.00          | $51559.86          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-07-01      | 6.0000%  | 0.0000% | $1895886.00        | $1659093.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 6.0000%  | 0.0000% | $1217096.00        | $1148120.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 5.5000%  | 0.0000% | $1948486.00        | $1439424.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 5.5000%  | 0.0000% | $1155708.00        | $1039910.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 6.0000%  | 0.0000% | $1699674.00        | $1728171.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 6.0000%  | 0.0000% | $1237666.00        | $1235089.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 5.5000%  | 0.0000% | $1661242.00        | $1663969.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.5000%  | 0.0000% | $94337.00          | $63883.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 5.5000%  | 0.0000% | $1131502.00        | $1120298.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $2271348.00        | $2065641.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 1.5000%  | 0.0000% | $150901.00         | $67553.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 1.5000%  | 0.0000% | $433718.00         | $265348.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 2.5000%  | 0.0000% | $1370032.00        | $394245.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-09-01      | 4.0000%  | 0.0000% | $254223.00         | $63171.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-07-01      | 4.0000%  | 0.0000% | $1291328.00        | $534211.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-12-01      | 2.5000%  | 0.0000% | $325000.00         | $167564.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-12-01      | 1.5000%  | 0.0000% | $100000.00         | $50653.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-03-01      | 2.0000%  | 0.0000% | $724842.00         | $412878.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-04-01      | 2.5000%  | 0.0000% | $200000.00         | $121332.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.0000%  | 0.0000% | $349096.00         | $218210.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.5000%  | 0.0000% | $483003.00         | $304283.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 2.0000%  | 0.0000% | $711784.00         | $433826.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-05-01      | 3.0000%  | 0.0000% | $100000.00         | $63104.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.0000%  | 0.0000% | $350000.00         | $219222.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.0000%  | 0.0000% | $278094.00         | $172633.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $135000.00         | $82947.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.5000%  | 0.0000% | $600000.00         | $394431.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.5000%  | 0.0000% | $54000.00          | $36372.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.5000%  | 0.0000% | $2560532.00        | $1634372.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.0000%  | 0.0000% | $518000.00         | $350119.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 4.0000%  | 0.0000% | $1100000.00        | $786958.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 4.0000%  | 0.0000% | $1500000.00        | $1084387.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 3.5000%  | 0.0000% | $523000.00         | $384830.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-07-01      | 4.5000%  | 0.0000% | $79200.00          | $62097.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 4.0000%  | 0.0000% | $50000000.00       | $36993599.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 5.0000%  | 0.0000% | $1209000.00        | $888689.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 4.5000%  | 0.0000% | $157700.00         | $121561.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 4.0000%  | 0.0000% | $392000.00         | $296101.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 4.5000%  | 0.0000% | $250000.00         | $203274.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.5000%  | 0.0000% | $801273.00         | $736224.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 6.0000%  | 0.0000% | $338574.00         | $324358.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-10-01      | 7.0000%  | 0.0000% | $1016528.00        | $978280.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 6.0000%  | 0.0000% | $459000.00         | $378835.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-01      | 6.5000%  | 0.0000% | $172257.00         | $155280.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $3700548.00        | $3312686.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-12-01      | 5.0000%  | 0.0000% | $55000.00          | $52873.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2052-10-01      | 4.0000%  | 0.0000% | $2374048.00        | $2158584.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2053-06-01      | 5.5000%  | 0.0000% | $4075288.00        | $4088001.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-04-01      | 3.0000%  | 0.0000% | $775000.00         | $271437.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-10-01      | 3.5000%  | 0.0000% | $300000.00         | $42766.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-02-01      | 6.0000%  | 0.0000% | $10000000.00       | $3162710.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $222387.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-02-01      | 4.0000%  | 0.0000% | $509000.00         | $44326.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-10-01      | 4.0000%  | 0.0000% | $1450000.00        | $382958.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-01      | 3.5000%  | 0.0000% | $220000.00         | $63162.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 4.5000%  | 0.0000% | $460000.00         | $82960.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $1078288.00        | $724840.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 2.5000%  | 0.0000% | $400000.00         | $237162.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $650000.00         | $394644.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.0000%  | 0.0000% | $978383.00         | $606458.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-04-01      | 5.0000%  | 0.0000% | $27352832.00       | $26636937.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2050-06-01      | 3.5000%  | 0.0000% | $5432512.00        | $4918821.40        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                 | 2041-11-25      | 1.5000%  | 0.0000% | $101032.00         | $6592.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.0000%  | 0.0000% | $1819828.00        | $1667623.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $67355904.00       | $69640079.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2041-07-20      | 4.0000%  | 0.0000% | $530000.00         | $26138.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-01-20      | 3.0000%  | 0.0000% | $50000000.00       | $7020321.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-02-20      | 3.5000%  | 0.0000% | $226000.00         | $26506.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-07-20      | 6.0000%  | 0.0000% | $263000.00         | $33162.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-09-20      | 3.5000%  | 0.0000% | $999000.00         | $116804.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-03-20      | 3.0000%  | 0.0000% | $143875000.00      | $57356051.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-09-20      | 4.0000%  | 0.0000% | $112306000.00      | $61730683.42       | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                | 2063-08-15      | 2.5300%  | 0.0000% | $753087.00         | $620370.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-05-15      | 2.3500%  | 0.0000% | $4837848.00        | $3940671.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2047-03-15      | 2.5000%  | 0.0000% | $3540132.00        | $2818786.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-06-15      | 2.8400%  | 0.0000% | $1941880.00        | $1442383.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-08-15      | 3.7000%  | 0.0000% | $4078296.00        | $3649256.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-03-15      | 2.6900%  | 0.0000% | $364598.00         | $305171.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-08-15      | 3.3800%  | 0.0000% | $11230160.00       | $9813765.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-05-15      | 2.6100%  | 0.0000% | $5717272.00        | $4738286.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-06-15      | 2.9200%  | 0.0000% | $5825272.00        | $4927003.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-08-15      | 5.2700%  | 0.0000% | $274239.00         | $275689.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-10-20      | 4.5000%  | 0.0000% | $399175680.00      | $369702796.61      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-03-20      | 4.0000%  | 0.0000% | $6119528.00        | $256252.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2057-05-15      | 2.9900%  | 0.0000% | $5926056.00        | $5038109.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-08-15      | 5.6000%  | 0.0000% | $233071.00         | $238415.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-10-15      | 5.0000%  | 0.0000% | $198002.00         | $195513.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2059-09-15      | 6.0400%  | 0.0000% | $442462.00         | $467916.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2059-09-15      | 5.7000%  | 0.0000% | $500000.00         | $516069.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-09-15      | 5.0000%  | 0.0000% | $750000.00         | $21198.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-12-20      | 4.0000%  | 0.0000% | $835817.00         | $93699.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2049-03-20      | 5.0000%  | 0.0000% | $10690000.00       | $1599501.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 3.0000%  | 0.0000% | $4888592.00        | $3164074.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2036-12-15      | 6.0000%  | 0.0000% | $9905664.00        | $230464.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2034-08-16      | 4.7545%  | 0.0000% | $160000000.00      | $1839304.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-06-20      | 4.5000%  | 0.0000% | $900000.00         | $15625.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-06-20      | 4.0000%  | 0.0000% | $6000000.00        | $132279.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $55146.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $55078.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-08-16      | 0.4745%  | 0.0000% | $145977344.00      | $132273.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-09-20      | 4.8651%  | 0.0000% | $76000000.00       | $1354051.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2040-10-20      | 4.9151%  | 0.0000% | $29015000.00       | $233749.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2042-09-20      | 2.0000%  | 0.0000% | $34000.00          | $14606.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-06-16      | 0.2651%  | 0.0000% | $60000000.00       | $223157.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2044-01-16      | 3.0000%  | 0.0000% | $247000.00         | $285767.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-02-16      | 0.4550%  | 0.0000% | $6330000.00        | $8989.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-09-16      | 3.2500%  | 0.0000% | $2000000.00        | $861221.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-10-16      | 2.2135%  | 0.0000% | $300000.00         | $235571.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2043-03-20      | 4.8151%  | 0.0000% | $22755280.00       | $1090784.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2039-12-20      | 2.6250%  | 0.0000% | $4075000.00        | $216368.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-04-16      | 2.6000%  | 0.0000% | $520000.00         | $452875.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-12-16      | 2.6000%  | 0.0000% | $740000.00         | $252716.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2056-12-16      | 2.6000%  | 0.0000% | $270000.00         | $153734.