# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-26-095919
**Filing Date:** 2026-3
**Character Count:** 860394
**Document Hash:** 1ed2a59e498bbcf1c63fda5b035a0630
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095919.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095919

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 26729822

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

**Total number of share classes in the series:** 9

**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            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 17 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $80529625931.73

- **Amortized Cost of Portfolio Securities:** $80520464180.97

- **Cash:** $2533192306.21

- **Total Other Assets:** $416905282.16

- **Total Liabilities:** $1125999242.34

- **Net Assets of Series:** $82344562527.00

- **Number of Shares Outstanding (Series):** 82360620018.5700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $38624191425.66           | $62807435645.83            | 47.5000%                  | 77.2500%                   |
| 2026-02-03 | $35663974221.41           | $59689639207.06            | 45.6000%                  | 76.3200%                   |
| 2026-02-04 | $32864677161.69           | $59381590743.78            | 42.2000%                  | 76.2500%                   |
| 2026-02-05 | $34260303223.49           | $59398544110.13            | 43.2200%                  | 74.9400%                   |
| 2026-02-06 | $33547610412.15           | $58972599555.74            | 42.5600%                  | 74.8100%                   |
| 2026-02-09 | $35091471020.00           | $59914884934.43            | 44.3800%                  | 75.7700%                   |
| 2026-02-10 | $32985042086.69           | $57911684603.30            | 42.7600%                  | 75.0800%                   |
| 2026-02-11 | $35272817771.32           | $62758010374.63            | 43.0200%                  | 76.5400%                   |
| 2026-02-12 | $38223299612.37           | $64663609996.44            | 45.5600%                  | 77.0800%                   |
| 2026-02-13 | $40853186605.38           | $64437862865.45            | 48.8300%                  | 77.0200%                   |
| 2026-02-17 | $37491999018.45           | $58719705654.09            | 48.0900%                  | 75.3100%                   |
| 2026-02-18 | $34768628703.39           | $58222161045.38            | 44.8700%                  | 75.1400%                   |
| 2026-02-19 | $39951138724.82           | $61885971704.71            | 49.2400%                  | 76.2700%                   |
| 2026-02-20 | $39699715774.97           | $62937944630.85            | 48.3000%                  | 76.5800%                   |
| 2026-02-23 | $38492755826.91           | $61530443739.33            | 47.6100%                  | 76.1100%                   |
| 2026-02-24 | $37747740186.09           | $59029563667.96            | 48.0900%                  | 75.2000%                   |
| 2026-02-25 | $37595957908.03           | $60885299953.40            | 46.7900%                  | 75.7800%                   |
| 2026-02-26 | $40151553115.76           | $62473568179.97            | 48.6900%                  | 75.7600%                   |
| 2026-02-27 | $40145094421.80           | $63472170600.10            | 48.1000%                  | 76.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7700%             |
| 2026-02-03 | 3.7700%             |
| 2026-02-04 | 3.7700%             |
| 2026-02-05 | 3.7700%             |
| 2026-02-06 | 3.7600%             |
| 2026-02-09 | 3.7500%             |
| 2026-02-10 | 3.7400%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7600%             |
| 2026-02-20 | 3.7600%             |
| 2026-02-23 | 3.7600%             |
| 2026-02-24 | 3.7600%             |
| 2026-02-25 | 3.7500%             |
| 2026-02-26 | 3.7500%             |
| 2026-02-27 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.9999                      |
|  |  |
| 2026-02-03 | 0.9999                      |
|  |  |
| 2026-02-04 | 0.9999                      |
|  |  |
| 2026-02-05 | 0.9999                      |
|  |  |
| 2026-02-06 | 0.9999                      |
|  |  |
| 2026-02-09 | 0.9999                      |
|  |  |
| 2026-02-10 | 0.9999                      |
|  |  |
| 2026-02-11 | 0.9999                      |
|  |  |
| 2026-02-12 | 0.9999                      |
|  |  |
| 2026-02-13 | 0.9999                      |
|  |  |
| 2026-02-17 | 0.9999                      |
|  |  |
| 2026-02-18 | 0.9999                      |
|  |  |
| 2026-02-19 | 0.9999                      |
|  |  |
| 2026-02-20 | 0.9999                      |
|  |  |
| 2026-02-23 | 0.9999                      |
|  |  |
| 2026-02-24 | 0.9999                      |
|  |  |
| 2026-02-25 | 0.9999                      |
|  |  |
| 2026-02-26 | 0.9999                      |
|  |  |
| 2026-02-27 | 0.9999                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $423957346.48

- **Number of Shares Outstanding:** 424070442.0300

- **Expense Reimbursement/Waiver:** 326.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9998          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1114595.28               | $1325.94                |
| 2026-02-03 | $918838.66                | $0.00                   |
| 2026-02-04 | $210000.00                | $30000.00               |
| 2026-02-05 | $10072.00                 | $35970.00               |
| 2026-02-06 | $1165000.00               | $1.11                   |
| 2026-02-09 | $0.00                     | $820394.00              |
| 2026-02-10 | $15.00                    | $20000.00               |
| 2026-02-11 | $19542.09                 | $3211500.00             |
| 2026-02-12 | $85000.00                 | $0.00                   |
| 2026-02-13 | $0.00                     | $920970.56              |
| 2026-02-17 | $2317.38                  | $1655238.91             |
| 2026-02-18 | $5590000.00               | $0.00                   |
| 2026-02-19 | $2604114.08               | $0.00                   |
| 2026-02-20 | $0.00                     | $7338900.00             |
| 2026-02-23 | $170409.07                | $99244.37               |
| 2026-02-24 | $0.00                     | $6339107.30             |
| 2026-02-25 | $0.00                     | $1219000.00             |
| 2026-02-26 | $1425167.80               | $0.00                   |
| 2026-02-27 | $5912333.34               | $0.00                   |

**Total Gross Subscriptions (Month):** $19227404.70

**Total Gross Redemptions (Month):** $21691652.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5300%           |
| 2026-02-03 | 3.5300%           |
| 2026-02-04 | 3.5300%           |
| 2026-02-05 | 3.5300%           |
| 2026-02-06 | 3.5200%           |
| 2026-02-09 | 3.5100%           |
| 2026-02-10 | 3.5100%           |
| 2026-02-11 | 3.5100%           |
| 2026-02-12 | 3.5100%           |
| 2026-02-13 | 3.5100%           |
| 2026-02-17 | 3.5100%           |
| 2026-02-18 | 3.5200%           |
| 2026-02-19 | 3.5200%           |
| 2026-02-20 | 3.5200%           |
| 2026-02-23 | 3.5200%           |
| 2026-02-24 | 3.5200%           |
| 2026-02-25 | 3.5200%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 51.8200%         | 0.0000%              |
| Non-financial corporation                           |  | 26.8100%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $61481655896.35

- **Number of Shares Outstanding:** 61493758729.4780

- **Expense Reimbursement/Waiver:** 45749.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $9420094925.63            | $2202945959.03          |
| 2026-02-03 | $1569995036.64            | $4787829290.23          |
| 2026-02-04 | $1181326875.29            | $1752612186.73          |
| 2026-02-05 | $1736114559.76            | $1229938682.54          |
| 2026-02-06 | $421623379.48             | $1949617888.56          |
| 2026-02-09 | $2385689225.78            | $1771384480.32          |
| 2026-02-10 | $1228367784.76            | $1997734593.31          |
| 2026-02-11 | $959197842.53             | $1269966483.72          |
| 2026-02-12 | $2232608956.76            | $1303513369.27          |
| 2026-02-13 | $1612420836.48            | $1706476385.51          |
| 2026-02-17 | $1746553447.16            | $2216263734.35          |
| 2026-02-18 | $1435116320.17            | $2363594835.47          |
| 2026-02-19 | $3257708592.46            | $883513697.68           |
| 2026-02-20 | $1772960904.51            | $1409027501.77          |
| 2026-02-23 | $1681353684.33            | $1171551911.22          |
| 2026-02-24 | $953994228.40             | $2526092166.36          |
| 2026-02-25 | $1666348059.16            | $1624264115.36          |
| 2026-02-26 | $2083910881.26            | $1477462015.03          |
| 2026-02-27 | $3251455932.10            | $1966711700.28          |

**Total Gross Subscriptions (Month):** $40596841472.66

**Total Gross Redemptions (Month):** $35610500996.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 11.3500%         | 0.0000%              |
| Non-financial corporation                           |  | 26.2800%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $90156505.49

- **Number of Shares Outstanding:** 90179276.5400

- **Expense Reimbursement/Waiver:** 70.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1521421.03               | $1338853.47             |
| 2026-02-03 | $1997347.00               | $819415.92              |
| 2026-02-04 | $797354.90                | $1529787.53             |
| 2026-02-05 | $360196.15                | $1939028.51             |
| 2026-02-06 | $377825.16                | $934094.88              |
| 2026-02-09 | $1662697.59               | $194226.28              |
| 2026-02-10 | $4300631.01               | $1178592.57             |
| 2026-02-11 | $723160.82                | $1629586.87             |
| 2026-02-12 | $1171102.06               | $1937471.85             |
| 2026-02-13 | $847149.25                | $1381098.57             |
| 2026-02-17 | $2759370.19               | $910611.20              |
| 2026-02-18 | $7447589.26               | $2011394.67             |
| 2026-02-19 | $550128.64                | $5066337.82             |
| 2026-02-20 | $2185355.13               | $947145.95              |
| 2026-02-23 | $828138.60                | $2601289.22             |
| 2026-02-24 | $2647706.19               | $422743.52              |
| 2026-02-25 | $1702922.00               | $6205825.89             |
| 2026-02-26 | $1606622.61               | $2248570.80             |
| 2026-02-27 | $860424.70                | $665847.72              |

**Total Gross Subscriptions (Month):** $34347142.29

**Total Gross Redemptions (Month):** $33961923.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0600%           |
| 2026-02-03 | 3.0600%           |
| 2026-02-04 | 3.0600%           |
| 2026-02-05 | 3.0600%           |
| 2026-02-06 | 3.0500%           |
| 2026-02-09 | 3.0400%           |
| 2026-02-10 | 3.0400%           |
| 2026-02-11 | 3.0400%           |
| 2026-02-12 | 3.0400%           |
| 2026-02-13 | 3.0400%           |
| 2026-02-17 | 3.0400%           |
| 2026-02-18 | 3.0500%           |
| 2026-02-19 | 3.0500%           |
| 2026-02-20 | 3.0500%           |
| 2026-02-23 | 3.0500%           |
| 2026-02-24 | 3.0500%           |
| 2026-02-25 | 3.0500%           |
| 2026-02-26 | 3.0400%           |
| 2026-02-27 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 37.9500%         | 0.0000%              |
| Retail investor           |  | 12.5400%         | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1027376477.45

- **Number of Shares Outstanding:** 1027604989.4740

- **Expense Reimbursement/Waiver:** 807.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $10970201.70              | $29317834.15            |
| 2026-02-03 | $9108191.85               | $8420020.29             |
| 2026-02-04 | $3144426.37               | $10007206.33            |
| 2026-02-05 | $15948318.66              | $17083170.53            |
| 2026-02-06 | $2343568.66               | $6593474.46             |
| 2026-02-09 | $4994363.90               | $5545958.12             |
| 2026-02-10 | $10349780.20              | $10760731.34            |
| 2026-02-11 | $8984078.75               | $9999284.07             |
| 2026-02-12 | $14520926.22              | $9841982.94             |
| 2026-02-13 | $22815160.39              | $17284463.32            |
| 2026-02-17 | $10983763.19              | $20987015.74            |
| 2026-02-18 | $15477302.63              | $9994687.84             |
| 2026-02-19 | $11303892.58              | $19430667.60            |
| 2026-02-20 | $13768991.16              | $5356884.69             |
| 2026-02-23 | $37940550.67              | $21051103.58            |
| 2026-02-24 | $9406774.21               | $7166827.64             |
| 2026-02-25 | $4017347.92               | $52472509.74            |
| 2026-02-26 | $15611624.03              | $5580839.82             |
| 2026-02-27 | $8537714.87               | $18344912.67            |

**Total Gross Subscriptions (Month):** $230226977.96

**Total Gross Redemptions (Month):** $285239574.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3100%           |
| 2026-02-03 | 3.3100%           |
| 2026-02-04 | 3.3100%           |
| 2026-02-05 | 3.3100%           |
| 2026-02-06 | 3.3100%           |
| 2026-02-09 | 3.2900%           |
| 2026-02-10 | 3.2900%           |
| 2026-02-11 | 3.2900%           |
| 2026-02-12 | 3.2900%           |
| 2026-02-13 | 3.2900%           |
| 2026-02-17 | 3.2900%           |
| 2026-02-18 | 3.3000%           |
| 2026-02-19 | 3.3000%           |
| 2026-02-20 | 3.3000%           |
| 2026-02-23 | 3.3000%           |
| 2026-02-24 | 3.3000%           |
| 2026-02-25 | 3.3000%           |
| 2026-02-26 | 3.2900%           |
| 2026-02-27 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 49.2100%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.2400%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $2722877483.44

- **Number of Shares Outstanding:** 2722990762.8900

- **Expense Reimbursement/Waiver:** 1938.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1600104.30               | $4180870.88             |
| 2026-02-03 | $16143220.39              | $271172.99              |
| 2026-02-04 | $1233595302.41            | $1230352151.84          |
| 2026-02-05 | $3391555.02               | $5345051.56             |
| 2026-02-06 | $758226245.99             | $38959.49               |
| 2026-02-09 | $400726.55                | $2929475.80             |
| 2026-02-10 | $305701760.30             | $4297423.26             |
| 2026-02-11 | $69935.71                 | $19498614.75            |
| 2026-02-12 | $228938.86                | $29282631.45            |
| 2026-02-13 | $2040733.06               | $161846.43              |
| 2026-02-17 | $8500499.03               | $5857683.07             |
| 2026-02-18 | $7353799.99               | $7193105.87             |
| 2026-02-19 | $113963.08                | $1854378.01             |
| 2026-02-20 | $430429.63                | $1242536.12             |
| 2026-02-23 | $220272.83                | $1749303.87             |
| 2026-02-24 | $157726.08                | $1784784.08             |
| 2026-02-25 | $149933.37                | $19677513.34            |
| 2026-02-26 | $166305.32                | $2238353.44             |
| 2026-02-27 | $222288.56                | $3009682.60             |