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2046-07-20      | 3.0000%  | 0.0000% | $125000.00         | $107340.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2059-11-16      | 0.5845%  | 0.0000% | $75000000.00       | $788128.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 0.8179%  | 0.0000% | $2158120.00        | $8839.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 3.2500%  | 0.0000% | $692308.00         | $11452.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2052-11-16      | 0.2500%  | 0.0000% | $5285960.00        | $29618.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-06-16      | 0.2500%  | 0.0000% | $9166290.00        | $152970.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2061-05-16      | 2.4500%  | 0.0000% | $20000000.00       | $9416297.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-10-16      | 3.0000%  | 0.0000% | $11630240.00       | $720891.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.0000%  | 0.0000% | $100000.00         | $79289.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 6.0000%  | 0.0000% | $6450000.00        | $5123505.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 6.0000%  | 0.0000% | $600000.00         | $467206.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $214499.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $1400000.00        | $1094685.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-01      | 4.0000%  | 0.0000% | $148600.00         | $109746.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 6.0000%  | 0.0000% | $277358.00         | $198865.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.0000%  | 0.0000% | $525000.00         | $411975.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $246778.00         | $226270.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.0000%  | 0.0000% | $100000.00         | $89123.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 1.5000%  | 0.0000% | $404471.00         | $279460.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 3.0000%  | 0.0000% | $356651.00         | $283422.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $36649000.00       | $31913104.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 5.5000%  | 0.0000% | $28276280.00       | $25626992.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $300000.00         | $271069.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $106787.00         | $102755.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $300000.00         | $278480.69         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2044-08-01      | 4.0000%  | 0.0000% | $19029300.00       | $16964516.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $35000.00          | $33187.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $3125000.00        | $1631319.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $830000.00         | $492721.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.0000%  | 0.0000% | $4413000.00        | $2302560.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 3.5000%  | 0.0000% | $760000.00         | $316848.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.5000%  | 0.0000% | $75000.00          | $46136.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.0000%  | 0.0000% | $301000.00         | $169889.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 3.5000%  | 0.0000% | $48000.00          | $36390.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 3.0000%  | 0.0000% | $33000.00          | $25158.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $815000.00         | $635344.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 4.5000%  | 0.0000% | $2247000.00        | $1867063.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 4.0000%  | 0.0000% | $1172498.00        | $233357.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 4.0000%  | 0.0000% | $1495166.00        | $245518.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-06-01      | 3.5000%  | 0.0000% | $7500000.00        | $586470.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-06-01      | 4.0000%  | 0.0000% | $3749112.00        | $429639.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $149304.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-12-01      | 4.5000%  | 0.0000% | $1950000.00        | $346101.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 4.0000%  | 0.0000% | $600000.00         | $107751.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-04-01      | 3.5000%  | 0.0000% | $27661720.00       | $3783123.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-01      | 4.0000%  | 0.0000% | $2004316.00        | $731349.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 3.0000%  | 0.0000% | $2571428.00        | $436353.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 3.5000%  | 0.0000% | $1220826.00        | $324497.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-01      | 4.5000%  | 0.0000% | $585868.00         | $48873.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.0000%  | 0.0000% | $1434968.00        | $383284.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-06-01      | 4.0000%  | 0.0000% | $776000.00         | $216515.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 4.0000%  | 0.0000% | $177619.00         | $35653.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-10-01      | 4.5000%  | 0.0000% | $2401000.00        | $346170.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-01      | 4.0000%  | 0.0000% | $553615.00         | $69801.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-06-01      | 3.5000%  | 0.0000% | $3192088.00        | $647025.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 3.5000%  | 0.0000% | $3208312.00        | $1172339.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-06-01      | 4.0000%  | 0.0000% | $850000.00         | $136505.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.5000%  | 0.0000% | $1184714.00        | $390732.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 4.5000%  | 0.0000% | $1716788.00        | $728324.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.0000%  | 0.0000% | $158322.00         | $80291.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $51505.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $2750000.00        | $1591343.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 2.5000%  | 0.0000% | $552260.00         | $339242.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $100000.00         | $61254.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 3.5000%  | 0.0000% | $1444130.00        | $264578.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $2134220.00        | $1331698.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-11-01      | 4.0000%  | 0.0000% | $305000.00         | $84758.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-12-01      | 2.5000%  | 0.0000% | $553714.00         | $113090.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-10-01      | 2.0000%  | 0.0000% | $500000.00         | $302332.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 1.5000%  | 0.0000% | $988376.00         | $632622.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 3.5000%  | 0.0000% | $3812548.00        | $1272593.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 2.0000%  | 0.0000% | $1113410.00        | $402620.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-01      | 2.0000%  | 0.0000% | $260000.00         | $167821.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-01-01      | 2.0000%  | 0.0000% | $300000.00         | $207549.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-01      | 2.0000%  | 0.0000% | $2900000.00        | $2039401.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-01-01      | 2.0000%  | 0.0000% | $2365476.00        | $1566058.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $84000.00          | $51400.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $768000.00         | $471349.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 3.5000%  | 0.0000% | $386000.00         | $136743.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.0000%  | 0.0000% | $170000.00         | $31570.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.5000%  | 0.0000% | $500000.00         | $246310.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-12-01      | 3.0000%  | 0.0000% | $482011.00         | $225045.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 4.0000%  | 0.0000% | $3884424.00        | $1443230.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.5000%  | 0.0000% | $55000.00          | $36374.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $792461.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-01-16      | 3.0000%  | 0.0000% | $1115890.00        | $286001.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-01-16      | 3.0000%  | 0.0000% | $551889.00         | $191280.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 0.8341%  | 0.0000% | $91544576.00       | $234269.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2058-09-16      | 2.5000%  | 0.0000% | $251256.00         | $130239.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2053-08-16      | 3.0000%  | 0.0000% | $6083328.00        | $402083.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2060-04-16      | 2.0000%  | 0.0000% | $1000000.00        | $94647.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-09-20      | 3.5000%  | 0.0000% | $910000.00         | $188350.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2048-07-20      | 3.5000%  | 0.0000% | $8000000.00        | $1243240.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2061-06-16      | 1.0427%  | 0.0000% | $12217968.00       | $765961.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-07-16      | 1.7500%  | 0.0000% | $22193568.00       | $16670898.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-02-16      | 4.0000%  | 0.0000% | $25000000.00       | $19505882.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2061-02-16      | 0.6398%  | 0.0000% | $2400000.00        | $105989.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-08-16      | 0.6341%  | 0.0000% | $203819008.00      | $10718080.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-10-16      | 0.4871%  | 0.0000% | $116596352.00      | $5205333.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-06-16      | 0.6110%  | 0.0000% | $2000000.00        | $106155.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-03-16      | 0.3239%  | 0.0000% | $202699008.00      | $6526285.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-10-16      | 0.2911%  | 0.0000% | $60000000.00       | $2437208.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-09-16      | 0.3747%  | 0.0000% | $11642528.00       | $434005.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-01-16      | 3.7500%  | 0.0000% | $8487824.00        | $6185476.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-08-16      | 0.3138%  | 0.0000% | $158003712.00      | $5704704.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2062-01-16      | 0.6901%  | 0.0000% | $1231071232.00     | $59986683.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-11-16      | 0.2917%  | 0.0000% | $140849152.00      | $5338043.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-11-16      | 3.5000%  | 0.0000% | $467543.00         | $312769.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2066-06-16      | 0.5430%  | 0.0000% | $177672960.00      | $9992528.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-03-16      | 0.7406%  | 0.0000% | $102208256.00      | $6090391.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2065-03-16      | 0.2536%  | 0.0000% | $145425920.00      | $5009970.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-11-16      | 3.5000%  | 0.0000% | $4113048.00        | $2906446.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2064-11-16      | 0.2414%  | 0.0000% | $153472000.00      | $5214052.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2066-06-16      | 0.7621%  | 0.0000% | $150384896.00      | $9570965.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2050-09-20      | 1.5000%  | 0.0000% | $70125568.00       | $29410804.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-02-20      | 1.5000%  | 0.0000% | $234000.00         | $82012.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-05-20      | 1.0000%  | 0.0000% | $1000000.00        | $372435.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2051-07-20      | 1.5000%  | 0.0000% | $151515.00         | $80467.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2054-05-20      | 5.4980%  | 0.0000% | $820000.00         | $672468.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $196003.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $400000.00         | $241482.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.5000%  | 0.0000% | $86050.00          | $72041.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $454764.00         | $317161.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 4.5000%  | 0.0000% | $1682376.00        | $1016778.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $704617.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $109986.00         | $66602.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $60549.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $66193.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $574230.00         | $392565.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $859000.00         | $582300.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $136673.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $50000.00          | $43176.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $232158.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 6.0000%  | 0.0000% | $495094.00         | $464556.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $57352.00          | $52796.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-04-01      | 2.0000%  | 0.0000% | $107000000.00      | $61745551.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 1.5000%  | 0.0000% | $700000.00         | $370112.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-01-01      | 4.5000%  | 0.0000% | $819403.00         | $254293.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 3.0000%  | 0.0000% | $5168408.00        | $2520687.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 4.0000%  | 0.0000% | $80170.00          | $60289.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.0000%  | 0.0000% | $294295.00         | $270993.24         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-11-01      | 4.5000%  | 0.0000% | $1633300.00        | $1470039.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 3.5000%  | 0.0000% | $3612692.00        | $1536223.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-10-01      | 6.0000%  | 0.0000% | $165410048.00      | $358988.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-03-01      | 6.0000%  | 0.0000% | $21478275.00       | $28411.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-03-01      | 4.5000%  | 0.0000% | $2365530.00        | $75426.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-05-01      | 5.0000%  | 0.0000% | $28601120.00       | $366035.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-03-01      | 4.0000%  | 0.0000% | $1527238.00        | $217312.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-04-01      | 3.5000%  | 0.0000% | $3135000.00        | $48262.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-08-01      | 4.0000%  | 0.0000% | $1475000.00        | $112924.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-12-01      | 3.0000%  | 0.0000% | $504000.00         | $75361.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-01-01      | 3.5000%  | 0.0000% | $1963000.00        | $317139.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-02-01      | 3.5000%  | 0.0000% | $220000.00         | $38290.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-01-01      | 4.5000%  | 0.0000% | $500000.00         | $78189.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-11-01      | 2.5000%  | 0.0000% | $507052.00         | $76518.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-01-01      | 3.0000%  | 0.0000% | $4179000.00        | $532733.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-12-01      | 4.0000%  | 0.0000% | $356257.00         | $57809.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-03-01      | 5.0000%  | 0.0000% | $706000.00         | $71355.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-02-01      | 3.5000%  | 0.0000% | $900000.00         | $139378.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-11-01      | 4.0000%  | 0.0000% | $9103744.00        | $1411357.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-09-01      | 2.5000%  | 0.0000% | $4797152.00        | $504016.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-09-01      | 4.0000%  | 0.0000% | $1325000.00        | $160689.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-10-01      | 3.5000%  | 0.0000% | $3438804.00        | $279905.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-06-01      | 4.0000%  | 0.0000% | $1415000.00        | $250193.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-01-01      | 3.0000%  | 0.0000% | $700000.00         | $198552.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-04-01      | 3.0000%  | 0.0000% | $700000.00         | $109586.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-04-01      | 3.0000%  | 0.0000% | $4250000.00        | $774121.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-12-01      | 5.0000%  | 0.0000% | $1986946.00        | $285106.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-07-01      | 4.0000%  | 0.0000% | $1202062.00        | $168678.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-08-01      | 3.5000%  | 0.0000% | $2141730.00        | $348699.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-02-01      | 3.0000%  | 0.0000% | $735000.00         | $151730.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-02-01      | 6.0000%  | 0.0000% | $8211728.00        | $130357.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-08-01      | 6.0000%  | 0.0000% | $76809216.00       | $478422.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-09-01      | 6.0000%  | 0.0000% | $14555020.00       | $66053.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-09-01      | 5.5000%  | 0.0000% | $4360200.00        | $36844.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 5.5000%  | 0.0000% | $743235.00         | $703172.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-12-01      | 2.0000%  | 0.0000% | $967058.00         | $730422.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-01-01      | 6.0000%  | 0.0000% | $121756.00         | $100181.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 5.5000%  | 0.0000% | $503776.00         | $496672.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 5.5000%  | 0.0000% | $148127.00         | $130821.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 6.0000%  | 0.0000% | $1304666.00        | $1324828.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-06-01      | 6.5000%  | 0.0000% | $604530.00         | $553152.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $500000.00         | $433169.21         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.5000%  | 0.0000% | $1900274.00        | $1972075.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 6.0000%  | 0.0000% | $1289534.00        | $1038833.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-10-01      | 5.0000%  | 0.0000% | $229838.00         | $209557.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-02-01      | 6.0000%  | 0.0000% | $289847.00         | $293961.31         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $541620.00         | $554239.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $267809.00         | $273732.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $810842.00         | $717783.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $351334.00         | $357960.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $402719.00         | $386445.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 4.5000%  | 0.0000% | $510868.00         | $482833.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-08-01      | 6.0000%  | 0.0000% | $1812852.00        | $1848411.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-08-01      | 6.0000%  | 0.0000% | $1179414.00        | $1202511.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 6.0000%  | 0.0000% | $1143750.00        | $1166150.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-05-01      | 4.0000%  | 0.0000% | $459000.00         | $73416.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-09-01      | 4.5000%  | 0.0000% | $106318.00         | $29404.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-09-01      | 3.5000%  | 0.0000% | $335000.00         | $139385.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-12-01      | 3.0000%  | 0.0000% | $2600000.00        | $1009164.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-03-01      | 3.0000%  | 0.0000% | $305000.00         | $80223.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-12-01      | 5.5000%  | 0.0000% | $8000000.00        | $975749.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-01-01      | 3.0000%  | 0.0000% | $1121000.00        | $345443.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-08-01      | 4.0000%  | 0.0000% | $2218872.00        | $253393.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-03-01      | 4.5000%  | 0.0000% | $67000.00          | $27621.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-05-01      | 4.0000%  | 0.0000% | $306281.00         | $57432.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-01-01      | 2.0000%  | 0.0000% | $1556758.00        | $955181.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-05-01      | 4.0000%  | 0.0000% | $600000.00         | $96933.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-09-01      | 3.5000%  | 0.0000% | $800000.00         | $158014.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-04-01      | 3.0000%  | 0.0000% | $3300000.00        | $905873.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-12-01      | 3.5000%  | 0.0000% | $914000.00         | $150052.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-01-01      | 3.0000%  | 0.0000% | $974000.00         | $169449.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-01-01      | 3.0000%  | 0.0000% | $1823000.00        | $293239.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-10-01      | 4.0000%  | 0.0000% | $1515000.00        | $367479.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-03-01      | 3.0000%  | 0.0000% | $2200000.00        | $720956.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2031-01-01      | 3.0000%  | 0.0000% | $383146.00         | $63017.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-12-01      | 4.0000%  | 0.0000% | $3515528.00        | $1134484.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-12-01      | 5.0000%  | 0.0000% | $3118484.00        | $515161.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-03-01      | 4.0000%  | 0.0000% | $1100000.00        | $64837.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-03-01      | 2.0000%  | 0.0000% | $476000.00         | $256673.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-07-01      | 3.5000%  | 0.0000% | $4353400.00        | $1466217.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-06-01      | 4.0000%  | 0.0000% | $403000.00         | $254181.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2034-11-01      | 2.5000%  | 0.0000% | $138000.00         | $41197.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-11-01      | 3.5000%  | 0.0000% | $5074736.00        | $2379032.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-01-01      | 4.5000%  | 0.0000% | $1332826.00        | $337719.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-08-01      | 2.5000%  | 0.0000% | $13384220.00       | $4873507.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-01      | 2.5000%  | 0.0000% | $213808.00         | $102789.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-08-01      | 3.0000%  | 0.0000% | $2936004.00        | $1818628.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $115820.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 2.0000%  | 0.0000% | $1512388.00        | $962529.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $1064554.00        | $867900.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 5.5000%  | 0.0000% | $823520.00         | $808485.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.0000%  | 0.0000% | $5057512.00        | $3289675.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 3.5000%  | 0.0000% | $800709.00         | $469837.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.0000%  | 0.0000% | $77673.00          | $62927.