**Total Gross Subscriptions (Month):** $2338713740.48

**Total Gross Redemptions (Month):** $1340965538.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7400%           |
| 2026-02-03 | 2.7400%           |
| 2026-02-04 | 2.7400%           |
| 2026-02-05 | 2.7400%           |
| 2026-02-06 | 2.7300%           |
| 2026-02-09 | 2.7200%           |
| 2026-02-10 | 2.7200%           |
| 2026-02-11 | 2.7200%           |
| 2026-02-12 | 2.7200%           |
| 2026-02-13 | 2.7200%           |
| 2026-02-17 | 2.7200%           |
| 2026-02-18 | 2.7300%           |
| 2026-02-19 | 2.7300%           |
| 2026-02-20 | 2.7300%           |
| 2026-02-23 | 2.7300%           |
| 2026-02-24 | 2.7300%           |
| 2026-02-25 | 2.7300%           |
| 2026-02-26 | 2.7200%           |
| 2026-02-27 | 2.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 14.8600%         | 0.0000%              |
| Depository institution or other banking institution |  | 83.7400%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $182095956.24

- **Number of Shares Outstanding:** 182126049.1900

- **Expense Reimbursement/Waiver:** 138.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9999          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $10858560.33              | $7003808.59             |
| 2026-02-03 | $12203057.21              | $528160.50              |
| 2026-02-04 | $7159719.78               | $6244739.69             |
| 2026-02-05 | $297549.92                | $2554000.00             |
| 2026-02-06 | $8302109.59               | $1400092.59             |
| 2026-02-09 | $4362218.81               | $6067997.70             |
| 2026-02-10 | $12511899.21              | $1936614.33             |
| 2026-02-11 | $2993784.17               | $11520989.88            |
| 2026-02-12 | $744931.87                | $8167509.39             |
| 2026-02-13 | $13131451.77              | $60765.08               |
| 2026-02-17 | $13133472.61              | $10047110.29            |
| 2026-02-18 | $26960269.47              | $538310.70              |
| 2026-02-19 | $140805.93                | $23304774.47            |
| 2026-02-20 | $6280761.58               | $9310180.56             |
| 2026-02-23 | $4108899.11               | $6756249.23             |
| 2026-02-24 | $21783561.74              | $6143017.08             |
| 2026-02-25 | $6215.00                  | $7427992.46             |
| 2026-02-26 | $2560420.84               | $2223692.87             |
| 2026-02-27 | $4191112.18               | $12380199.80            |

**Total Gross Subscriptions (Month):** $151730801.12

**Total Gross Redemptions (Month):** $123616205.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4500%           |
| 2026-02-03 | 3.4500%           |
| 2026-02-04 | 3.4500%           |
| 2026-02-05 | 3.4500%           |
| 2026-02-06 | 3.4400%           |
| 2026-02-09 | 3.4300%           |
| 2026-02-10 | 3.4300%           |
| 2026-02-11 | 3.4300%           |
| 2026-02-12 | 3.4300%           |
| 2026-02-13 | 3.4300%           |
| 2026-02-17 | 3.4300%           |
| 2026-02-18 | 3.4400%           |
| 2026-02-19 | 3.4400%           |
| 2026-02-20 | 3.4400%           |
| 2026-02-23 | 3.4400%           |
| 2026-02-24 | 3.4400%           |
| 2026-02-25 | 3.4400%           |
| 2026-02-26 | 3.4300%           |
| 2026-02-27 | 3.4300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 33.6400%         | 0.0000%              |
| Non-financial corporation                           |  | 10.3400%         | 0.0000%              |
| Non-profit                                          |  | 10.4200%         | 0.0000%              |
| Broker-dealer                                       |  | 36.6100%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $329190775.51

- **Number of Shares Outstanding:** 329228306.0200

- **Expense Reimbursement/Waiver:** 217.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $5705738.30               | $408000.12              |
| 2026-02-03 | $3186000.00               | $505.00                 |
| 2026-02-04 | $516000.00                | $1795491.00             |
| 2026-02-05 | $0.00                     | $5986150.00             |
| 2026-02-06 | $910000.00                | $179200.00              |
| 2026-02-09 | $6175000.00               | $115000.00              |
| 2026-02-10 | $869600.00                | $2382000.00             |
| 2026-02-11 | $1677200.00               | $78035.62               |
| 2026-02-12 | $0.00                     | $613400.00              |
| 2026-02-13 | $3168000.00               | $9363048.59             |
| 2026-02-17 | $3412000.00               | $0.00                   |
| 2026-02-18 | $1674400.00               | $615401.11              |
| 2026-02-19 | $69399800.00              | $3592800.00             |
| 2026-02-20 | $884200.00                | $38722.00               |
| 2026-02-23 | $1366000.00               | $0.00                   |
| 2026-02-24 | $2736800.00               | $0.00                   |
| 2026-02-25 | $1653800.00               | $10270498.77            |
| 2026-02-26 | $0.00                     | $1594200.00             |
| 2026-02-27 | $8350000.00               | $266461.34              |

**Total Gross Subscriptions (Month):** $111684538.30

**Total Gross Redemptions (Month):** $37298913.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5800%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5700%           |
| 2026-02-09 | 3.5600%           |
| 2026-02-10 | 3.5600%           |
| 2026-02-11 | 3.5600%           |
| 2026-02-12 | 3.5600%           |
| 2026-02-13 | 3.5600%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5700%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 59.6400%         | 0.0000%              |
| Non-financial corporation                           |  | 39.4900%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $13326985747.03

- **Number of Shares Outstanding:** 13329988071.6300

- **Expense Reimbursement/Waiver:** 9261.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9998          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $306459593.03             | $2494857852.78          |
| 2026-02-03 | $1047716793.17            | $603014374.33           |
| 2026-02-04 | $556793066.00             | $422206179.00           |
| 2026-02-05 | $94352958.27              | $225875369.52           |
| 2026-02-06 | $233014581.00             | $383371582.22           |
| 2026-02-09 | $459769018.18             | $705597966.00           |
| 2026-02-10 | $712477302.00             | $301560683.72           |
| 2026-02-11 | $2109727406.19            | $59971196.00            |
| 2026-02-12 | $368910000.00             | $141497540.98           |
| 2026-02-13 | $177796645.00             | $238408097.99           |
| 2026-02-17 | $783668016.58             | $3051611554.99          |
| 2026-02-18 | $579900112.00             | $1225738593.33          |
| 2026-02-19 | $2507633420.00            | $257883684.00           |
| 2026-02-20 | $476865999.99             | $214041057.00           |
| 2026-02-23 | $146664940.00             | $2474021000.00          |
| 2026-02-24 | $177785609.25             | $236400994.26           |
| 2026-02-25 | $2703252900.00            | $407045914.32           |
| 2026-02-26 | $1040666109.58            | $489019324.09           |
| 2026-02-27 | $793091756.00             | $867298981.44           |

**Total Gross Subscriptions (Month):** $15276546226.24

**Total Gross Redemptions (Month):** $14799421945.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.6000%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.6000%           |
| 2026-02-19 | 3.6000%           |
| 2026-02-20 | 3.6000%           |
| 2026-02-23 | 3.6000%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.5900%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 31.4900%         | 0.0000%              |
| Non-financial corporation                           |  | 34.1100%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $2760266339.01

- **Number of Shares Outstanding:** 2760673391.3200

- **Expense Reimbursement/Waiver:** 1608.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9998          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9999          |
|  |  |
| 2026-02-20 | 0.9999          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 0.9999          |
|  |  |
| 2026-02-25 | 0.9999          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1137539631.64            | $1471000000.00          |
| 2026-02-03 | $754000000.00             | $1037600808.53          |
| 2026-02-04 | $959000000.00             | $864000000.00           |
| 2026-02-05 | $615000000.00             | $959000000.00           |
| 2026-02-06 | $1143000000.00            | $666000000.00           |
| 2026-02-09 | $1136000000.00            | $1275000000.00          |
| 2026-02-10 | $535000000.00             | $1159000000.00          |
| 2026-02-11 | $1259000000.00            | $524000000.00           |
| 2026-02-12 | $567000000.00             | $1390000000.00          |
| 2026-02-13 | $1063000000.00            | $584000000.00           |
| 2026-02-17 | $1142000000.00            | $1063000000.00          |
| 2026-02-18 | $1600000000.00            | $1110000000.00          |
| 2026-02-19 | $956000000.00             | $1546000000.00          |
| 2026-02-20 | $1338000000.00            | $923000000.00           |
| 2026-02-23 | $1691000000.00            | $1259000000.00          |
| 2026-02-24 | $1490000000.00            | $1682000000.00          |
| 2026-02-25 | $1018000000.00            | $1425000000.00          |
| 2026-02-26 | $1399000000.00            | $1006000000.00          |
| 2026-02-27 | $1775000000.00            | $1438000000.00          |