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.0000%  | 0.0000% | $525000.00         | $346554.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $47822.00          | $30304.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 2.5000%  | 0.0000% | $300000.00         | $194278.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 4.0000%  | 0.0000% | $300000.00         | $196339.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 4.0000%  | 0.0000% | $741796.00         | $493519.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-07-01      | 5.0000%  | 0.0000% | $1012694.00        | $843757.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 2.0000%  | 0.0000% | $570684.00         | $416773.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-09-01      | 6.0000%  | 0.0000% | $513408.00         | $439134.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 4.0000%  | 0.0000% | $3362312.00        | $1949213.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-10-01      | 6.0000%  | 0.0000% | $984000.00         | $594110.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-08-01      | 3.0000%  | 0.0000% | $50954.00          | $41153.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-03-01      | 3.0000%  | 0.0000% | $30227000.00       | $12082443.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-01      | 3.5000%  | 0.0000% | $2156624.00        | $693372.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-05-01      | 3.5000%  | 0.0000% | $21000.00          | $7840.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-05-01      | 2.0000%  | 0.0000% | $289738.00         | $133921.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-04-01      | 4.0000%  | 0.0000% | $140000.00         | $58374.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.5000%  | 0.0000% | $757000.00         | $462696.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-08-01      | 2.0000%  | 0.0000% | $38086.00          | $22567.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-08-01      | 2.5000%  | 0.0000% | $130000.00         | $75759.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-09-01      | 2.5000%  | 0.0000% | $1925000.00        | $1192414.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $188301.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2036-11-01      | 1.5000%  | 0.0000% | $404986.00         | $241122.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-08-01      | 4.0000%  | 0.0000% | $976000.00         | $442928.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 3.5000%  | 0.0000% | $180000.00         | $92398.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 2.0000%  | 0.0000% | $387989.00         | $239691.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 2.5000%  | 0.0000% | $600000.00         | $381309.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $129173.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 2.0000%  | 0.0000% | $300000.00         | $182870.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-04-01      | 2.5000%  | 0.0000% | $42800.00          | $27397.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 2.5000%  | 0.0000% | $1025636.00        | $657124.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 3.0000%  | 0.0000% | $806286.00         | $563196.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-01      | 4.0000%  | 0.0000% | $762634.00         | $473860.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-10-01      | 2.5000%  | 0.0000% | $66000.00          | $42763.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.5000%  | 0.0000% | $6240552.00        | $4163572.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-05-01      | 2.5000%  | 0.0000% | $60000.00          | $40539.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-12-01      | 3.5000%  | 0.0000% | $400000.00         | $264111.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 2.5000%  | 0.0000% | $38000.00          | $26103.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-04-01      | 3.0000%  | 0.0000% | $415207.00         | $300558.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.0000%  | 0.0000% | $200000.00         | $129861.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-04-01      | 3.0000%  | 0.0000% | $765000.00         | $547887.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.0000%  | 0.0000% | $900000.00         | $599106.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $67564.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-01-01      | 6.0000%  | 0.0000% | $100000.00         | $73685.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-05-01      | 2.5000%  | 0.0000% | $345000.00         | $238620.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-03-01      | 4.5000%  | 0.0000% | $300000.00         | $222269.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-07-01      | 3.5000%  | 0.0000% | $23043456.00       | $16335919.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 5.5000%  | 0.0000% | $651145.00         | $524291.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 5.0000%  | 0.0000% | $700000.00         | $620034.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.5000%  | 0.0000% | $200000.00         | $148465.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-12-01      | 5.5000%  | 0.0000% | $40088704.00       | $36137562.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-05-01      | 5.5000%  | 0.0000% | $600000.00         | $507487.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 3.5000%  | 0.0000% | $1340000.00        | $1073517.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-01      | 5.5000%  | 0.0000% | $452000.00         | $396447.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 5.5000%  | 0.0000% | $5285720.00        | $5049149.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-07-01      | 6.0000%  | 0.0000% | $300000.00         | $279943.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $87316480.00       | $87241013.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-11-01      | 6.0000%  | 0.0000% | $16724832.00       | $279416.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $274577.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $95130.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-03-01      | 5.5000%  | 0.0000% | $8000000.00        | $132638.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-04-01      | 4.5000%  | 0.0000% | $6182940.00        | $189742.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-09-01      | 6.5000%  | 0.0000% | $7000000.00        | $39947.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-04-01      | 5.5000%  | 0.0000% | $18762272.00       | $78115.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-03-01      | 6.0000%  | 0.0000% | $6890856.00        | $75414.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-07-01      | 6.0000%  | 0.0000% | $1920270.00        | $50395.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-11-01      | 6.5000%  | 0.0000% | $4626616.00        | $76441.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-01-01      | 4.0000%  | 0.0000% | $846800.00         | $65244.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-06-01      | 4.0000%  | 0.0000% | $2894744.00        | $359163.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-09-01      | 3.5000%  | 0.0000% | $12818208.00       | $1005688.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-09-01      | 3.5000%  | 0.0000% | $2000000.00        | $190167.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-03-01      | 3.5000%  | 0.0000% | $7665416.00        | $1260991.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-03-01      | 2.5000%  | 0.0000% | $2500000.00        | $305630.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $539704.00         | $507827.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-04-01      | 6.0000%  | 0.0000% | $278315.00         | $283015.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-03-01      | 6.0000%  | 0.0000% | $531856.00         | $480482.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $1240996.00        | $1265939.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-04-01      | 6.0000%  | 0.0000% | $286831.00         | $293151.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $157592.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-06-01      | 2.5000%  | 0.0000% | $3898120.00        | $501899.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-08-01      | 4.5000%  | 0.0000% | $350000.00         | $57731.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-08-01      | 3.5000%  | 0.0000% | $8342496.00        | $329950.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-02-01      | 3.5000%  | 0.0000% | $1298212.00        | $183721.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-03-01      | 3.0000%  | 0.0000% | $1475882.00        | $231214.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-10-01      | 3.0000%  | 0.0000% | $2705720.00        | $457817.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-06-01      | 4.0000%  | 0.0000% | $1037378.00        | $88456.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 2.0000%  | 0.0000% | $49551.00          | $29947.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-07-01      | 2.5000%  | 0.0000% | $229000.00         | $132824.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-11-01      | 3.5000%  | 0.0000% | $106500.00         | $55715.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-03-01      | 5.0000%  | 0.0000% | $1100000.00        | $96285.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2039-07-01      | 4.0000%  | 0.0000% | $515453.00         | $71450.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-04-01      | 4.0000%  | 0.0000% | $286511.00         | $46974.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-07-01      | 2.5000%  | 0.0000% | $3900000.00        | $1366205.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-10-01      | 2.5000%  | 0.0000% | $9582032.00        | $4133877.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-02-01      | 1.5000%  | 0.0000% | $75000.00          | $41239.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 4.0000%  | 0.0000% | $423405.00         | $365893.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-03-01      | 2.0000%  | 0.0000% | $5300000.00        | $3441719.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-07-01      | 3.0000%  | 0.0000% | $510000.00         | $354769.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 2.5000%  | 0.0000% | $62986.00          | $40759.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 3.5000%  | 0.0000% | $474348.00         | $295257.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2032-07-01      | 3.5000%  | 0.0000% | $3743290.00        | $1903869.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 3.0000%  | 0.0000% | $147000.00         | $107300.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $80141.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-02-01      | 4.5000%  | 0.0000% | $945867.00         | $469506.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 5.0000%  | 0.0000% | $1322332.00        | $1160834.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-11-01      | 5.5000%  | 0.0000% | $6973840.00        | $6065213.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-12-01      | 5.0000%  | 0.0000% | $180490.00         | $163160.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-12-01      | 6.5000%  | 0.0000% | $72388096.00       | $47978318.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-08-01      | 5.0000%  | 0.0000% | $63000.00          | $58643.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2045-06-01      | 4.5000%  | 0.0000% | $290000.00         | $281976.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-07-01      | 4.5000%  | 0.0000% | $1112054.00        | $1059698.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-07-01      | 5.5000%  | 0.0000% | $999950.00         | $999532.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2040-04-01      | 6.0000%  | 0.0000% | $16066944.00       | $249742.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $741227.00         | $685505.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.5000%  | 0.0000% | $8751744.00        | $8728753.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 6.5000%  | 0.0000% | $2521108.00        | $2263783.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.0000%  | 0.0000% | $2709276.00        | $2761744.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.5000%  | 0.0000% | $1787002.00        | $1473073.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.5000%  | 0.0000% | $1660434.00        | $742140.35         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $2552212.00        | $2435772.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-01-01      | 6.0000%  | 0.0000% | $2884948.00        | $2933181.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $2197932.00        | $2241908.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.0000%  | 0.0000% | $1933304.00        | $1972936.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $1292686.00        | $1356862.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.0000%  | 0.0000% | $164081.00         | $159501.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.0000%  | 0.0000% | $2203816.00        | $2247649.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 5.0000%  | 0.0000% | $28705.00          | $27931.53          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $1035056.00        | $1080279.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $1025624.00        | $1074849.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.5000%  | 0.0000% | $1158628.00        | $1206927.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.5000%  | 0.0000% | $1849368.00        | $1916408.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.0000%  | 0.0000% | $17229472.00       | $16237340.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.5000%  | 0.0000% | $1168908.00        | $1219826.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.5000%  | 0.0000% | $1656796.00        | $1723830.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 6.0000%  | 0.0000% | $3566508.00        | $3656244.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $300000.00         | $239886.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $52911488.00       | $50452559.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A   | 2055-01-20      | 5.4480%  | 0.0000% | $713000.00         | $703165.06         | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2055-02-20      | 5.0000%  | 0.0000% | $16617888.00       | $15727097.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-06-01      | 5.0000%  | 0.0000% | $1762436.00        | $1660928.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-04-01      | 5.0000%  | 0.0000% | $473183.00         | $446891.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-04-01      | 4.5000%  | 0.0000% | $2558392.00        | $2292541.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 5.0000%  | 0.0000% | $1479242.00        | $1205032.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-04-01      | 5.0000%  | 0.0000% | $1617324.00        | $1449082.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 5.5000%  | 0.0000% | $9689232.00        | $231985.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-03-01      | 6.0000%  | 0.0000% | $108144800.00      | $220977.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 6.0000%  | 0.0000% | $31742760.00       | $181007.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-08-01      | 2.0000%  | 0.0000% | $1619314.00        | $425147.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 5.5000%  | 0.0000% | $24848992.00       | $52312.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-07-01      | 6.0000%  | 0.0000% | $17700000.00       | $229740.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-04-01      | 3.5000%  | 0.0000% | $366000.00         | $75600.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-05-01      | 3.0000%  | 0.0000% | $7341000.00        | $964861.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-03-01      | 4.0000%  | 0.0000% | $971000.00         | $199343.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-11-01      | 3.5000%  | 0.0000% | $4341152.00        | $456315.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-08-01      | 3.0000%  | 0.0000% | $277774.00         | $43283.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 3.0000%  | 0.0000% | $1927540.00        | $362243.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 3.0000%  | 0.0000% | $1051000.00        | $125555.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-08-01      | 3.5000%  | 0.0000% | $3913804.00        | $1126389.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-05-01      | 6.0000%  | 0.0000% | $9966256.00        | $26180.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-01-01      | 6.0000%  | 0.0000% | $29716256.00       | $95432.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-06-01      | 5.0000%  | 0.0000% | $14980160.00       | $269510.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 6.0000%  | 0.0000% | $5000000.00        | $64088.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 4.5000%  | 0.0000% | $1077590.00        | $28087.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 6.0000%  | 0.0000% | $3300000.00        | $53287.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 5.0000%  | 0.0000% | $2366070.00        | $71412.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.5000%  | 0.0000% | $9231408.00        | $505561.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 5.0000%  | 0.0000% | $920000.00         | $54341.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.5000%  | 0.0000% | $11180912.00       | $260916.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $1789000.00        | $169502.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-01      | 4.0000%  | 0.0000% | $4357504.00        | $331134.19         | Agency Mortgage-Backed Securities |

### Security 187: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2043-11-01      | 4.0000%  | 0.0000% | $2062312.00        | $218716.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $1131000.00        | $845479.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 4.0000%  | 0.0000% | $100000.00         | $67902.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 6.0000%  | 0.0000% | $5105560.00        | $3727636.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 6.0000%  | 0.0000% | $15681088.00       | $14708851.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 3.5000%  | 0.0000% | $2276000.00        | $301709.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.0000%  | 0.0000% | $14472000.00       | $8847471.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $39000.00          | $30518.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.0000%  | 0.0000% | $50820.00          | $42151.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-08-01      | 2.5000%  | 0.0000% | $1172487.00        | $31249.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 2.5000%  | 0.0000% | $100260864.00      | $34364427.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 3.0000%  | 0.0000% | $500000.00         | $218337.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $616200.00         | $378120.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $9000.00           | $7982.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $3233572.00        | $3030593.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-11-01      | 6.5000%  | 0.0000% | $10288120.00       | $8842769.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 7.5000%  | 0.0000% | $1209100.00        | $884168.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $2554220.00        | $2191394.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $7048700.00        | $5346180.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-06-01      | 1.5000%  | 0.0000% | $255000.00         | $106358.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-07-01      | 4.5000%  | 0.0000% | $17957184.00       | $561872.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2042-05-01      | 3.5000%  | 0.0000% | $94854784.00       | $14120409.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2041-09-01      | 5.0000%  | 0.0000% | $3290000.00        | $426528.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-09-01      | 3.4200%  | 0.0000% | $3800000.00        | $2827886.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-05-01      | 3.5100%  | 0.0000% | $6582000.00        | $6159916.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-06-01      | 3.6100%  | 0.0000% | $1254490.00        | $1146804.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2030-06-01      | 3.5300%  | 0.0000% | $29421120.00       | $28418619.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-08-01      | 3.0000%  | 0.0000% | $1315000.00        | $223944.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-09-01      | 4.0000%  | 0.0000% | $772000.00         | $92364.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2046-10-01      | 3.0000%  | 0.0000% | $49997312.00       | $15486004.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2033-07-01      | 3.0000%  | 0.0000% | $2291368.00        | $116661.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2043-10-01      | 4.0000%  | 0.0000% | $345000.00         | $76244.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2027-05-01      | 3.5000%  | 0.0000% | $10500000.00       | $185960.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-04-01      | 7.0000%  | 0.0000% | $1110000.00        | $863319.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-06-01      | 5.5000%  | 0.0000% | $8770848.00        | $8288301.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2054-06-01      | 6.0000%  | 0.0000% | $9751104.00        | $9633606.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7088.98           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-05-01      | 5.5000%  | 0.0000% | $278863.00         | $280700.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5808.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-05-01      | 3.0000%  | 0.0000% | $381000.00         | $153691.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2047-09-01      | 3.5000%  | 0.0000% | $505000.00         | $94739.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-09-01      | 4.5000%  | 0.0000% | $4179400.00        | $1392214.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-07-01      | 4.0000%  | 0.0000% | $15409392.00       | $3314489.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-05-01      | 3.5000%  | 0.0000% | $993529.00         | $307088.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-11-01      | 4.5000%  | 0.0000% | $4098488.00        | $1096134.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2048-11-01      | 4.0000%  | 0.0000% | $708000.00         | $142619.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-12-01      | 3.0000%  | 0.0000% | $3427752.00        | $2314508.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-01-01      | 4.5000%  | 0.0000% | $1181218.00        | $845741.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-02-01      | 3.0000%  | 0.0000% | $43943.00          | $35608.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-07-01      | 5.5000%  | 0.0000% | $376121.00         | $320150.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-01-01      | 2.0000%  | 0.0000% | $2432024.00        | $1249619.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-08-01      | 3.4320%  | 0.0000% | $5712000.00        | $4710917.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-11-01      | 5.5000%  | 0.0000% | $93247.00          | $75096.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-05-01      | 6.5000%  | 0.0000% | $17141888.00       | $15399317.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-11-01      | 4.5000%  | 0.0000% | $736638.00         | $684713.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-02-01      | 5.0000%  | 0.0000% | $110000.00         | $102972.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2050-05-01      | 4.5000%  | 0.0000% | $18843680.00       | $17922781.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2051-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $604003.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-02-01      | 3.5000%  | 0.0000% | $8000.00           | $6106.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-03-01      | 2.5000%  | 0.0000% | $875000.00         | $618406.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL        | 2052-05-01      | 1.9250%  | 0.0000% | $129747712.00      | $112151137.01      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-01-01      | 3.5000%  | 0.0000% | $525000.00         | $41213.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-09-01      | 3.5000%  | 0.0000% | $165000.00         | $133459.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2038-03-01      | 3.5000%  | 0.0000% | $110000.00         | $89752.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-05-01      | 5.5000%  | 0.0000% | $1267744.00        | $1262123.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-06-01      | 4.0000%  | 0.0000% | $7300544.00        | $5423146.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 5.5000%  | 0.0000% | $106173183.00      | $105194185.61      | Agency Mortgage-Backed Securities |

### Security 188: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.359900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.36_0801
- **C.18 - Value (incl. sponsor support):** $166398000.00