**Total Gross Subscriptions (Month):** $21577539631.64

**Total Gross Redemptions (Month):** $21381600808.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6500%           |
| 2026-02-03 | 3.6500%           |
| 2026-02-04 | 3.6500%           |
| 2026-02-05 | 3.6500%           |
| 2026-02-06 | 3.6400%           |
| 2026-02-09 | 3.6300%           |
| 2026-02-10 | 3.6300%           |
| 2026-02-11 | 3.6200%           |
| 2026-02-12 | 3.6200%           |
| 2026-02-13 | 3.6200%           |
| 2026-02-17 | 3.6300%           |
| 2026-02-18 | 3.6300%           |
| 2026-02-19 | 3.6400%           |
| 2026-02-20 | 3.6400%           |
| 2026-02-23 | 3.6400%           |
| 2026-02-24 | 3.6400%           |
| 2026-02-25 | 3.6300%           |
| 2026-02-26 | 3.6300%           |
| 2026-02-27 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 64.5500%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 34.4200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35005427.10
- **C.18.a - Value (excl. sponsor support):** $35005427.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193082667.70
- **C.18.a - Value (excl. sponsor support):** $193082667.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143984849.80
- **C.18.a - Value (excl. sponsor support):** $143984849.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205134849.00
- **C.18.a - Value (excl. sponsor support):** $205134849.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123012255.70
- **C.18.a - Value (excl. sponsor support):** $123012255.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95S5, C.4 - ISIN: US3130B95S59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999073.00
- **C.18.a - Value (excl. sponsor support):** $99999073.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FR6, C.4 - ISIN: US3130B9FR67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $850001606.50
- **C.18.a - Value (excl. sponsor support):** $850001606.50
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FS4, C.4 - ISIN: US3130B9FS41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999180.00
- **C.18.a - Value (excl. sponsor support):** $499999180.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $474666578.50
- **C.18.a - Value (excl. sponsor support):** $474666578.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5A4, C.4 - ISIN: US3133EN5A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30149321.70
- **C.18.a - Value (excl. sponsor support):** $30149321.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-27
- **C.13 - Final Legal Maturity Date:** 2027-12-27
- **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 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENV49, C.4 - ISIN: US3133ENV499, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12906661.95
- **C.18.a - Value (excl. sponsor support):** $12906661.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-25
- **C.13 - Final Legal Maturity Date:** 2027-10-25
- **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 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28000224.56
- **C.18.a - Value (excl. sponsor support):** $28000224.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **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):** $55051282.55
- **C.18.a - Value (excl. sponsor support):** $55051282.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $186150710.20
- **C.18.a - Value (excl. sponsor support):** $186150710.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204098558.50
- **C.18.a - Value (excl. sponsor support):** $204098558.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197145876.50
- **C.18.a - Value (excl. sponsor support):** $197145876.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19009059.39
- **C.18.a - Value (excl. sponsor support):** $19009059.39
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **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):** $19006019.39
- **C.18.a - Value (excl. sponsor support):** $19006019.39
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107058168.40
- **C.18.a - Value (excl. sponsor support):** $107058168.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **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):** $47012516.10
- **C.18.a - Value (excl. sponsor support):** $47012516.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **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):** $175062447.00
- **C.18.a - Value (excl. sponsor support):** $175062447.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192077368.30
- **C.18.a - Value (excl. sponsor support):** $192077368.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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? No, 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 Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456267371.00
- **C.18.a - Value (excl. sponsor support):** $456267371.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465206441.40
- **C.18.a - Value (excl. sponsor support):** $465206441.40
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $382856680.30
- **C.18.a - Value (excl. sponsor support):** $382856680.30
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **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 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $147530877.70
- **C.18.a - Value (excl. sponsor support):** $147530877.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38997405.72
- **C.18.a - Value (excl. sponsor support):** $38997405.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $470876700.40
- **C.18.a - Value (excl. sponsor support):** $470876700.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3D7, C.4 - ISIN: US3133ET3D71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72309933.30
- **C.18.a - Value (excl. sponsor support):** $72309933.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96023827.20
- **C.18.a - Value (excl. sponsor support):** $96023827.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997579.90
- **C.18.a - Value (excl. sponsor support):** $89997579.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84998089.20
- **C.18.a - Value (excl. sponsor support):** $84998089.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109997064.10
- **C.18.a - Value (excl. sponsor support):** $109997064.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259997371.40
- **C.18.a - Value (excl. sponsor support):** $259997371.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100069387.00
- **C.18.a - Value (excl. sponsor support):** $100069387.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $687438690.70
- **C.18.a - Value (excl. sponsor support):** $687438690.70
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88080355.44
- **C.18.a - Value (excl. sponsor support):** $88080355.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35991113.76
- **C.18.a - Value (excl. sponsor support):** $35991113.76
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34019849.88
- **C.18.a - Value (excl. sponsor support):** $34019849.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65003880.50
- **C.18.a - Value (excl. sponsor support):** $65003880.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150070440.00
- **C.18.a - Value (excl. sponsor support):** $150070440.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $434965874.30
- **C.18.a - Value (excl. sponsor support):** $434965874.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55027629.80
- **C.18.a - Value (excl. sponsor support):** $55027629.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210176958.60
- **C.18.a - Value (excl. sponsor support):** $210176958.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104991698.70
- **C.18.a - Value (excl. sponsor support):** $104991698.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **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? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429888402.10
- **C.18.a - Value (excl. sponsor support):** $429888402.10
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **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 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520345966.40
- **C.18.a - Value (excl. sponsor support):** $520345966.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997012.80
- **C.18.a - Value (excl. sponsor support):** $79997012.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123986516.20
- **C.18.a - Value (excl. sponsor support):** $123986516.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429956286.20
- **C.18.a - Value (excl. sponsor support):** $429956286.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100027686.00
- **C.18.a - Value (excl. sponsor support):** $100027686.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110606396.00
- **C.18.a - Value (excl. sponsor support):** $110606396.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549937723.50
- **C.18.a - Value (excl. sponsor support):** $549937723.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53999401.14
- **C.18.a - Value (excl. sponsor support):** $53999401.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34016616.14
- **C.18.a - Value (excl. sponsor support):** $34016616.14
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67999376.44
- **C.18.a - Value (excl. sponsor support):** $67999376.44
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **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 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52999223.02
- **C.18.a - Value (excl. sponsor support):** $52999223.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $296116792.70
- **C.18.a - Value (excl. sponsor support):** $296116792.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $263820641.40
- **C.18.a - Value (excl. sponsor support):** $263820641.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $7002861.39
- **C.18.a - Value (excl. sponsor support):** $7002861.39
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82041209.10
- **C.18.a - Value (excl. sponsor support):** $82041209.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249972817.50
- **C.18.a - Value (excl. sponsor support):** $249972817.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $185065260.60
- **C.18.a - Value (excl. sponsor support):** $185065260.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **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 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $586425014.10
- **C.18.a - Value (excl. sponsor support):** $586425014.10
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250455055.00
- **C.18.a - Value (excl. sponsor support):** $250455055.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300333033.00
- **C.18.a - Value (excl. sponsor support):** $300333033.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264899496.10
- **C.18.a - Value (excl. sponsor support):** $264899496.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $299972745.00
- **C.18.a - Value (excl. sponsor support):** $299972745.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170046600.40
- **C.18.a - Value (excl. sponsor support):** $170046600.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **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):** $403240179.90
- **C.18.a - Value (excl. sponsor support):** $403240179.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $143058115.20
- **C.18.a - Value (excl. sponsor support):** $143058115.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $103042597.70
- **C.18.a - Value (excl. sponsor support):** $103042597.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $337003213.40
- **C.18.a - Value (excl. sponsor support):** $337003213.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **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 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $105090576.20
- **C.18.a - Value (excl. sponsor support):** $105090576.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $831684993.10
- **C.18.a - Value (excl. sponsor support):** $831684993.10
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $127514960.90
- **C.18.a - Value (excl. sponsor support):** $127514960.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $374996430.00
- **C.18.a - Value (excl. sponsor support):** $374996430.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $614992183.40
- **C.18.a - Value (excl. sponsor support):** $614992183.40
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.623000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19125000.00
- **C.18.a - Value (excl. sponsor support):** $19125000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $750000.00
- **C.18.a - Value (excl. sponsor support):** $750000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4222222.26
- **C.18.a - Value (excl. sponsor support):** $4222222.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.10
- **C.18.a - Value (excl. sponsor support):** $1250000.10
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $25000000.58
- **C.18.a - Value (excl. sponsor support):** $25000000.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2550000.00
- **C.18.a - Value (excl. sponsor support):** $2550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 85: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $369365627.60
- **C.18.a - Value (excl. sponsor support):** $369365627.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $272998077.00
- **C.18.a - Value (excl. sponsor support):** $272998077.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1317957884.00
- **C.18.a - Value (excl. sponsor support):** $1317957884.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $487401200.60
- **C.18.a - Value (excl. sponsor support):** $487401200.60
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1593062672.00
- **C.18.a - Value (excl. sponsor support):** $1593062672.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $983969760.00
- **C.18.a - Value (excl. sponsor support):** $983969760.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $410060299.00
- **C.18.a - Value (excl. sponsor support):** $410060299.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593686374.00
- **C.18.a - Value (excl. sponsor support):** $593686374.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $553698364.80
- **C.18.a - Value (excl. sponsor support):** $553698364.80
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351080079.00
- **C.18.a - Value (excl. sponsor support):** $351080079.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $553179687.50
- **C.18.a - Value (excl. sponsor support):** $553179687.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.783000%
- **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):** $150178597.50
- **C.18.a - Value (excl. sponsor support):** $150178597.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 98: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.770000%
- **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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0380%  | 0.0000% | $15302.00          | $1853.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-07-01      | 6.0510%  | 0.0000% | $32290.00          | $80.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 6.4300%  | 0.0000% | $8683.00           | $11.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-10-01      | 6.3550%  | 0.0000% | $2371.00           | $0.20              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 5.8900%  | 0.0000% | $176921.00         | $20.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 6.4880%  | 0.0000% | $93903.00          | $624.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.5430%  | 0.0000% | $2064.00           | $42.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 5.5000%  | 0.0000% | $1075.00           | $35.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-01-01      | 7.0000%  | 0.0000% | $1124.00           | $38.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-11-01      | 5.5000%  | 0.0000% | $14724746.00       | $877798.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-09-01      | 3.5000%  | 0.0000% | $35167.00          | $4099.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 3.0000%  | 0.0000% | $1047.00           | $78.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 6.2500%  | 0.0000% | $1566.00           | $7.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 5.6770%  | 0.0000% | $6041.00           | $55.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.3870%  | 0.0000% | $4512067.00        | $29993.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.4300%  | 0.0000% | $17200000.00       | $295064.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-03-01      | 6.3830%  | 0.0000% | $3173.00           | $20.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.2770%  | 0.0000% | $1026.00           | $55.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-06-01      | 4.5000%  | 0.0000% | $6785.00           | $392.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-12-01      | 6.1500%  | 0.0000% | $1007.00           | $0.06              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-12-01      | 6.1840%  | 0.0000% | $394304.00         | $509.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $63.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 6.0000%  | 0.0000% | $1000.00           | $76.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-07-01      | 5.0000%  | 0.0000% | $173480.00         | $722.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.0000%  | 0.0000% | $1442.00           | $3.25              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 7.5000%  | 0.0000% | $1097.00           | $1.24              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $304.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $177.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 5.0000%  | 0.0000% | $2019.00           | $206.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-03-01      | 4.0000%  | 0.0000% | $1002.00           | $177.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 4.5000%  | 0.0000% | $175872.00         | $37840.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-07-01      | 5.0000%  | 0.0000% | $1509.00           | $12.96             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-01-01      | 6.5000%  | 0.0000% | $1699.00           | $0.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $101.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $140.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $38323.00          | $4404.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.5000%  | 0.0000% | $3123.00           | $909.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 5.0000%  | 0.0000% | $1533.00           | $116.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-03-01      | 3.0000%  | 0.0000% | $1001.00           | $103.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $784.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-02-01      | 3.0000%  | 0.0000% | $1051.00           | $348.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $646.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $619.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1436.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $346179.00         | $271800.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 6.0000%  | 0.0000% | $1040.00           | $895.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-08-01      | 5.0000%  | 0.0000% | $5111950.00        | $3956228.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1822.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-05-01      | 4.5000%  | 0.0000% | $1024.00           | $864.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $934.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $361.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $339.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 3.0000%  | 0.0000% | $197880.00         | $91313.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $2166.00           | $1024.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.5000%  | 0.0000% | $137509.00         | $88665.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $630.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $5403975.00        | $3422820.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $642.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.5000%  | 0.0000% | $44274.00          | $29440.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 3.5000%  | 0.0000% | $36337.00          | $28050.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $719.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 3.5000%  | 0.0000% | $124374.00         | $95407.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $809.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $768.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 4.0000%  | 0.0000% | $1249.00           | $987.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $791.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $657.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1508.00           | $1223.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $825.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $689.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1001.00           | $818.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $932.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.5000%  | 0.0000% | $37631.00          | $22339.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $873.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $1900590.00        | $1380086.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 3.4900%  | 0.0000% | $353846.00         | $196362.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 2.7700%  | 0.0000% | $29520.00          | $24040.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 1.2200%  | 0.0000% | $1830.00           | $1513.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-09-01      | 3.7900%  | 0.0000% | $24170.00          | $23585.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-07-01      | 3.0000%  | 0.0000% | $1009.00           | $186.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-01-01      | 6.9570%  | 0.0000% | $1790.00           | $0.36              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $548.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.0000%  | 0.0000% | $1001.00           | $525.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $556.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $1007.00           | $635.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $576.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $810.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2019.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $595.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $778.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $150567.00         | $117027.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 7.0000%  | 0.0000% | $3834.00           | $581.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $634.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $752.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $3072.00           | $2575.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.5000%  | 0.0000% | $2004.00           | $346.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-04-01      | 4.5000%  | 0.0000% | $1004.00           | $220.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $884303.00         | $443838.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 4.5000%  | 0.0000% | $3054000.00        | $2305457.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 5.5000%  | 0.0000% | $1408.00           | $1146.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 2.0000%  | 0.0000% | $1011.00           | $551.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 4.8172%  | 0.0000% | $947603.00         | $550086.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $986.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $13514343.00       | $11546858.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6660%  | 0.0000% | $7408.00           | $1.87              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-11-01      | 5.4500%  | 0.0000% | $30516.00          | $3.78              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 6.5000%  | 0.0000% | $2299.00           | $12.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-10-15      | 2.0142%  | 0.0000% | $959539897.00      | $3118225.43        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2028-01-01      | 4.3840%  | 0.0000% | $3093.00           | $0.52              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-09-01      | 5.5000%  | 0.0000% | $15122.00          | $1.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $1998.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2026-09-25      | 2.4994%  | 0.0000% | $49253.00          | $15126.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-11-25      | 4.3148%  | 0.0000% | $1000.00           | $88.55             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2058-11-25      | 6.1347%  | 0.0000% | $18400000.00       | $2546568.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2034-01-25      | 2.3353%  | 0.0000% | $247386.00         | $173994.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-07-25      | 4.4500%  | 0.0000% | $10020.00          | $9530.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-07-25      | 4.1814%  | 0.0000% | $1000.00           | $926.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-25      | 4.9672%  | 0.0000% | $304280.00         | $172746.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-03-25      | 5.5000%  | 0.0000% | $1028.00           | $535.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-08-25      | 5.5000%  | 0.0000% | $1722281.00        | $965440.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 4.9172%  | 0.0000% | $11840049.00       | $9299188.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-10-25      | 4.7154%  | 0.0000% | $12318703.00       | $12656262.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-25      | 5.0000%  | 0.0000% | $10275000.00       | $8126536.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-01-25      | 5.0672%  | 0.0000% | $999000.00         | $635033.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-01-25      | 5.1172%  | 0.0000% | $9996743.00        | $6539731.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2036-06-25      | 5.0000%  | 0.0000% | $9600298.00        | $9275046.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2036-07-25      | 5.5000%  | 0.0000% | $1010.00           | $1005.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2056-01-25      | 4.5000%  | 0.0000% | $1120570.00        | $1073860.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2048-04-25      | 4.5000%  | 0.0000% | $5561519.00        | $5554960.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2042-04-01      | 4.5000%  | 0.0000% | $37849930.00       | $557817.98         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2031-02-01      | 5.0030%  | 0.0000% | $11242.00          | $7.78              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-05-01      | 6.5000%  | 0.0000% | $1220.00           | $0.63              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $657225.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2046-02-15      | 3.5000%  | 0.0000% | $1000000.00        | $851375.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 3.0800%  | 0.0000% | $4700.00           | $4551.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $36743.00          | $4481.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-02-15      | 3.5000%  | 0.0000% | $1976125.00        | $1468033.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-04-25      | 2.8960%  | 0.0000% | $82759.00          | $481.49            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-02-25      | 3.6500%  | 0.0000% | $1664.00           | $1662.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-08-25      | 3.2810%  | 0.0000% | $314912.00         | $313064.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1005.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1004.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2033-04-25      | 3.7500%  | 0.0000% | $115000.00         | $112850.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-06-25      | 3.9200%  | 0.0000% | $1000.00           | $1005.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-07-25      | 3.9860%  | 0.0000% | $1021.00           | $1028.13           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-09-25      | 3.9200%  | 0.0000% | $1000.00           | $1006.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-09-25      | 4.0500%  | 0.0000% | $1772.00           | $1789.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-12-25      | 3.9000%  | 0.0000% | $178562.00         | $178999.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-10-25      | 3.8800%  | 0.0000% | $1000.00           | $1004.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2029-12-25      | 3.9500%  | 0.0000% | $1169854.00        | $230922.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-01-25      | 3.7940%  | 0.0000% | $31103.00          | $30342.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $274850.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-03-25      | 3.5420%  | 0.0000% | $5099.00           | $4895.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-04-25      | 3.0590%  | 0.0000% | $141635.00         | $130966.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2029-06-25      | 2.9030%  | 0.0000% | $1457.00           | $1422.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-12-25      | 6.7895%  | 0.0000% | $1000.00           | $61.56             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2046-10-25      | 4.0600%  | 0.0000% | $1000.00           | $222.15            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-095       A-2    20290625 2.78500 | 2029-06-25      | 2.7850%  | 0.0000% | $4338.00           | $4222.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-01-25      | 2.0690%  | 0.0000% | $4346.00           | $4085.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2035-10-25      | 1.8600%  | 0.0000% | $1000.00           | $813.83            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2029-11-25      | 1.1320%  | 0.0000% | $27000.00          | $12844.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-10-25      | 2.3610%  | 0.0000% | $7009326.00        | $5823664.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-01-25      | 2.4760%  | 0.0000% | $40000.00          | $36987.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-02-25      | 3.4650%  | 0.0000% | $459654.00         | $450353.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-10-25      | 4.7960%  | 0.0000% | $1000.00           | $1030.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-08-25      | 6.0000%  | 0.0000% | $717050.00         | $748885.82         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2028-09-25      | 4.8000%  | 0.0000% | $1000.00           | $1025.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 4.9672%  | 0.0000% | $9278283.00        | $5043526.94        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2028-10-25      | 5.0690%  | 0.0000% | $176949.00         | $183079.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-10-25      | 5.0280%  | 0.0000% | $3249.00           | $3379.72           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2028-11-25      | 5.0000%  | 0.0000% | $66028.00          | $62857.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2054-11-25      | 4.9172%  | 0.0000% | $320229.00         | $259727.25         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-12-25      | 4.5000%  | 0.0000% | $668760.00         | $640921.53         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-12-25      | 4.6172%  | 0.0000% | $20885468.00       | $20100394.38       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2032-11-15      | 4.1000%  | 0.0000% | $24710846.00       | $24569830.55       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-04-01      | 5.8400%  | 0.0000% | $750000.00         | $620911.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-07-01      | 5.8600%  | 0.0000% | $1000000.00        | $767209.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 5.3720%  | 0.0000% | $1156.00           | $0.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 4.1250%  | 0.0000% | $10596.00          | $0.39              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 4.0000%  | 0.0000% | $50000.00          | $8113.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $78684.00          | $6360.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $3562970.00        | $226726.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 6.3390%  | 0.0000% | $31249693.00       | $606422.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-01-01      | 6.3050%  | 0.0000% | $12720000.00       | $618684.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-03-01      | 4.0000%  | 0.0000% | $1001.00           | $100.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.0550%  | 0.0000% | $1073.00           | $59.98             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 6.0000%  | 0.0000% | $51457001.00       | $2400619.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-06-01      | 3.5000%  | 0.0000% | $12100.00          | $0.15              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.0000%  | 0.0000% | $328997.00         | $38004.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-10-01      | 3.5000%  | 0.0000% | $295000.00         | $54348.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 6.2870%  | 0.0000% | $5046.00           | $72.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-10-01      | 5.6000%  | 0.0000% | $7732.00           | $1276.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 6.0610%  | 0.0000% | $2854958.00        | $210229.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-03-01      | 3.0000%  | 0.0000% | $240000.00         | $41164.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $235677.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1496000.00        | $291908.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-09-01      | 4.5000%  | 0.0000% | $1903.00           | $411.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 3.0000%  | 0.0000% | $123407.00         | $10126.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $1002.00           | $179.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-04-01      | 6.3950%  | 0.0000% | $1447.00           | $6.60              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-25      | 6.0000%  | 0.0000% | $1006.00           | $198.44            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2035-11-01      | 5.2170%  | 0.0000% | $7036667.00        | $28637.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 6.0000%  | 0.0000% | $23613.00          | $133.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-04-01      | 5.5000%  | 0.0000% | $1000.00           | $7.41              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 6.4140%  | 0.0000% | $2350.00           | $7.27              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 4.5000%  | 0.0000% | $862899.00         | $5464.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-01-01      | 5.6230%  | 0.0000% | $1000.00           | $12.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.3250%  | 0.0000% | $2680072.00        | $6140.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-07-01      | 5.1720%  | 0.0000% | $18567.00          | $85.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 5.8820%  | 0.0000% | $18212.00          | $67.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 6.0000%  | 0.0000% | $1003263.00        | $15242.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 5.7160%  | 0.0000% | $1700000.00        | $5810.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $16067.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-11-01      | 5.8090%  | 0.0000% | $21212.00          | $172.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $983.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $972.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.0000%  | 0.0000% | $100150.00         | $99419.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $855.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $1552540.00        | $1589181.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $167152.00         | $128816.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 6.0000%  | 0.0000% | $25508.00          | $25037.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $20649.00          | $18064.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 5.5000%  | 0.0000% | $84952.00          | $83749.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $7489.00           | $7700.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $4638061.00        | $4329042.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 5.5000%  | 0.0000% | $4047464.00        | $3920615.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 5.5000%  | 0.0000% | $2138412.00        | $1696483.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.5000%  | 0.0000% | $6523216.00        | $6473718.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.0000%  | 0.0000% | $10605.00          | $10406.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1037.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-12-01      | 5.5000%  | 0.0000% | $547182.00         | $538932.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-12-01      | 5.5000%  | 0.0000% | $1760828.00        | $1819020.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-11-01      | 3.0000%  | 0.0000% | $5545000.00        | $776625.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-11-01      | 3.0000%  | 0.0000% | $33922.00          | $2503.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-11-01      | 3.0000%  | 0.0000% | $51000.00          | $7273.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-04-01      | 3.0000%  | 0.0000% | $3399278.00        | $1356772.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-10-01      | 3.6900%  | 0.0000% | $1000.00           | $973.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-07-01      | 6.0000%  | 0.0000% | $7307000.00        | $1920891.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $175511.00         | $37878.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 6.3940%  | 0.0000% | $2876253.00        | $2563563.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $5801.00           | $1047.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-11-01      | 3.5000%  | 0.0000% | $160000.00         | $47502.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 2.5000%  | 0.0000% | $20476.00          | $9859.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $697000.00         | $299462.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 2.6250%  | 0.0000% | $1818.00           | $1289.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $8523.00           | $5013.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $61658.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.5000%  | 0.0000% | $1231162.00        | $958066.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $5777.00           | $5468.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $545869.00         | $556275.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.0000%  | 0.0000% | $2844396.00        | $2839120.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $295287.00         | $248964.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $149858.00         | $126201.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 5.2500%  | 0.0000% | $402791.00         | $430793.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-07-01      | 4.7100%  | 0.0000% | $1000.00           | $1030.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 4.8000%  | 0.0000% | $5571.00           | $5806.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3107694.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-11-01      | 4.6400%  | 0.0000% | $147296.00         | $151240.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-12-01      | 4.6000%  | 0.0000% | $1642.00           | $1680.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-12-01      | 4.4700%  | 0.0000% | $1000.00           | $1026.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 4.5000%  | 0.0000% | $6995992.00        | $1418735.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 4.5000%  | 0.0000% | $5670018.00        | $844934.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.5000%  | 0.0000% | $1956.00           | $349.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-12-01      | 2.5000%  | 0.0000% | $56593.00          | $28336.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 2.0000%  | 0.0000% | $73281.00          | $37107.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $7977093.00        | $4503738.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.0000%  | 0.0000% | $1014.00           | $605.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.0000%  | 0.0000% | $1196000.00        | $729429.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $1304000.00        | $833024.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $55760.00          | $40767.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $2812.00           | $2072.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 6.0000%  | 0.0000% | $2358796.00        | $1786501.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 4.0000%  | 0.0000% | $43000.00          | $32177.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $52130.00          | $42118.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.5000%  | 0.0000% | $56544.00          | $42284.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $717.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $241239.00         | $210184.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $926.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 5.0000%  | 0.0000% | $49448.00          | $45381.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-01-01      | 6.0000%  | 0.0000% | $45256.00          | $46760.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2056-01-01      | 5.5000%  | 0.0000% | $1989312.00        | $2052414.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 3.5000%  | 0.0000% | $3523252.00        | $3040648.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 3.0000%  | 0.0000% | $27250.00          | $23033.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $8459694.00        | $7876591.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 6.5000%  | 0.0000% | $26441.00          | $24329.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.0000%  | 0.0000% | $22524438.00       | $20416067.20       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1536.00           | $1518.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $903.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 5.0000%  | 0.0000% | $1454.00           | $375.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $176.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $1996.00           | $1131.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 4.0000%  | 0.0000% | $228986.00         | $74731.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $116261.00         | $70141.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 2.0000%  | 0.0000% | $300000.00         | $148717.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 4.0000%  | 0.0000% | $76196.00          | $37156.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $610.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $650.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $1002.00           | $703.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-07-01      | 6.0000%  | 0.0000% | $1984149.00        | $1038904.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $10030.00          | $6593.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $32656.00          | $21059.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.5000%  | 0.0000% | $944000.00         | $633854.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $706.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $620204.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $24000.00          | $17564.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1288251.00        | $1076045.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $54012.00          | $42333.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $1250924.00        | $959376.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 4.0000%  | 0.0000% | $10030.00          | $8080.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 6.0000%  | 0.0000% | $50000.00          | $33422.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 6.5000%  | 0.0000% | $5109000.00        | $2986745.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $783.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $786.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $754.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $54585.00          | $41618.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $667.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $8034496.00        | $6441151.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $3045000.00        | $2316793.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2549.00           | $2210.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 3.5000%  | 0.0000% | $55000.00          | $47547.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $359803.00         | $332446.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 6.5000%  | 0.0000% | $4000.00           | $4036.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $48669.00          | $48686.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 5.5000%  | 0.0000% | $74970980.00       | $75615329.21       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.0000%  | 0.0000% | $7552.00           | $7698.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 5.0000%  | 0.0000% | $46910.00          | $47402.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 5.5000%  | 0.0000% | $1120.00           | $1133.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 5.0000%  | 0.0000% | $45860.00          | $46369.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 6.0000%  | 0.0000% | $5525055.00        | $50498.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 4.5000%  | 0.0000% | $1672568.00        | $65409.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 6.3300%  | 0.0000% | $14239.00          | $191.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.2450%  | 0.0000% | $615000.00         | $19555.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $33.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-05-01      | 3.0000%  | 0.0000% | $115172.00         | $31371.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 4.5000%  | 0.0000% | $1994477.00        | $45664.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-03-01      | 3.0000%  | 0.0000% | $3999.00           | $407.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-08-01      | 4.5000%  | 0.0000% | $2000.00           | $314.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $167.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $832741.00         | $155515.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-06-01      | 4.0000%  | 0.0000% | $1003.00           | $102.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 3.5000%  | 0.0000% | $105665.00         | $11278.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $74.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-07-01      | 4.5000%  | 0.0000% | $15732.00          | $1209.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.0000%  | 0.0000% | $1007.00           | $643.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $3264318.00        | $2101448.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $234.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 3.0000%  | 0.0000% | $1001.00           | $175.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 3.5000%  | 0.0000% | $40000.00          | $5460.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.0000%  | 0.0000% | $1010.00           | $439.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 3.0000%  | 0.0000% | $2320000.00        | $680090.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $39759.00          | $22554.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $133999.00         | $74101.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.5000%  | 0.0000% | $1008.00           | $469.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 5.5000%  | 0.0000% | $5950180.00        | $4226776.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-04-01      | 2.0000%  | 0.0000% | $76793.00          | $34558.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.0000%  | 0.0000% | $22565.00          | $15207.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 2.0000%  | 0.0000% | $91012.00          | $59669.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $34221.00          | $25455.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 2.0000%  | 0.0000% | $59864.00          | $41132.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $58296.00          | $44120.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.0000%  | 0.0000% | $18007.00          | $13893.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $737862.00         | $559362.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $30964.00          | $25420.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $492870.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $1300479.00        | $1020304.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 6.0000%  | 0.0000% | $64539.00          | $38942.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 4.0000%  | 0.0000% | $3899.00           | $3139.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 5.5000%  | 0.0000% | $56341.00          | $40062.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $668.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 5.0000%  | 0.0000% | $979951.00         | $808881.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 6.0000%  | 0.0000% | $107709.00         | $70879.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 6.0000%  | 0.0000% | $74040.00          | $34303.