- **C.18.a - Value (excl. sponsor support):** $166398000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2046-11-15      | NA       | 0.0000% | $300.00            | $103.95            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $400.00            | $119.21            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-08-15      | NA       | 0.0000% | $2800.00           | $708.94            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2054-08-15      | NA       | 0.0000% | $196376400.00      | $47693543.52       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2043-02-15      | 0.6250%  | 0.0000% | $1800.00           | $1871.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $127.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $1100.00           | $1149.11           | U.S. Treasuries (including strips) |
| STRIPS          | 2041-08-15      | NA       | 0.0000% | $226995732.48      | $102197564.69      | U.S. Treasuries (including strips) |
| STRIPS          | 2042-11-15      | NA       | 0.0000% | $47472384.00       | $19830733.91       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-08-15      | NA       | 0.0000% | $1.28              | $0.46              | U.S. Treasuries (including strips) |
| STRIPS          | 2050-02-15      | NA       | 0.0000% | $87.04             | $25.07             | U.S. Treasuries (including strips) |
| STRIPS          | 2051-08-15      | NA       | 0.0000% | $46.08             | $12.33             | U.S. Treasuries (including strips) |

### Security 189: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_4.37_0801
- **C.18 - Value (incl. sponsor support):** $238365000.00
- **C.18.a - Value (excl. sponsor support):** $238365000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 6.0000%  | 0.0000% | $3600000.00        | $30782.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 2.0000%  | 0.0000% | $186869.00         | $105270.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-02-01      | 3.0000%  | 0.0000% | $2792000.00        | $651865.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 4.0000%  | 0.0000% | $5125000.00        | $3618558.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 3.5000%  | 0.0000% | $170221.00         | $81447.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $105072640.00      | $87112504.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $72859520.00       | $67057572.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $308725.00         | $237552.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-03-01      | 3.5000%  | 0.0000% | $31033560.00       | $4445658.92        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-11-01      | 6.5000%  | 0.0000% | $1127754.00        | $1182726.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.0000%  | 0.0000% | $1004520.00        | $990164.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-06-01      | 6.5000%  | 0.0000% | $7725608.00        | $7102882.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2053-03-25      | 6.0000%  | 0.0000% | $187500.00         | $27924.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2044-04-01      | 4.5000%  | 0.0000% | $1180416.00        | $237882.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2054-09-01      | 6.0000%  | 0.0000% | $950000.00         | $951857.10         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-01-01      | 6.5000%  | 0.0000% | $962155.00         | $981335.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2055-02-01      | 6.5000%  | 0.0000% | $3129920.00        | $3238810.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2040-02-01      | 6.5000%  | 0.0000% | $1018124.00        | $966272.04         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                  | 2055-07-01      | 5.0000%  | 0.0000% | $2469710.00        | $2413367.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2050-02-01      | 4.5000%  | 0.0000% | $1000000.00        | $521294.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-05-01      | 6.5000%  | 0.0000% | $2034880.00        | $2061645.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2035-05-01      | 3.5000%  | 0.0000% | $1463834.00        | $184643.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2049-06-01      | 4.0000%  | 0.0000% | $9409000.00        | $3786677.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $62764.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2037-07-01      | 2.0000%  | 0.0000% | $560146.00         | $405984.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Assoc. | 2053-10-01      | 6.0000%  | 0.0000% | $1045000.00        | $884240.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.0000%  | 0.0000% | $27388.00          | $22185.36          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 5.5000%  | 0.0000% | $2433292.00        | $2431477.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-01-01      | 3.0000%  | 0.0000% | $44067776.00       | $37728582.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.0000%  | 0.0000% | $13912860.00       | $13596718.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                       | 2054-07-20      | 6.5000%  | 0.0000% | $100000.00         | $13979.13          | Agency Mortgage-Backed Securities |

### Security 190: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: N/A, C.5 - Other ID: 99VDPU007_4.33_0801
- **C.18 - Value (incl. sponsor support):** $255000000.00
- **C.18.a - Value (excl. sponsor support):** $255000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $34030300.00       | $24720967.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $277683400.00      | $235379033.49      | U.S. Treasuries (including strips) |

### Security 191: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.379900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.38_0801
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2030-02-15      | 1.5000%  | 0.0000% | $700.00            | $635.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-28      | 1.1250%  | 0.0000% | $3000.00           | $2883.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-04-30      | 0.5000%  | 0.0000% | $27200.00          | $25661.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-05-15      | 0.6250%  | 0.0000% | $400.00            | $343.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $372.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-08-31      | 0.2500%  | 0.0000% | $3727600.00        | $3717853.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $185.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-11-15      | 0.8750%  | 0.0000% | $6100.00           | $5219.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-30      | 0.6250%  | 0.0000% | $4100.00           | $3808.69           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-31      | 0.6250%  | 0.0000% | $1800.00           | $1666.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-12-31      | 0.3750%  | 0.0000% | $499600.00         | $491615.34         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2031-01-15      | 0.1250%  | 0.0000% | $811900.00         | $931560.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-01-31      | 0.7500%  | 0.0000% | $499700.00         | $462642.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-02-28      | 2.5000%  | 0.0000% | $974200.00         | $974138.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $295.92            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-07-15      | 0.2500%  | 0.0000% | $3926000.00        | $4748140.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-08-15      | 2.0000%  | 0.0000% | $4600.00           | $4636.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-15      | 1.6250%  | 0.0000% | $500.00            | $491.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 2.0000%  | 0.0000% | $1600.00           | $1564.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-15      | 2.2500%  | 0.0000% | $700.00            | $688.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $293.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-07-31      | 1.8750%  | 0.0000% | $500.00            | $488.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-08-31      | 1.3750%  | 0.0000% | $212700.00         | $207708.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-10-31      | 1.6250%  | 0.0000% | $19000.00          | $18507.85          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-30      | 1.6250%  | 0.0000% | $472200.00         | $458710.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-12-31      | 1.7500%  | 0.0000% | $4800.00           | $4656.55           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-01-15      | 0.1250%  | 0.0000% | $4000000.00        | $4727644.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-02-28      | 0.5000%  | 0.0000% | $2200.00           | $2156.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-03-31      | 0.7500%  | 0.0000% | $699500.00         | $685210.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $488.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-05-15      | 1.6250%  | 0.0000% | $369600.00         | $325491.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-31      | 0.7500%  | 0.0000% | $415600.00         | $404333.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-06-30      | 1.2500%  | 0.0000% | $45000.00          | $41832.63          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-07-31      | 0.6250%  | 0.0000% | $144000.00         | $139045.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-08-31      | 0.7500%  | 0.0000% | $499900.00         | $483590.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $463.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $85.43             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-30      | 1.2500%  | 0.0000% | $299800.00         | $289600.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $192.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-02-15      | 1.8750%  | 0.0000% | $1568400.00        | $1383504.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-11-15      | 4.0000%  | 0.0000% | $14400.00          | $13146.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-02-15      | 3.6250%  | 0.0000% | $1000.00           | $824.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $385.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $489.77            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2055-02-15      | 2.3750%  | 0.0000% | $1800000.00        | $1771089.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-05-15      | 5.0000%  | 0.0000% | $500.00            | $513.84            | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2028-05-15      | NA       | 0.0000% | $13000.00          | $11673.88          | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2027-05-15      | NA       | 0.0000% | $100.00            | $93.18             | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2025-11-15      | NA       | 0.0000% | $154000.00         | $152091.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47183.87          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-09-30      | 3.0000%  | 0.0000% | $5900.00           | $5946.82           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-10-31      | 3.0000%  | 0.0000% | $74900.00          | $75187.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-11-30      | 2.8750%  | 0.0000% | $258300.00         | $258229.66         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-01-15      | 0.8750%  | 0.0000% | $6400.00           | $8035.