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-10-01      | 5.5000%  | 0.0000% | $1000.00           | $659.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 5.0000%  | 0.0000% | $49689.00          | $43547.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-12-01      | 6.5000%  | 0.0000% | $74996.00          | $28408.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $84545.00          | $53310.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 4.0000%  | 0.0000% | $45048.00          | $36727.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $604.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.0000%  | 0.0000% | $61156.00          | $56057.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $923.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $1406.00           | $1303.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 6.0000%  | 0.0000% | $3319.00           | $2382.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 3.5000%  | 0.0000% | $2846.00           | $2547.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $956.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3519.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4677.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.0000%  | 0.0000% | $1010.00           | $964.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 3.5000%  | 0.0000% | $5000.00           | $4580.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1873.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 3.5000%  | 0.0000% | $5000.00           | $4525.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 5.0000%  | 0.0000% | $1056.00           | $1018.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $891.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.5000%  | 0.0000% | $130362.00         | $105302.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-07-01      | 5.5000%  | 0.0000% | $2024.00           | $1679.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $976.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.5000%  | 0.0000% | $3062.00           | $2756.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-10-01      | 5.5000%  | 0.0000% | $4000.00           | $3899.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 6.0000%  | 0.0000% | $45000.00          | $406.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-08-01      | 6.5000%  | 0.0000% | $957358.00         | $10133.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-10-01      | 6.0000%  | 0.0000% | $109050.00         | $1163.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-01-01      | 5.5000%  | 0.0000% | $16000.00          | $124.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-12-01      | 6.5000%  | 0.0000% | $53517.00          | $746.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 4.5000%  | 0.0000% | $56000.00          | $3239.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 5.0000%  | 0.0000% | $1003.00           | $26.48             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $326998.00         | $25326.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-06-01      | 5.0000%  | 0.0000% | $7355.00           | $305.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-05-01      | 5.0000%  | 0.0000% | $6700.00           | $260.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-08-01      | 5.5000%  | 0.0000% | $60000.00          | $1122.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-09-01      | 6.0000%  | 0.0000% | $65000.00          | $905.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-12-01      | 5.5000%  | 0.0000% | $148000.00         | $1807.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 6.5000%  | 0.0000% | $37000.00          | $548.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 6.5000%  | 0.0000% | $11000.00          | $299.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.5000%  | 0.0000% | $473621.00         | $14971.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.0000%  | 0.0000% | $27000.00          | $2157.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $35.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $98.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 4.0000%  | 0.0000% | $263701.00         | $7338.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-11-01      | 4.5000%  | 0.0000% | $31324.00          | $1522.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $88.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 4.5000%  | 0.0000% | $4047.00           | $338.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 2.0000%  | 0.0000% | $100015.00         | $9859.35           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $5999.00           | $5192.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $956.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $11856.00          | $6771.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $927.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $12662.00          | $11220.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2017.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $836.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1872.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $968.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 7.0000%  | 0.0000% | $60317.00          | $55617.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $960.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $932.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $837.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1629.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $125099.00         | $125673.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $3000.00           | $3012.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3061.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $870.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $1002.00           | $994.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $990.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $978.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 5.0000%  | 0.0000% | $1003.00           | $1003.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 6.0000%  | 0.0000% | $1170.00           | $1202.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 6.5000%  | 0.0000% | $3134236.00        | $2602289.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1906.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.5000%  | 0.0000% | $420546.00         | $394564.34         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.0000%  | 0.0000% | $24699.00          | $23762.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1045.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.0000%  | 0.0000% | $3897.00           | $4064.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-10-01      | 6.0000%  | 0.0000% | $1074.00           | $1119.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $24740.00          | $25066.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $1671.00           | $1693.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $990.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $987.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $996.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $988.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-11-01      | 5.0000%  | 0.0000% | $137721.00         | $139576.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $830.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $1008.00           | $848.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $30495.00          | $26674.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $9595.00           | $9000.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $384331.00         | $371431.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-08-01      | 5.5000%  | 0.0000% | $580000.00         | $575204.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $952.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $1073.00           | $872.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-25      | 2.0000%  | 0.0000% | $109385.00         | $11802.92          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-02-01      | 6.0000%  | 0.0000% | $1605.00           | $1327.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-02-01      | 6.5000%  | 0.0000% | $82569.00          | $62909.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-12-01      | 6.0000%  | 0.0000% | $55064.00          | $38500.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-02-01      | 6.5000%  | 0.0000% | $3000.00           | $1987.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $302135.00         | $253170.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $828.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $945.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $886.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $919.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $63561.00          | $59046.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1861.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2221.00           | $1772.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-02      | 6.0000%  | 0.0000% | $530202.00         | $443874.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $963.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $952.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $982.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1068.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 4.5000%  | 0.0000% | $3075.00           | $3045.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-02-01      | 4.5000%  | 0.0000% | $17334.00          | $17260.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.5000%  | 0.0000% | $21080.00          | $21756.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.5000%  | 0.0000% | $3020.00           | $3066.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.5000%  | 0.0000% | $365230.00         | $379728.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.5000%  | 0.0000% | $275227.00         | $282452.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $3113.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-02-01      | 5.5000%  | 0.0000% | $1170482.00        | $1207988.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2056-03-01      | 5.5000%  | 0.0000% | $5006.00           | $5130.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-03-20      | 4.5000%  | 0.0000% | $5006.00           | $366.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-05-15      | 4.7500%  | 0.0000% | $5517.00           | $51.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-05-15      | 4.7500%  | 0.0000% | $3228.00           | $90.57             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-06-15      | 4.7500%  | 0.0000% | $1028.00           | $20.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-03-20      | 4.5000%  | 0.0000% | $2060.00           | $166.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-04-20      | 4.5000%  | 0.0000% | $1004.00           | $93.69             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-04-20      | 4.5000%  | 0.0000% | $32000.00          | $1407.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-11-15      | 2.5000%  | 0.0000% | $3002.00           | $1558.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-05-20      | 4.0000%  | 0.0000% | $2000.00           | $219.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-03-20      | 5.5000%  | 0.0000% | $7695.00           | $1035.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-06-15      | 4.7500%  | 0.0000% | $7266.00           | $234.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $5000.00           | $243.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $128.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-07-15      | 3.5000%  | 0.0000% | $263109.00         | $35587.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2035-10-20      | 5.5000%  | 0.0000% | $4000.00           | $328.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-07-15      | 3.5000%  | 0.0000% | $3039.00           | $172.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $22965.00          | $1878.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2027-11-15      | 3.5000%  | 0.0000% | $130357.00         | $790.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $1082592.00        | $55961.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-12-15      | 2.5000%  | 0.0000% | $1464363.00        | $193253.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2035-11-20      | 6.0000%  | 0.0000% | $2024.00           | $98.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-03-20      | 6.0000%  | 0.0000% | $3030.00           | $115.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-03-20      | 6.3750%  | 0.0000% | $7914.00           | $63.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-04-20      | 4.0000%  | 0.0000% | $1000.00           | $52.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-05-20      | 4.0000%  | 0.0000% | $3002.00           | $163.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-20      | 6.0000%  | 0.0000% | $126000.00         | $4014.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-20      | 4.0000%  | 0.0000% | $2010.00           | $112.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-20      | 5.0000%  | 0.0000% | $175995.00         | $7380.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-20      | 6.2500%  | 0.0000% | $4271.00           | $31.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-08-20      | 3.0000%  | 0.0000% | $8011.00           | $776.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-02-20      | 4.5000%  | 0.0000% | $1000.00           | $67.19             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-04-20      | 6.0000%  | 0.0000% | $72000.00          | $4883.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-04-20      | 6.0000%  | 0.0000% | $50000.00          | $2339.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-04-20      | 6.0000%  | 0.0000% | $25000.00          | $1038.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $56.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-07-20      | 4.0000%  | 0.0000% | $1000.00           | $86.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-03-20      | 5.0000%  | 0.0000% | $2016.00           | $113.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-08-20      | 4.0000%  | 0.0000% | $2000.00           | $116.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-07-20      | 6.0000%  | 0.0000% | $4000.00           | $217.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-10-20      | 4.0000%  | 0.0000% | $3014.00           | $164.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-03-20      | 5.5000%  | 0.0000% | $57000.00          | $3048.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-11-20      | 6.5000%  | 0.0000% | $39494.00          | $2118.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-11-20      | 3.0000%  | 0.0000% | $2000.00           | $273.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-01-20      | 4.0000%  | 0.0000% | $4000.00           | $239.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-01-20      | 4.5000%  | 0.0000% | $55759.00          | $4107.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-03-20      | 4.0000%  | 0.0000% | $2000.00           | $193.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-03-20      | 4.5000%  | 0.0000% | $2000.00           | $127.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-04-20      | 4.0000%  | 0.0000% | $2000.00           | $118.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-04-20      | 4.5000%  | 0.0000% | $4000.00           | $282.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-04-20      | 5.5000%  | 0.0000% | $8394.00           | $476.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-05-20      | 4.0000%  | 0.0000% | $3007.00           | $170.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-06-20      | 4.5000%  | 0.0000% | $16815.00          | $1104.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-06-20      | 5.5000%  | 0.0000% | $3000.00           | $197.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-07-20      | 4.0000%  | 0.0000% | $4000.00           | $247.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-07-20      | 6.0000%  | 0.0000% | $1000.00           | $49.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-09-20      | 4.5000%  | 0.0000% | $2000.00           | $124.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-09-20      | 5.5000%  | 0.0000% | $50690.00          | $2794.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $28000.00          | $2350.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-10-20      | 4.5000%  | 0.0000% | $25686.00          | $1650.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-10-20      | 4.0000%  | 0.0000% | $3035.00           | $195.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-11-20      | 4.0000%  | 0.0000% | $3008.00           | $194.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-11-20      | 6.0000%  | 0.0000% | $6726.00           | $554.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-12-20      | 5.1250%  | 0.0000% | $3004.00           | $65.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-01-20      | 3.5000%  | 0.0000% | $4000.00           | $275.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-03-20      | 3.0000%  | 0.0000% | $40014.00          | $4178.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-04-20      | 3.0000%  | 0.0000% | $12418.00          | $1254.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $5000.00           | $324.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-06-20      | 3.0000%  | 0.0000% | $2000.00           | $193.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 2.5000%  | 0.0000% | $6000.00           | $981.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-07-20      | 3.0000%  | 0.0000% | $3006.00           | $324.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-03-20      | 6.0000%  | 0.0000% | $42000.00          | $2922.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $94.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 3.0000%  | 0.0000% | $1000.00           | $125.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.0000%  | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 5.0000%  | 0.0000% | $45000.00          | $3671.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-07-20      | 6.0000%  | 0.0000% | $25000.00          | $1993.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-10-20      | 6.5000%  | 0.0000% | $3000.00           | $280.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-20      | 5.5000%  | 0.0000% | $9736.00           | $911.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-20      | 4.0000%  | 0.0000% | $3237004.00        | $227622.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.5000%  | 0.0000% | $2003.00           | $145.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 3.5000%  | 0.0000% | $3000.00           | $275.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 5.0000%  | 0.0000% | $1000.00           | $76.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 5.5000%  | 0.0000% | $35000.00          | $2511.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-04-20      | 6.0000%  | 0.0000% | $20000.00          | $1762.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $107.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 3.0000%  | 0.0000% | $102415.00         | $11859.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 5.0000%  | 0.0000% | $1000.00           | $63.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 5.5000%  | 0.0000% | $14000.00          | $1221.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $2000.00           | $145.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.5000%  | 0.0000% | $31000.00          | $2735.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.5000%  | 0.0000% | $3009.00           | $224.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-01-20      | 5.5000%  | 0.0000% | $109000.00         | $8390.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 6.2500%  | 0.0000% | $1732.00           | $349.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2031-02-20      | 2.5000%  | 0.0000% | $4700.00           | $405.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-02-20      | 5.5000%  | 0.0000% | $3000.00           | $251.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $30001.00          | $3648.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.5000%  | 0.0000% | $3000.00           | $226.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-04-20      | 3.0000%  | 0.0000% | $3037.00           | $455.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-03-20      | 5.5000%  | 0.0000% | $1009.00           | $106.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-09-20      | 6.0000%  | 0.0000% | $4109.00           | $509.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $6000.00           | $593.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-05-20      | 5.0000%  | 0.0000% | $3000.00           | $280.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-20      | 6.5000%  | 0.0000% | $1039.00           | $68.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-05-20      | 5.0000%  | 0.0000% | $1000.00           | $86.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-01-20      | 6.5000%  | 0.0000% | $2001.00           | $205.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-06-20      | 3.0000%  | 0.0000% | $3000.00           | $342.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-01-20      | 6.0000%  | 0.0000% | $1000.00           | $119.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $93.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.5000%  | 0.0000% | $15715.00          | $1269.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-05-20      | 5.0000%  | 0.0000% | $2000.00           | $200.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-04-20      | 6.0000%  | 0.0000% | $4003.00           | $396.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 5.3750%  | 0.0000% | $1928.00           | $94.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 5.3750%  | 0.0000% | $75182.00          | $3652.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-08-20      | 3.0000%  | 0.0000% | $3000.00           | $364.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-08-20      | 5.0000%  | 0.0000% | $1000.00           | $85.23             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.0000%  | 0.0000% | $4000.00           | $370.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-09-20      | 6.5000%  | 0.0000% | $25000.00          | $2772.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-09-20      | 4.5000%  | 0.0000% | $4000.00           | $374.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.0000%  | 0.0000% | $23000.00          | $2852.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-10-20      | 6.5000%  | 0.0000% | $2000.00           | $311.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.5000%  | 0.0000% | $5009.00           | $830.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-10-20      | 3.0000%  | 0.0000% | $701304.00         | $92706.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-01-20      | 3.0000%  | 0.0000% | $7003.00           | $638.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.5000%  | 0.0000% | $2000.00           | $296.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 2.5000%  | 0.0000% | $2020.00           | $325.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 3.0000%  | 0.0000% | $1000.00           | $138.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 5.5000%  | 0.0000% | $37000.00          | $4017.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 5.5000%  | 0.0000% | $1000.00           | $23.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 4.0000%  | 0.0000% | $1002.00           | $91.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.0000%  | 0.0000% | $8002.00           | $1244.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-04-20      | 3.0000%  | 0.0000% | $3099.00           | $270.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 4.0000%  | 0.0000% | $2000.00           | $178.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 6.0000%  | 0.0000% | $1000.00           | $128.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 6.5000%  | 0.0000% | $2000.00           | $241.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-06-20      | 4.0000%  | 0.0000% | $583751.00         | $56214.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-06-20      | 5.0000%  | 0.0000% | $52681.00          | $4556.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-20      | 6.0000%  | 0.0000% | $2000.00           | $278.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-20      | 3.5000%  | 0.0000% | $4000.00           | $485.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $96.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-20      | 5.3750%  | 0.0000% | $2000.00           | $105.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-20      | 5.0000%  | 0.0000% | $25000.00          | $2285.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-09-20      | 6.5000%  | 0.0000% | $1000.00           | $115.