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-15      | 2.6250%  | 0.0000% | $510000.00         | $495124.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-03-31      | 2.5000%  | 0.0000% | $2000.00           | $1969.15           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-31      | 2.6250%  | 0.0000% | $3000.00           | $2942.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 3.2500%  | 0.0000% | $12400.00          | $12278.39          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2032-07-15      | 0.6250%  | 0.0000% | $144700.00         | $149658.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-08-15      | 3.1250%  | 0.0000% | $200.00            | $202.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-09-15      | 3.5000%  | 0.0000% | $300.00            | $303.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $203.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-10-15      | 4.2500%  | 0.0000% | $215900.00         | $218539.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-10-31      | 4.0000%  | 0.0000% | $800.00            | $810.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-10-31      | 4.1250%  | 0.0000% | $394700.00         | $400581.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $201.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-11-15      | 4.5000%  | 0.0000% | $550300.00         | $555413.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-11-30      | 3.8750%  | 0.0000% | $440800.00         | $442961.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-30      | 3.8750%  | 0.0000% | $485800.00         | $488704.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-01-15      | 3.8750%  | 0.0000% | $2200.00           | $2199.35           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-01-31      | 3.5000%  | 0.0000% | $499500.00         | $494893.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $294.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-03-15      | 4.6250%  | 0.0000% | $200.00            | $204.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $403.06            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2028-04-15      | 1.2500%  | 0.0000% | $347200.00         | $372803.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-04-30      | 3.5000%  | 0.0000% | $409900.00         | $409480.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $200.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-05-31      | 3.7500%  | 0.0000% | $99500.00          | $99282.39          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-07-15      | 4.5000%  | 0.0000% | $199500.00         | $200473.27         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-07-15      | 1.3750%  | 0.0000% | $24900.00          | $25633.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-31      | 4.1250%  | 0.0000% | $48900.00          | $49252.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-08-15      | 3.8750%  | 0.0000% | $562300.00         | $559634.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $84671.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2761.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-09-30      | 4.6250%  | 0.0000% | $200.00            | $207.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-09-30      | 5.0000%  | 0.0000% | $1000.00           | $1017.40           | U.S. Treasuries (including strips) |
| US TREASURY FRN                  | 2025-10-31      | 4.4559%  | 0.0000% | $16000300.00       | $16005036.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-10-31      | 5.0000%  | 0.0000% | $2000.00           | $2027.62           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2028-10-15      | 2.3750%  | 0.0000% | $636900.00         | $697918.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-11-15      | 4.5000%  | 0.0000% | $2000.00           | $2057.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 4.6250%  | 0.0000% | $300500.00         | $305381.72         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-11-30      | 4.8750%  | 0.0000% | $200100.00         | $201980.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-12-15      | 4.3750%  | 0.0000% | $371300.00         | $374931.92         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-12-31      | 3.7500%  | 0.0000% | $49700.00          | $49306.47          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-12-31      | 4.2500%  | 0.0000% | $3246900.00        | $3257037.35        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-10-15      | 1.6250%  | 0.0000% | $276400.00         | $287680.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1114.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-30      | 4.2500%  | 0.0000% | $294400.00         | $297167.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-11-30      | 4.1250%  | 0.0000% | $47100.00          | $47824.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $301.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-01-15      | 4.2500%  | 0.0000% | $83000.00          | $83843.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $304.04            | U.S. Treasuries (including strips) |
| US TREASURY FRN                  | 2027-01-31      | 4.3839%  | 0.0000% | $500.00            | $499.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-01-31      | 4.3750%  | 0.0000% | $9244400.00        | $9396923.36        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-28      | 4.1250%  | 0.0000% | $38100.00          | $38826.88          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-03-31      | 3.8750%  | 0.0000% | $265600.00         | $268588.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-04-30      | 3.7500%  | 0.0000% | $23000100.00       | $23133822.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-04-30      | 4.0000%  | 0.0000% | $501500.00         | $503550.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-05-15      | 4.2500%  | 0.0000% | $300.00            | $300.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-05-15      | 3.7500%  | 0.0000% | $87000.00          | $87418.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-31      | 3.8750%  | 0.0000% | $146700.00         | $147443.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-05-31      | 4.1250%  | 0.0000% | $89000.00          | $89687.44          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-06-30      | 4.0000%  | 0.0000% | $2275400.00        | $2267828.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 3.7500%  | 0.0000% | $62700.00          | $62686.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-15      | 3.8750%  | 0.0000% | $1681800.00        | $1685090.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-07-31      | 3.8750%  | 0.0000% | $117600.00         | $117284.36         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2035-07-15      | 1.8750%  | 0.0000% | $83000.00          | $82683.13          | U.S. Treasuries (including strips) |
| STRIPS                           | 2031-08-15      | NA       | 0.0000% | $1943.23           | $1512.28           | U.S. Treasuries (including strips) |
| STRIPS                           | 2033-02-15      | NA       | 0.0000% | $24999.97          | $18092.38          | U.S. Treasuries (including strips) |
| STRIPS                           | 2033-08-15      | NA       | 0.0000% | $3000.00           | $2117.44           | U.S. Treasuries (including strips) |
| STRIPS                           | 2035-02-15      | NA       | 0.0000% | $2463.51           | $1606.61           | U.S. Treasuries (including strips) |
| STRIPS                           | 2036-02-15      | NA       | 0.0000% | $26114.15          | $16136.19          | U.S. Treasuries (including strips) |
| STRIPS                           | 2037-02-15      | NA       | 0.0000% | $17972.31          | $10518.73          | U.S. Treasuries (including strips) |
| STRIPS                           | 2030-11-15      | NA       | 0.0000% | $9781.48           | $7885.63           | U.S. Treasuries (including strips) |
| STRIPS                           | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7326.98           | U.S. Treasuries (including strips) |
| STRIPS                           | 2033-11-15      | NA       | 0.0000% | $107.25            | $74.74             | U.S. Treasuries (including strips) |
| STRIPS                           | 2034-05-15      | NA       | 0.0000% | $3000.00           | $2036.20           | U.S. Treasuries (including strips) |
| STRIPS                           | 2034-11-15      | NA       | 0.0000% | $19956.71          | $13187.53          | U.S. Treasuries (including strips) |
| STRIPS                           | 2025-08-15      | NA       | 0.0000% | $442.29            | $441.59            | U.S. Treasuries (including strips) |
| STRIPS                           | 2025-11-15      | NA       | 0.0000% | $198.08            | $195.69            | U.S. Treasuries (including strips) |
| STRIPS                           | 2026-05-15      | NA       | 0.0000% | $29999.96          | $29047.10          | U.S. Treasuries (including strips) |
| STRIPS                           | 2026-08-15      | NA       | 0.0000% | $9323.98           | $8944.21           | U.S. Treasuries (including strips) |
| STRIPS                           | 2026-11-15      | NA       | 0.0000% | $41993.42          | $39878.21          | U.S. Treasuries (including strips) |
| STRIPS                           | 2027-05-15      | NA       | 0.0000% | $50000.60          | $46566.56          | U.S. Treasuries (including strips) |
| STRIPS                           | 2027-08-15      | NA       | 0.0000% | $108000.00         | $99548.57          | U.S. Treasuries (including strips) |
| STRIPS                           | 2027-11-15      | NA       | 0.0000% | $35897.20          | $32785.02          | U.S. Treasuries (including strips) |
| STRIPS                           | 2028-02-15      | NA       | 0.0000% | $135577.82         | $122667.02         | U.S. Treasuries (including strips) |
| STRIPS                           | 2028-08-15      | NA       | 0.0000% | $28000.00          | $24849.72          | U.S. Treasuries (including strips) |
| STRIPS                           | 2028-05-15      | NA       | 0.0000% | $16461.81          | $14752.40          | U.S. Treasuries (including strips) |
| STRIPS                           | 2035-05-15      | NA       | 0.0000% | $4205.00           | $2703.97           | U.S. Treasuries (including strips) |
| STRIPS                           | 2035-11-15      | NA       | 0.0000% | $0.40              | $0.25              | U.S. Treasuries (including strips) |
| STRIPS                           | 2029-08-15      | NA       | 0.0000% | $25021.80          | $21306.79          | U.S. Treasuries (including strips) |
| STRIPS                           | 2029-05-15      | NA       | 0.0000% | $25000.00          | $21516.98          | U.S. Treasuries (including strips) |
| STRIPS                           | 2030-02-15      | NA       | 0.0000% | $6.02              | $5.02              | U.S. Treasuries (including strips) |
| STRIPS                           | 2030-08-15      | NA       | 0.0000% | $7000.00           | $5707.78           | U.S. Treasuries (including strips) |
| STRIPS                           | 2036-05-15      | NA       | 0.0000% | $45000.00          | $27433.13          | U.S. Treasuries (including strips) |
| STRIPS                           | 2052-11-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                           | 2040-11-15      | NA       | 0.0000% | $14967.83          | $7039.74           | U.S. Treasuries (including strips) |
| STRIPS                           | 2042-11-15      | NA       | 0.0000% | $49557.49          | $20701.75          | U.S. Treasuries (including strips) |
| Federal Home Loan Banks          | 2026-11-24      | 1.2500%  | 0.0000% | $15000.00          | $14486.33          | Agency Mortgage-Backed Securities  |
| FED FARM CRD DISCOUNT NT         | 2025-08-05      | NA       | 0.0000% | $450000.00         | $449789.40         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2933.76           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2026-09-09      | 5.1300%  | 0.0000% | $10000.00          | $10304.58          | Agency Mortgage-Backed Securities  |