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-09-20      | 5.0000%  | 0.0000% | $25000.00          | $2180.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-09-20      | 6.0000%  | 0.0000% | $7000.00           | $809.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-07-20      | 6.5000%  | 0.0000% | $1000.00           | $163.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-09-20      | 6.0000%  | 0.0000% | $1000.00           | $118.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 4.0000%  | 0.0000% | $43000.00          | $4631.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.1250%  | 0.0000% | $2745.00           | $150.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-08-20      | 6.0000%  | 0.0000% | $1000.00           | $81.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-20      | 6.5000%  | 0.0000% | $11161.00          | $1753.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-11-20      | 5.0000%  | 0.0000% | $4008.00           | $444.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2035-12-20      | 6.5000%  | 0.0000% | $2270.00           | $285.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-01-20      | 3.0000%  | 0.0000% | $2000.00           | $282.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-11-20      | 6.5000%  | 0.0000% | $3000.00           | $332.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-02-20      | 4.0000%  | 0.0000% | $20186.00          | $1977.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 4.0000%  | 0.0000% | $6000.00           | $538.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-04-20      | 4.0000%  | 0.0000% | $80000.00          | $6306.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 4.5000%  | 0.0000% | $2998.00           | $220.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-04-20      | 5.0000%  | 0.0000% | $1058.00           | $77.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 5.5000%  | 0.0000% | $1000.00           | $73.79             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 6.0000%  | 0.0000% | $1004.00           | $129.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-06-20      | 5.5000%  | 0.0000% | $1000.00           | $85.06             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $5000.00           | $603.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 6.0000%  | 0.0000% | $1000.00           | $213.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $2001.00           | $335.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $131.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 6.0000%  | 0.0000% | $2000.00           | $398.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.5000%  | 0.0000% | $1000.00           | $253.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-08-20      | 6.5000%  | 0.0000% | $1000.00           | $134.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-09-20      | 4.5000%  | 0.0000% | $4202.00           | $318.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-02-20      | 6.0000%  | 0.0000% | $1000.00           | $170.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 6.0000%  | 0.0000% | $2001.00           | $232.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-11-20      | 4.0000%  | 0.0000% | $1033.00           | $94.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-09-20      | 5.5000%  | 0.0000% | $1000.00           | $87.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-12-20      | 4.0000%  | 0.0000% | $2049.00           | $186.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-12-20      | 5.0000%  | 0.0000% | $2112.00           | $127.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-06-20      | 6.0000%  | 0.0000% | $3000.00           | $402.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-07-20      | 6.5000%  | 0.0000% | $1000.00           | $128.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $64.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-01-20      | 5.0000%  | 0.0000% | $4254.00           | $245.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 4.5000%  | 0.0000% | $5000.00           | $360.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $6944.00           | $510.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 5.5000%  | 0.0000% | $5010.00           | $388.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 6.0000%  | 0.0000% | $5012.00           | $526.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 6.5000%  | 0.0000% | $1000.00           | $116.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $132.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $2000.00           | $168.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 5.0000%  | 0.0000% | $1001.00           | $74.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 6.0000%  | 0.0000% | $25332.00          | $3104.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $1005.00           | $128.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-06-20      | 5.0000%  | 0.0000% | $2000.00           | $155.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-06-20      | 5.0000%  | 0.0000% | $1020.00           | $90.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $87.18             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 6.0000%  | 0.0000% | $382907.00         | $42860.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.5000%  | 0.0000% | $1000.00           | $77.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 5.5000%  | 0.0000% | $3002.00           | $402.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 6.0000%  | 0.0000% | $35001.00          | $4379.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 1.5000%  | 0.0000% | $1001.00           | $525.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 5.0000%  | 0.0000% | $1000.00           | $361.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 3.0000%  | 0.0000% | $6001.00           | $1022.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $1001.00           | $177.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 4.5000%  | 0.0000% | $2000.00           | $72.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 3.0000%  | 0.0000% | $1119.00           | $197.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 4.5000%  | 0.0000% | $310855.00         | $38979.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $501000.00         | $71099.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.0000%  | 0.0000% | $2003.00           | $285.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $198.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $1001.00           | $221.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $1001.00           | $249.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 5.0000%  | 0.0000% | $80000.00          | $12608.62          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 6.0000%  | 0.0000% | $2000.00           | $281.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 2.0000%  | 0.0000% | $5000.00           | $2370.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 3.0000%  | 0.0000% | $4000.00           | $1315.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 5.0000%  | 0.0000% | $105140.00         | $25364.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 2.5000%  | 0.0000% | $5000.00           | $3234.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $696.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $1025.00           | $733.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 3.0000%  | 0.0000% | $9941.00           | $6683.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 5.0000%  | 0.0000% | $26000.00          | $9191.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 4.5000%  | 0.0000% | $4044.00           | $827.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 5.5000%  | 0.0000% | $80000.00          | $26889.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-05-20      | 3.0000%  | 0.0000% | $2000.00           | $966.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 2.0000%  | 0.0000% | $1000.00           | $540.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 3.0000%  | 0.0000% | $6000.00           | $2992.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $332.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 3.0000%  | 0.0000% | $2000.00           | $1060.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 6.0000%  | 0.0000% | $2000.00           | $492.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $911.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 2.0000%  | 0.0000% | $4000.00           | $2250.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $576.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 2.5000%  | 0.0000% | $4000.00           | $2349.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $2000.00           | $1178.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-08-20      | 6.5000%  | 0.0000% | $7778.00           | $1715.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 3.0000%  | 0.0000% | $84382.00          | $49136.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 2.5000%  | 0.0000% | $3000.00           | $1826.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 5.0000%  | 0.0000% | $5000.00           | $2191.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 2.0000%  | 0.0000% | $4000.00           | $2418.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $1003.00           | $620.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $626.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 3.0000%  | 0.0000% | $3000.00           | $1923.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $722.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $19856.00          | $14447.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.0000%  | 0.0000% | $2000.00           | $1461.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $2002.00           | $1473.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $736.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.5000%  | 0.0000% | $2000.00           | $1281.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-10-20      | 4.0000%  | 0.0000% | $3004.00           | $2253.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.0000%  | 0.0000% | $3053.00           | $2315.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $9378.00           | $7157.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $746.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-12-20      | 5.0000%  | 0.0000% | $2000.00           | $1497.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1301.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-01-20      | 5.5000%  | 0.0000% | $800752.00         | $514519.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $505.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $759.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $1917303.00        | $1282436.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $67310.00          | $33219.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $775.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-07-20      | 6.5000%  | 0.0000% | $3024.00           | $1449.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-08-20      | 5.5000%  | 0.0000% | $3000.00           | $2345.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $4000.00           | $2930.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 4.5000%  | 0.0000% | $9409229.00        | $8234916.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 7.5000%  | 0.0000% | $5000.00           | $1060.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 5.5000%  | 0.0000% | $6000.00           | $4574.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 4.5000%  | 0.0000% | $3000.00           | $2737.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $785.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.0000%  | 0.0000% | $6000.00           | $5291.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $2590548.00        | $1979867.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $7004.00           | $5227.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $310.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $1000.00           | $170.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $183.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 5.0000%  | 0.0000% | $1000.00           | $149.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $1958.00           | $816.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $5010.00           | $2336.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.0000%  | 0.0000% | $295853.00         | $105845.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $11076.00          | $4641.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 5.0000%  | 0.0000% | $1002.00           | $50.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $1635.00           | $519.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 4.0000%  | 0.0000% | $890267.00         | $547140.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $2337.00           | $1797.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-08-20      | 4.0000%  | 0.0000% | $61707.00          | $56760.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 4.5000%  | 0.0000% | $6000.00           | $5585.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 4.0000%  | 0.0000% | $2000.00           | $1834.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 4.5000%  | 0.0000% | $5000.00           | $4598.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 5.5000%  | 0.0000% | $42038.00          | $34338.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-04-15      | 3.5000%  | 0.0000% | $150000.00         | $12502.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-08-15      | 3.5000%  | 0.0000% | $2802.00           | $171.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2889.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-10-20      | 4.5000%  | 0.0000% | $45000.00          | $3712.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1008.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-15      | 7.0000%  | 0.0000% | $294555.00         | $303277.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $995.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 6.5000%  | 0.0000% | $5141354.00        | $5229710.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 7.0000%  | 0.0000% | $2327846.00        | $2303086.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-15      | 7.0000%  | 0.0000% | $2008.00           | $1858.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $544.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $623972.00         | $260853.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $795.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $979.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $14541.00          | $4680.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2064-09-20      | 7.0000%  | 0.0000% | $2072.00           | $668.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.5000%  | 0.0000% | $116386.00         | $122586.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $2008.00           | $1945.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $23897.00          | $23015.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $5577.00           | $5819.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 7.0000%  | 0.0000% | $14581.00          | $14279.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $2000.00           | $2036.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.0000%  | 0.0000% | $1002.00           | $1030.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $750.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $178177.00         | $124400.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.0000%  | 0.0000% | $2000.00           | $2071.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-09-20      | 6.5000%  | 0.0000% | $1976.00           | $2074.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $26325.00          | $21511.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $11204.00          | $9135.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.0000%  | 0.0000% | $105082.00         | $101705.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $984.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $1220908.00        | $1184525.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-10-20      | 5.0000%  | 0.0000% | $37505.00          | $37899.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-09-20      | 5.0000%  | 0.0000% | $4072.00           | $4068.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $791.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-11-15      | 5.0000%  | 0.0000% | $26150.00          | $1280.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $104075.00         | $3936.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-07-15      | 5.0000%  | 0.0000% | $8693.00           | $260.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-03-15      | 6.5000%  | 0.0000% | $1252.00           | $7.20              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-11-15      | 6.5000%  | 0.0000% | $4134.00           | $12.40             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-08-20      | 5.3750%  | 0.0000% | $5523935.00        | $21059.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-05-20      | 5.6250%  | 0.0000% | $25045.00          | $494.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-11-20      | 5.1250%  | 0.0000% | $1909.00           | $67.78             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-20      | 5.3750%  | 0.0000% | $2631.00           | $22.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-20      | 5.1250%  | 0.0000% | $7043.00           | $110.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.6250%  | 0.0000% | $3277.00           | $38.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 5.7500%  | 0.0000% | $1583.00           | $40.80             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-15      | 5.0000%  | 0.0000% | $371360.00         | $24925.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $121.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $53.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-15      | 4.5000%  | 0.0000% | $7098097.00        | $1947046.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-12-20      | 5.3520%  | 0.0000% | $1010.00           | $232.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 2.0000%  | 0.0000% | $701045.00         | $416287.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.4550%  | 0.0000% | $18359.00          | $12245.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-01-20      | 6.4500%  | 0.0000% | $4000.00           | $294.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-12-15      | 6.5000%  | 0.0000% | $3003.00           | $72.07             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 5.2115%  | 0.0000% | $78760611.00       | $72068914.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 4.7315%  | 0.0000% | $8834797.00        | $8043493.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 5.0615%  | 0.0000% | $11200952.00       | $9455155.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-08-20      | 4.7415%  | 0.0000% | $26444256.00       | $26197890.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 4.6615%  | 0.0000% | $23784565.00       | $14828431.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-09-20      | 4.8115%  | 0.0000% | $83488.00          | $83495.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 4.7320%  | 0.0000% | $3516488.00        | $1989265.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $2984093.00        | $1392726.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-11-20      | 2.5000%  | 0.0000% | $166385946.00      | $96804167.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $16940701.00       | $10510688.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $6325101.00        | $3989134.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 4.6915%  | 0.0000% | $8591727.00        | $5096027.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 4.5615%  | 0.0000% | $633401.00         | $397593.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-05-20      | 4.5000%  | 0.0000% | $1237819.00        | $840825.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 4.9615%  | 0.0000% | $1844974.00        | $1343439.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 4.6115%  | 0.0000% | $11447780.00       | $8609132.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 4.5415%  | 0.0000% | $2469097.00        | $1601011.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 4.6615%  | 0.0000% | $49787676.00       | $26007888.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-04-20      | 4.5615%  | 0.0000% | $1751600.00        | $881791.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 4.6115%  | 0.0000% | $7495014.00        | $5715007.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 4.6615%  | 0.0000% | $24162209.00       | $17333821.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.6115%  | 0.0000% | $7718200.00        | $6776005.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.8115%  | 0.0000% | $45531024.00       | $31019886.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 4.6615%  | 0.0000% | $12471424.00       | $4870941.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-09-20      | 4.9615%  | 0.0000% | $1206.00           | $391.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-09-20      | 5.0615%  | 0.0000% | $1611560.00        | $474812.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 4.9615%  | 0.0000% | $47348196.00       | $14088438.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 4.9115%  | 0.0000% | $328193.00         | $138785.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 4.7215%  | 0.0000% | $3320390.00        | $1267915.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $28750400.00       | $29358276.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2064-03-20      | 4.8415%  | 0.0000% | $75000000.00       | $33738554.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5746767.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 4.9615%  | 0.0000% | $50000000.00       | $43126495.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $9039904.00        | $9305272.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 4.8615%  | 0.0000% | $31128396.00       | $14172248.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-07-20      | 4.9615%  | 0.0000% | $463824.00         | $234866.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-07-20      | 4.9115%  | 0.0000% | $6202000.00        | $3137584.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 4.7615%  | 0.0000% | $16102.00          | $11914.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-09-20      | 4.7615%  | 0.0000% | $11190644.00       | $7481001.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 4.7615%  | 0.0000% | $6160204.00        | $3705019.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-09-20      | 4.7715%  | 0.0000% | $2492766.00        | $2006055.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 4.7615%  | 0.0000% | $2285985.00        | $1439602.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 4.6115%  | 0.0000% | $2026604.00        | $1659317.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 4.7715%  | 0.0000% | $3522692.00        | $2103477.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.9815%  | 0.0000% | $891185.00         | $810717.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.0115%  | 0.0000% | $18998702.00       | $12607296.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.9615%  | 0.0000% | $2498790.00        | $1770957.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-05-20      | 5.4115%  | 0.0000% | $63207882.00       | $50444891.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 4.8115%  | 0.0000% | $9080283.00        | $8374654.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-12-20      | 4.6615%  | 0.0000% | $198083139.00      | $196834665.30      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-12-20      | 5.1615%  | 0.0000% | $250000000.00      | $239628381.47      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2056-01-20      | 4.6615%  | 0.0000% | $178277.00         | $177641.82         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                                          | 2047-05-15      | 0.0000%  | 0.0000% | $100.00            | $36.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2048-05-15      | 0.0000%  | 0.0000% | $100.00            | $34.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2051-08-15      | 0.0000%  | 0.0000% | $100.00            | $29.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2035-05-15      | 4.2500%  | 0.0000% | $14888300.00       | $15385270.63       | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2033-08-15      | 0.0000%  | 0.0000% | $0.96              | $0.72              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2035-02-15      | 0.0000%  | 0.0000% | $73.21             | $50.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2046-08-15      | 0.0000%  | 0.0000% | $0.66              | $0.24              | U.S. Treasuries (including strips)        |

### Security 99: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-02      | 0.0000%  | 0.0000% | $13999700.00       | $13866982.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1862900.00        | $1839351.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $178539600.00      | $230413001.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $49995700.00       | $49861934.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $125480000.00      | $125378260.54      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $50392000.00       | $51368971.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 3.7209%  | 0.0000% | $545562400.00      | $547271510.40      | U.S. Treasuries (including strips) |

### Security 100: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $566606400.00      | $535345378.83      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $27250500.00       | $32239006.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $33000000.00       | $32568432.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $8259100.00        | $8413566.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $128454000.00      | $130635014.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $24528800.00       | $25798620.47       | U.S. Treasuries (including strips) |

### Security 101: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-10-01      | 0.0000%  | 0.0000% | $4062100.00        | $3977770.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $45432700.00       | $40356757.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $129031200.00      | $156689092.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.72             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $15282200.00       | $13446214.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $254464400.00      | $259242136.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $369867200.00      | $376276165.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $113308200.00      | $113911844.74      | U.S. Treasuries (including strips) |

### Security 102: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.730000%
- **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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 6.1690%  | 0.0000% | $51039.00          | $41204.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 6.2430%  | 0.0000% | $1015.00           | $943.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.4870%  | 0.0000% | $18864.00          | $27.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 6.2980%  | 0.0000% | $35407866.00       | $179276.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.9010%  | 0.0000% | $11902.00          | $118.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.1310%  | 0.0000% | $3138.00           | $39.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6490.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-03-01      | 6.3650%  | 0.0000% | $3005849.00        | $40580.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.4500%  | 0.0000% | $5737642.00        | $69393.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 6.1650%  | 0.0000% | $7072048.00        | $248373.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.3600%  | 0.0000% | $1288.00           | $40.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.1700%  | 0.0000% | $42984.00          | $955.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 6.0000%  | 0.0000% | $88375.00          | $6770.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.0000%  | 0.0000% | $1003.00           | $18.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $7516180.00        | $32186.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $46.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $164.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $304.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $159.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $139.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $121.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.0000%  | 0.0000% | $644000.00         | $119362.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $245.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1376.00           | $227.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $200.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-05-01      | 3.0000%  | 0.0000% | $49000.00          | $5492.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $119.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $27788803.00       | $5288343.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1023.00           | $106.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $975.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2249.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $857298.00         | $52.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $444.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3081.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $92.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $33.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $210.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $52.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2017.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $394.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $630.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $40.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1517.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $172.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $892.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1347.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1452.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $11354.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3048.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $190.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $210.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $584.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5000%  | 0.0000% | $2493993.00        | $17726.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $674.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $34.68             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $25085.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $2428601.00        | $14351.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $59.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3622.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1113993.00        | $21336.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $264349.00         | $2612.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1306.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $219.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $3999.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1029.00           | $110.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $685.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $1626.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3588.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $100375.00         | $3864.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $174.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $1022.00           | $57.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1748.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1319.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $279.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $227595.00         | $17047.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2015.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $619530.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $511000.00         | $64493.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $195.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2081.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1520.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $109.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1008.00           | $8.57              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $116.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $4581.00           | $621.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 2.5000%  | 0.0000% | $2003.00           | $499.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 2.5000%  | 0.0000% | $1437.00           | $361.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10222.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $15006.00          | $2355.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1237.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.0000%  | 0.0000% | $10024.00          | $1015.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 2.5000%  | 0.0000% | $105000.00         | $29562.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2772.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $695998.00         | $103084.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2080.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1394.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $86.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $7001.00           | $817.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $84.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $10236.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1790.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2765.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2162.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2177.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $460.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2651.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $18339427.00       | $2107561.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $275.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4647.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2007.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1071.00           | $186.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 5.5000%  | 0.0000% | $23003.00          | $4073.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1263.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $262.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $419.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $701.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $245.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $322000.00         | $92111.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $1002.00           | $74.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $2908000.00        | $590685.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $102.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $400.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2650.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $504.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $962.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $264.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $98000.00          | $26745.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1010.00           | $248.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $4990.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $232.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $481.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1237.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-15      | 4.5000%  | 0.0000% | $4008.00           | $3497.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1100.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $401.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2386.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 2.5000%  | 0.0000% | $2854.00           | $1016.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $1993.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 3.5000%  | 0.0000% | $104000.00         | $21021.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3399.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $20000.00          | $11733.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $2802.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $731.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $137166.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $633.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $27038.00          | $17463.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $574.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11396.00          | $6164.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $624.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2030.00           | $1281.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $175.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $1988778.00        | $956695.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1280.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $8957.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 3.5000%  | 0.0000% | $100000.00         | $39665.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3621.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $14992992.00       | $9359196.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $290000.00         | $167438.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $527.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $571.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1242.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $799.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $752.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $110000.00         | $73542.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $676.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1429.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1402.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $711.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $818.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1442.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1403.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1368.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $4004.00           | $3139.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $2001.00           | $1293.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $767.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1500.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2207.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $7000000.00        | $5441066.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1572.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $799.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $694.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $732.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $7970.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $694.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2232.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $13807.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1194855.00        | $1018480.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $48085.00          | $39960.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 3.0000%  | 0.0000% | $43000.00          | $33466.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $803.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $232669.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $106000.00         | $77418.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 5.0000%  | 0.0000% | $440959.00         | $341265.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $301405.00         | $272742.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $868.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $888548.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $838.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1083.00           | $941.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12249.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $1672700.00        | $1511531.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $899.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $269.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $204.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $781.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $223901.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1121.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $521.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $97000.00          | $19438.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $248.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $829.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1545.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $970.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $4000.00           | $1445.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $466.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2836.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 3.0000%  | 0.0000% | $223990.00         | $79929.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2700.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $618.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $21001.00          | $12583.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.5000%  | 0.0000% | $86000.00          | $49858.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1870.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3289.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $9000.00           | $5671.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403045.00        | $867250.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.5000%  | 0.0000% | $93000.00          | $48750.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $636.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1266.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 3.5000%  | 0.0000% | $2008.00           | $1223.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12298.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 2.5000%  | 0.0000% | $66973.00          | $47082.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.5000%  | 0.0000% | $3413883.00        | $2635342.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $235000.00         | $166709.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $321451.00         | $231158.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $730.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $308513.00         | $236661.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $33979.00          | $23578.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $774.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74829.00          | $57484.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $552097.00         | $424323.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $322504.00         | $264512.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $1006.00           | $811.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $774.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.5000%  | 0.0000% | $3001.00           | $2477.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1026000.00        | $857952.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1719.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6636.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $110000.00         | $95549.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259979.00        | $833091.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $4594000.00        | $3149395.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $535.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 4.5000%  | 0.0000% | $3130.00           | $2918.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3608.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2640.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $5001.00           | $3753.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $817.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $58000.00          | $43274.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $122001.00         | $94478.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $823.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1603.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $984120.00         | $801448.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-11-01      | 1.2200%  | 0.0000% | $1552.00           | $1283.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5434073.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 4.4500%  | 0.0000% | $174000.00         | $176088.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 5.1300%  | 0.0000% | $800000.00         | $837888.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $556.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.5000%  | 0.0000% | $1003.00           | $163.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1003.00           | $324.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $294.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $509.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $279750.00         | $111415.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $365.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $148000.00         | $75186.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $552.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $49000.00          | $24923.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $23867.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $47811.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $576.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1598.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $2001.00           | $1092.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1277.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $387.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $372846.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $284000.00         | $177043.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $1085960.00        | $809045.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $198000.00         | $121903.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $648.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1072.00           | $780.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $656.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1439.00           | $1035.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $99353.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4855.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $20787.00          | $14997.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $814.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1457.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2564.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1571.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1353780.00        | $970081.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $139132.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1486.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $474308.00         | $301656.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4395.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5478.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $741.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1817066.00        | $1223416.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $397436.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $799.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $4000.00           | $3147.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1428.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $927.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $13629401.00       | $10581355.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $2357.00           | $1663.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $622.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $92845.00          | $52880.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $2069.00           | $1608.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1532863.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1124946.00        | $1137055.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $4000.00           | $3171.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $3275.00           | $496.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $726.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.5000%  | 0.0000% | $11016.00          | $8909.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2366.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $878.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2224.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1580.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $1001.00           | $704.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3930.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $4008.00           | $3805.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3913.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 4.5000%  | 0.0000% | $61000.00          | $49021.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $7205.00           | $5551.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2440.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $850.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $48767.00          | $35061.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $985730.00         | $853800.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $756941.00         | $505768.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $851.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1333012.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $6389034.00        | $5791644.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2002.00           | $2009.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $941.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1408162.00        | $1180517.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $10197495.00       | $9363633.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $1880.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $14106026.00       | $13354904.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $644.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4434.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $421000.00         | $223211.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $375.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.0000%  | 0.0000% | $2000.00           | $998.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2029.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $206998.00         | $75034.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $930.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $431.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $460.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $492.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $281226.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2470.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3260.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2039.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1002.00           | $515.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $989000.00         | $522171.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1103.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 3.0000%  | 0.0000% | $2000.00           | $905.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2225.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $583.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3541.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1450887.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $727.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $577.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1240.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $594.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $683648.00         | $421617.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $6054.00           | $4241.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1025.00           | $635.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $425745.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4284.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $24787.00          | $15409.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $819309.00         | $520932.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2024.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1415.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3899.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $8001.00           | $5082.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $394248.00         | $249407.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3018.00           | $2342.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $9351655.00        | $6751954.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $2001.00           | $1389.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $821.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $28800.00          | $20497.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $699.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1008.00           | $530.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $79343.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1086174.00        | $846160.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $29164.00          | $23371.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $874.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1603.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $834.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $947.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 5.5000%  | 0.0000% | $1004.00           | $1009.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $446.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 2.5000%  | 0.0000% | $129000.00         | $91321.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $884.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $3001.00           | $2960.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3320.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2002.00           | $1698.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1420206.00        | $1402570.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2370%  | 0.0000% | $13022765.00       | $4706.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 4.1710%  | 0.0000% | $252366656.00      | $141596.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.6150%  | 0.0000% | $1519.00           | $193.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $3000.00           | $2174.87           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $666.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 3.3800%  | 0.0000% | $1248999.00        | $81877.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $63916.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1067969.00        | $931058.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.3896%  | 0.0000% | $1100000.00        | $93853.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.3148%  | 0.0000% | $1839.00           | $162.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $355.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $49000.00          | $40401.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 2.5000%  | 0.0000% | $5050000.00        | $238614.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-01-25      | 1.9248%  | 0.0000% | $510000.00         | $439044.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-25      | 4.9672%  | 0.0000% | $2329090.00        | $1322275.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.0672%  | 0.0000% | $974842.00         | $392956.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $246772.00         | $128664.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.9172%  | 0.0000% | $20184625.00       | $15853027.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $4155698.00        | $4269573.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-25      | 5.5000%  | 0.0000% | $7500000.00        | $7087020.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.1172%  | 0.0000% | $1257.00           | $822.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $18875000.00       | $18852740.64       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-10-01      | 4.6380%  | 0.0000% | $15220000.00       | $16365.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 6.6250%  | 0.0000% | $9921982.00        | $6935.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $489252.00         | $489983.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $4713217.00        | $2249410.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.1727%  | 0.0000% | $50000000.00       | $2350552.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-05-15      | 3.0000%  | 0.0000% | $109039.00         | $90833.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $2608.00           | $2525.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $9453.00           | $1153.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $90952.00          | $90467.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $106987.00         | $21118.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $128777.00         | $119077.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-10-25      | 2.5370%  | 0.0000% | $40000.00          | $38452.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-10-25      | 2.3610%  | 0.0000% | $135415.00         | $112508.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $395175.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.3172%  | 0.0000% | $2421091.00        | $1596931.98        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $217937.00         | $226705.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-12-25      | 4.6172%  | 0.0000% | $13522666.00       | $13014356.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 4.4000%  | 0.0000% | $12759584.00       | $12846770.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1446670.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.3720%  | 0.0000% | $30589642.00       | $18232.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $398667.00         | $444.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 4.5240%  | 0.0000% | $50771445.00       | $38651.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.7380%  | 0.0000% | $37338596.00       | $241946.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.4810%  | 0.0000% | $10047687.00       | $74025.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 6.5000%  | 0.0000% | $2704.00           | $94.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 6.1790%  | 0.0000% | $23867320.00       | $550120.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 6.1560%  | 0.0000% | $16058254.00       | $448685.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-05-01      | 6.3840%  | 0.0000% | $2867.00           | $86.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 6.3550%  | 0.0000% | $302157.00         | $14257.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-04-01      | 6.5000%  | 0.0000% | $17208.00          | $842.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 6.2180%  | 0.0000% | $173000.00         | $8765.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 6.2510%  | 0.0000% | $7694000.00        | $397611.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.2570%  | 0.0000% | $825000.00         | $82109.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-04-01      | 4.7640%  | 0.0000% | $56702.00          | $4623.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.9000%  | 0.0000% | $3500000.00        | $16155.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 2.3183%  | 0.0000% | $103820.00         | $1040.11           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-08-01      | 5.9810%  | 0.0000% | $27694.00          | $191.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2340%  | 0.0000% | $20034530.00       | $446197.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.3920%  | 0.0000% | $9999000.00        | $74703.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0520%  | 0.0000% | $8761.00           | $72.97             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 6.0000%  | 0.0000% | $1993998.00        | $6708.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 6.3850%  | 0.0000% | $3740559.00        | $11510.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.2630%  | 0.0000% | $15650000.00       | $188696.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.6240%  | 0.0000% | $5000000.00        | $72265.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 5.8230%  | 0.0000% | $3401.00           | $43.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 5.9830%  | 0.0000% | $9999000.00        | $129392.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.6150%  | 0.0000% | $100001008.00      | $303622.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 6.4700%  | 0.0000% | $5212743.00        | $25112.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.8170%  | 0.0000% | $850000.00         | $13498.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.2360%  | 0.0000% | $62453621.00       | $491681.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.0680%  | 0.0000% | $540000.00         | $6995.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1750%  | 0.0000% | $533332.00         | $4144.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.5400%  | 0.0000% | $14924941.00       | $266783.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.4050%  | 0.0000% | $3454000.00        | $49564.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.6740%  | 0.0000% | $19668.00          | $140.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $999.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $970.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $312436.00         | $304072.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $9785.00           | $8982.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $263.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.2370%  | 0.0000% | $5833788.00        | $1502131.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $8777632.00        | $6869356.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $10037.00          | $9379.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.3940%  | 0.0000% | $59511.00          | $53041.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $3912296.00        | $3831787.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 4.9400%  | 0.0000% | $176688.00         | $177048.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $288798.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $826.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $837.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $770.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1049.00           | $1104.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $6577752.00        | $6632895.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $2188682.00        | $2234947.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 4.9300%  | 0.0000% | $121890.00         | $128669.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 4.7700%  | 0.0000% | $60260980.00       | $62536133.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.4650%  | 0.0000% | $6471100.00        | $6572616.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $1143.00           | $252.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $733.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $798.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $808.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $569.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $487.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $16065.00          | $12623.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $25000.00          | $21397.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $2492668.00        | $2099469.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1009.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1008.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2028.00           | $2062.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 5.9500%  | 0.0000% | $28010241.00       | $55661.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $28948.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.2930%  | 0.0000% | $10500000.00       | $166470.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.0760%  | 0.0000% | $24977685.00       | $276754.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 5.6050%  | 0.0000% | $5000000.00        | $55622.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $79.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $101.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $453770.00         | $87920.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $4693256.00        | $3254965.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $756.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $647.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $675.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.1290%  | 0.0000% | $7610278.00        | $307337.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.2460%  | 0.0000% | $671005.00         | $6721.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-04-01      | 5.8720%  | 0.0000% | $6210673.00        | $245304.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100004.00         | $9858.27           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100019.00         | $10884.89          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $8655.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $956.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5828.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $918.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1617.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $85116.00          | $70384.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $3001.00           | $1531.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $249801.00         | $243955.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2723075.00        | $2594092.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $17687.00          | $14788.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $3008832.00        | $2752939.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1013.00           | $995.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $18244838.00       | $14190733.76       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $8000.00           | $7750.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $5985408.00        | $6099253.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1042150.00        | $845983.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $6550796.00        | $4764502.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $6565.00           | $6952.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $926.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $2364500.00        | $2226711.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $960.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $3003.00           | $2831.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $3001.00           | $2998.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1251.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $485210.00         | $406598.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4967.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $2009.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $658.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $54448.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $13003.00          | $13290.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $3962.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1416944.00        | $1199550.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1003.00           | $931.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 4.5000%  | 0.0000% | $2128252.00        | $2086840.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $962.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1017520.00        | $1066673.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5239.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1016.00           | $1051.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $53164.00          | $55132.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $4005.00           | $4129.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $3005.00           | $3102.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $5000.00           | $5196.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2583.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $967.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1088.00           | $1110.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $6050.00           | $5981.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $3594841.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $3097.00           | $2886.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1022.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1920.00           | $1960.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $4032880.00        | $4063998.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2085.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1940.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1030.00           | $1044.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1003.00           | $1012.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3944.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $3040.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2016.00           | $1980.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2785.00           | $2813.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $6704472.00        | $6694153.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $39164.00          | $37977.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1974.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $996.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1006.00           | $1039.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2840.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $917.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $830.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $874.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $120722.00         | $103932.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $861.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $899.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $141178.00         | $140252.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $23307840.00       | $22191237.54       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $923.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1365048.00        | $1408968.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $1015.00           | $839.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $564.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1325.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $4309025.00        | $3610690.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $19313127.00       | $18751277.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $202980.00         | $215482.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 6.5000%  | 0.0000% | $175599.00         | $185838.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $1008.00           | $56.54             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 5.3750%  | 0.0000% | $4661.00           | $60.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $1000.00           | $87.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $1000.00           | $83.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 5.1250%  | 0.0000% | $1091.00           | $35.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1024.00           | $122.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $763.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $630891.00         | $405376.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1152.00           | $568.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $703.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1008.00           | $483.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $577.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $580.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $931.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $5638702.00        | $2017325.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2024.00           | $1861.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1027.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $37457.00          | $26151.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $196289.00         | $147659.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $998.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $42100000.00       | $43696058.73       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1069.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1078.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1008.00           | $1050.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $993.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1008.00           | $1002.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1024.00           | $1005.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $74454.00          | $55613.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $925632.00         | $549401.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $485904.00         | $404496.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $461789.00         | $479565.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.1250%  | 0.0000% | $25681.00          | $79.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 5.7500%  | 0.0000% | $629202.00         | $16218.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.7415%  | 0.0000% | $55122714.00       | $54609167.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6615%  | 0.0000% | $1965736.00        | $1225533.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.1858%  | 0.0000% | $1550000.00        | $404144.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.8772%  | 0.0000% | $1010.00           | $444.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $24200000.00       | $14568364.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $104437.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1070.00           | $636.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7915%  | 0.0000% | $55954219.00       | $35035349.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5615%  | 0.0000% | $1137.00           | $713.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $819.21            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5168247.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5615%  | 0.0000% | $1006.00           | $710.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5715%  | 0.0000% | $7855997.00        | $5575928.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6615%  | 0.0000% | $2420455.00        | $928406.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $273337.00         | $142784.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5615%  | 0.0000% | $65972400.00       | $33211859.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6115%  | 0.0000% | $4666434.00        | $3558193.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $13209124.00       | $9476144.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $120463000.00      | $44093138.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.6115%  | 0.0000% | $1464424.00        | $1285655.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8115%  | 0.0000% | $31437000.00       | $21417751.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6815%  | 0.0000% | $9393169.00        | $7192864.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6615%  | 0.0000% | $1481463.00        | $810091.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9615%  | 0.0000% | $1000.00           | $324.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0615%  | 0.0000% | $3117449.00        | $918490.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1615%  | 0.0000% | $1461900.00        | $450041.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7615%  | 0.0000% | $82225664.00       | $31395567.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9615%  | 0.0000% | $743401.00         | $221198.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8615%  | 0.0000% | $973288.00         | $373026.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55925167.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33332488.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51234911.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $44898490.00       | $46128339.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229644.00       | $33175752.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51402488.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51334988.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8615%  | 0.0000% | $7021371.00        | $3196715.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $6562991.00        | $3323301.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $29237093.00       | $21634095.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7715%  | 0.0000% | $46255.00          | $28499.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7615%  | 0.0000% | $8593950.00        | $5168781.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6615%  | 0.0000% | $12317911.00       | $9966728.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7615%  | 0.0000% | $5488204.00        | $3456205.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2615%  | 0.0000% | $88419.00          | $55264.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3115%  | 0.0000% | $46018066.00       | $28982465.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9615%  | 0.0000% | $38933055.00       | $27592874.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4115%  | 0.0000% | $74656130.00       | $59581499.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8115%  | 0.0000% | $1627072.00        | $1500632.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.4615%  | 0.0000% | $10578868.00       | $9682989.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6615%  | 0.0000% | $115650.00         | $114921.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6615%  | 0.0000% | $2701182.00        | $2691558.02        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2046-11-15      | 0.0000%  | 0.0000% | $200.00            | $74.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 0.0000%  | 0.0000% | $500.00            | $181.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $400.00            | $143.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $7.90              | $2.91              | U.S. Treasuries (including strips)        |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.790000%
- **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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 5.0672%  | 0.0000% | $105056000.00      | $61248787.17       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-03-25      | 4.5000%  | 0.0000% | $40141824.00       | $38541168.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.0672%  | 0.0000% | $11098900.00       | $6251826.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-01-25      | 5.5000%  | 0.0000% | $16588416.00       | $16417620.20       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 4.5000%  | 0.0000% | $590898.00         | $535251.95         | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2052-04-20      | 4.7500%  | 0.0000% | $150000000.00      | $145098892.68      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $7495290.00        | $7331979.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.5000%  | 0.0000% | $17635552.00       | $15928642.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 4.5415%  | 0.0000% | $299990.00         | $282758.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $29297000.00       | $17277964.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $20000000.00       | $12924234.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $27500000.00       | $16561435.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $40491800.00       | $41421581.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.8115%  | 0.0000% | $30000000.00       | $19403111.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8315%  | 0.0000% | $30000000.00       | $24564266.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9115%  | 0.0000% | $6046900.00        | $5235028.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7115%  | 0.0000% | $26196000.00       | $22765754.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.2115%  | 0.0000% | $224320000.00      | $214066443.25      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.3075%  | 0.0000% | $28035552.00       | $27743253.16       | Agency Collateralized Mortgage Obligation |

### Security 104: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **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: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2036-06-25      | 11.6075% | 0.0000% | $7251555.00        | $1387378.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-09-25      | 2.5100%  | 0.0000% | $11000000.00       | $281583.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-10-25      | 7.5000%  | 0.0000% | $45550935.00       | $593422.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2039-01-19      | 7.5000%  | 0.0000% | $8675000.00        | $53117.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-08-25      | 2.5000%  | 0.0000% | $500000.00         | $91896.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-08-15      | 3.5000%  | 0.0000% | $43600000.00       | $3626678.89        | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2015-SC02           1-A    20450925 3.00000 | 2045-09-25      | 3.0000%  | 0.0000% | $9998823.00        | $552149.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2027-06-15      | 4.6357%  | 0.0000% | $100000.00         | $100149.30         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2040-04-15      | 4.6357%  | 0.0000% | $3048876.00        | $3013010.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $1709002.00        | $632995.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $590000.00         | $285000.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-08-25      | 3.0000%  | 0.0000% | $531388.00         | $145044.96         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MT     20560725 3.00000 | 2056-07-25      | 3.0000%  | 0.0000% | $450000.00         | $184559.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-06-25      | 3.2500%  | 0.0000% | $977663.00         | $304482.59         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-1      MV     20570525 3.00000 | 2057-05-25      | 3.0000%  | 0.0000% | $3302492.00        | $2213469.68        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      HT     20571126 3.00000 | 2057-11-26      | 3.0000%  | 0.0000% | $168784.00         | $67623.18          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MT     20571126 3.50000 | 2057-11-26      | 3.5000%  | 0.0000% | $407343.00         | $149089.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-08-27      | 3.5000%  | 0.0000% | $11436200.00       | $2603945.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $700000.00         | $287099.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $159656520.00      | $40958421.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $2095636.00        | $1411250.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.5000%  | 0.0000% | $77714924.00       | $20591157.46       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $15414071.00       | $10579966.82       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      M55D   20580725 4.00000 | 2058-07-25      | 4.0000%  | 0.0000% | $528846.00         | $183740.04         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $96512720.00       | $30496264.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2064-05-25      | 3.5000%  | 0.0000% | $638999.00         | $526265.83         | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2019-1     A-2    20290525 3.50000 | 2029-05-25      | 3.5000%  | 0.0000% | $60270.00          | $59078.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-10-25      | 3.0000%  | 0.0000% | $40700752.00       | $36980160.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2062-10-16      | 4.5000%  | 0.0000% | $50000000.00       | $49687100.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2068-07-16      | 0.0000%  | 0.0000% | $8838326.00        | $8332221.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2068-07-16      | 0.0000%  | 0.0000% | $7458736.00        | $7030638.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.6115%  | 0.0000% | $58014162.00       | $31591036.47       | Agency Collateralized Mortgage Obligation |

### Security 105: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $38918000.00       | $38867212.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-14      | 0.0000%  | 0.0000% | $3000.00           | $2986.08           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-05      | 0.0000%  | 0.0000% | $83000.00          | $82447.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $79989700.00       | $121869171.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $50707700.00       | $52781319.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $2900.00           | $2925.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $45367000.00       | $49276695.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $74358600.00       | $59908096.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $37600000.00       | $34223350.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $50000000.00       | $60145167.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $177000000.00      | $184061499.92      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $132178000.00      | $141128802.08      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $66110300.00       | $44997767.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $92950000.00       | $93304742.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $299900.00         | $222778.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $144396200.00      | $109880956.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $329800.00         | $165246.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $72800.00          | $37268.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $70821700.00       | $41120605.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $77768900.00       | $54762692.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $149531000.00      | $103904024.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $900000.00         | $579400.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $19195500.00       | $14533628.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $397300.00         | $294444.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $10577100.00       | $8841753.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $415000.00         | $366427.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $50000000.00       | $42218218.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1917000.00        | $1751442.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $67411000.00       | $66105267.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $150200000.00      | $147723526.88      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $2526000.00        | $2537259.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $136108500.00      | $138809885.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $10563600.00       | $9853502.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $160098500.00      | $162951021.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $49192000.00       | $49721891.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $140768900.00      | $144328439.96      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $202.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $106768300.00      | $110694813.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 4.7500%  | 0.0000% | $43466000.00       | $44098021.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 2.3750%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $300.00            | $295.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $1908500.00        | $1954680.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $1565200.00        | $1623737.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $1579800.00        | $1610587.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $633600.00         | $644411.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $11000.00          | $11100.52          | U.S. Treasuries (including strips) |

### Security 106: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $29000.00          | $28788.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-23      | 0.0000%  | 0.0000% | $22663300.00       | $22545042.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $10294500.00       | $10233278.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $35989.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $26496300.00       | $27214262.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $1013700.00        | $872638.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $981500.00         | $1135400.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $159.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $160.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $4160700.00        | $3369978.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $891.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $16317800.00       | $14923272.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $10696100.00       | $12903808.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $146.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $797400.00         | $637805.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $162000.00         | $173433.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $74.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $63500.00          | $49077.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $887900.00         | $887020.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1000.00           | $796.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $121000.00         | $92597.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $1200.00           | $847.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $15682000.00       | $10951024.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992400.00        | $4355233.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $1000.00           | $633.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $193.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $583400.00         | $508819.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $177.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $1300.00           | $1216.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $4321900.00        | $4507795.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2200000.00        | $2064187.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $2215000.00        | $2237265.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $5001700.00        | $5125543.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $11337500.00       | $10751287.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $12879400.00       | $12746602.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1044000.00        | $1071654.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 4.7500%  | 0.0000% | $391600.00         | $399604.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $5100.00           | $5016.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $30900.00          | $40351.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $996.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $700.00            | $685.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $1381300.00        | $1877663.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $28000.00          | $27220.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $3102100.00        | $2762431.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $176.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $31300.00          | $38744.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $37000.00          | $35402.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $33471000.00       | $31647662.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $41800.00          | $36995.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $122300.00         | $121001.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1173500.00        | $1042809.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $200.00            | $195.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $1600.00           | $1588.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $12981400.00       | $12927491.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $982000.00         | $958442.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $50700.00          | $51559.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $145200.00         | $150909.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $6176000.00        | $6580287.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $33900.00          | $34413.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $40000000.00       | $40940217.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $5900.00           | $6155.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $28165000.00       | $30741103.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $900.00            | $913.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $12338000.00       | $12703385.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $415800.00         | $426662.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $25000.00          | $26537.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $35017200.00       | $36867682.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $61329000.00       | $63923653.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $76125900.00       | $79640636.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $4500.00           | $4610.57           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $204.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $30343600.00       | $30638002.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $29700.00          | $30154.98          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $3975100.00        | $4004790.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $4790400.00        | $4843999.58        | U.S. Treasuries (including strips) |

### Security 107: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $43100.00          | $47580.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $300.00            | $315.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $638.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $3755800.00        | $3009190.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $99400.00          | $88636.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $3558700.00        | $4293226.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $6700.00           | $5391.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $3934600.00        | $2693433.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $10100.00          | $7947.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $1838000.00        | $1200818.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $211.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $6627600.00        | $5072772.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2231300.00        | $1976452.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $108346000.00      | $111587214.89      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $136309634.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $3584600.00        | $3580073.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $2050000.00        | $2114110.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $1100.00           | $1121.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $2275000.00        | $2369824.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $1600.00           | $1573.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $734800.00         | $959544.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $10300.00          | $10357.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $536800.00         | $527462.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $1755200.00        | $2136024.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $10341200.00       | $9894618.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $44900.00          | $42841.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $190.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $167900.00         | $166737.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $19000.00          | $19043.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $17344400.00       | $18607657.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $500.00            | $488.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $33342300.00       | $33508900.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $18432000.00       | $20471005.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $55224000.00       | $57611809.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $279200.00         | $304736.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $221100.00         | $226323.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $3359400.00        | $3447165.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $17949900.00       | $18206696.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1492000.00        | $1546220.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $3999000.00        | $4157456.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1200.00           | $1246.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $2200.00           | $2360.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $134500.00         | $136821.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $10605400.00       | $10891218.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $52000.00          | $53542.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $43952500.00       | $44378939.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $13508800.00       | $13786539.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $186600.00         | $189458.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $333700.00         | $338560.12         | U.S. Treasuries (including strips) |

### Security 108: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-05-15      | 6.2500%  | 0.0000% | $100.00            | $112.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $300.00            | $490.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $200.00            | $207.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $84800000.00       | $76734817.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $48788800.00       | $49006265.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $1000.00           | $1050.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $274700000.00      | $282257057.37      | U.S. Treasuries (including strips) |

### Security 109: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.870000%
- **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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $4400000.00        | $6283.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $10678236.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $1241000.00        | $114260.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $25000.00          | $4878.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $42653.00          | $16885.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $183821.00         | $16881.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 7.5000%  | 0.0000% | $101250.00         | $2229.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1077276.00        | $724807.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $279197.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $14427408.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $53810.00          | $54384.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $3592423.00        | $3475302.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2983398.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1595975.00        | $1590806.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1246825.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $1086270.00        | $1087388.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 4.5000%  | 0.0000% | $6687784.00        | $6605784.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 6.5000%  | 0.0000% | $5835646.00        | $6124244.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.0000%  | 0.0000% | $1307021.00        | $1261255.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $70309.00          | $17277.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $697954.00         | $117689.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-01-01      | 3.0000%  | 0.0000% | $66560271.00       | $34951693.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $30007.00          | $3717.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $212368.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $142081