| FED HOME LN DISCOUNT NT          | 2025-09-09      | NA       | 0.0000% | $1000000.00        | $995406.00         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3994.32           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $1995.70           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1969.64           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4948.37           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2031-10-03      | 2.0700%  | 0.0000% | $5000.00           | $4451.31           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2828.11           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4390.29           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1735.86           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4371.52           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2261.87           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3666.08           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2040-11-19      | 2.1000%  | 0.0000% | $50000.00          | $34041.70          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4736.89           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4506.00           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $898.15            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2032-03-23      | 3.3000%  | 0.0000% | $7000.00           | $6622.99           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $4878.38           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2037-06-29      | 5.2400%  | 0.0000% | $5000.00           | $4924.35           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4025.88           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3055.01           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2044-08-12      | 5.8000%  | 0.0000% | $25000.00          | $25321.24          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks        | 2028-07-03      | 3.7500%  | 0.0000% | $9435000.00        | $9400917.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4387.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2765.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2029-09-15      | 6.7500%  | 0.0000% | $1000.00           | $1131.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3549.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3739.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $1972.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2029-05-15      | 6.2500%  | 0.0000% | $105000.00         | $114888.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2030-05-15      | 7.2500%  | 0.0000% | $78000.00          | $90243.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2030-11-15      | 6.6250%  | 0.0000% | $80000.00          | $90789.85          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS                 | 2025-11-15      | NA       | 0.0000% | $3000.00           | $2961.43           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS                 | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2899.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2808.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2025-10-22      | 0.5600%  | 0.0000% | $2000.00           | $1985.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3257.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $936.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Assoc. | 2029-01-29      | 4.5000%  | 0.0000% | $2500000.00        | $2499012.50        | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP         | 2026-07-15      | NA       | 0.0000% | $1000.00           | $960.09            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY            | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2110.56           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY            | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4079.09           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY            | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1994.51           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP          | 2026-11-01      | NA       | 0.0000% | $1000.00           | $950.25            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP          | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4361.46           | Agency Mortgage-Backed Securities  |
| TVA PRIN STRIP                   | 2025-11-01      | NA       | 0.0000% | $262000.00         | $259093.11         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                  | 2027-01-15      | 4.0000%  | 0.0000% | $900.00            | $901.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-01-31      | 4.2500%  | 0.0000% | $3500300.00        | $3498115.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $200.09            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2034-01-15      | 1.7500%  | 0.0000% | $165000.00         | $171287.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-02-15      | 4.0000%  | 0.0000% | $25300.00          | $25319.29          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $308.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-03-31      | 4.5000%  | 0.0000% | $487900.00         | $495842.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $304.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-15      | 4.6250%  | 0.0000% | $1000.00           | $1017.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-07-31      | 4.0000%  | 0.0000% | $8000.00           | $8028.64           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-08-15      | 3.8750%  | 0.0000% | $531400.00         | $524417.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-09-30      | 3.6250%  | 0.0000% | $39600.00          | $39163.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-09-30      | 3.5000%  | 0.0000% | $21000.00          | $20919.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $203.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-10-31      | 4.1250%  | 0.0000% | $39800.00          | $40219.51          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-10-31      | 4.1250%  | 0.0000% | $38300.00          | $38827.45          | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-10-02      | NA       | 0.0000% | $160200.00         | $159028.78         | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-08-28      | NA       | 0.0000% | $1000.00           | $996.80            | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-03-19      | NA       | 0.0000% | $25700.00          | $25036.07          | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-08-12      | NA       | 0.0000% | $16790700.00       | $16768804.93       | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-09-02      | NA       | 0.0000% | $25200.00          | $25104.62          | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-05-14      | NA       | 0.0000% | $1300.00           | $1258.55           | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-11-13      | NA       | 0.0000% | $15000.00          | $14818.44          | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-09-23      | NA       | 0.0000% | $2000.00           | $1987.40           | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-10-21      | NA       | 0.0000% | $1000.00           | $990.45            | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2025-11-25      | NA       | 0.0000% | $4000.00           | $3945.49           | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2026-11-15      | NA       | 0.0000% | $33200.00          | $31660.81          | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2027-08-15      | NA       | 0.0000% | $300.00            | $277.11            | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2046-11-15      | NA       | 0.0000% | $200.00            | $69.30             | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2052-05-15      | NA       | 0.0000% | $500.00            | $133.15            | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2053-11-15      | NA       | 0.0000% | $100.00            | $25.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2025-08-15      | 6.8750%  | 0.0000% | $1600.00           | $1653.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $314.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-15      | 6.6250%  | 0.0000% | $406600.00         | $436155.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 6.3750%  | 0.0000% | $499700.00         | $538069.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-08-15      | 5.5000%  | 0.0000% | $260100.00         | $279001.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5261.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-15      | 5.2500%  | 0.0000% | $4200.00           | $4500.13           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $324.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2036-02-15      | 4.5000%  | 0.0000% | $904900.00         | $937825.11         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-01-15      | 2.3750%  | 0.0000% | $52400.00          | $84861.64          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2037-02-15      | 4.7500%  | 0.0000% | $12900.00          | $13589.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-01-15      | 2.5000%  | 0.0000% | $4000000.00        | $6237655.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2039-02-15      | 3.5000%  | 0.0000% | $4100.00           | $3736.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-02-15      | 4.6250%  | 0.0000% | $6800.00           | $6929.24           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $66629.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $930.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-11-15      | 4.2500%  | 0.0000% | $2900.00           | $2783.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-05-15      | 4.3750%  | 0.0000% | $700.00            | $679.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $362.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-11-15      | 3.1250%  | 0.0000% | $31000.00          | $25401.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.40             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $231.43            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2043-02-15      | 0.6250%  | 0.0000% | $988000.00         | $1027373.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4365.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1469.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-11-15      | 3.0000%  | 0.0000% | $39600.00          | $30462.62          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2045-02-15      | 0.7500%  | 0.0000% | $71200.00          | $70931.58          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-02-15      | 2.5000%  | 0.0000% | $500.00            | $349.16            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2046-02-15      | 1.0000%  | 0.0000% | $54000.00          | $55500.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3172.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-11-15      | 2.8750%  | 0.0000% | $800.00            | $588.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $359.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $151.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-08-15      | 3.0000%  | 0.0000% | $2200.00           | $1641.97           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $192.60            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2050-02-15      | 0.2500%  | 0.0000% | $10100.00          | $7263.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-08-15      | 1.1250%  | 0.0000% | $99700.00          | $61609.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $248.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-02-15      | 1.8750%  | 0.0000% | $33301500.00       | $18799731.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1068.83           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $332.39            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2052-02-15      | 0.1250%  | 0.0000% | $314100.00         | $191038.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-05-15      | 3.2500%  | 0.0000% | $24100.00          | $19926.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $290.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $339.06            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-08-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer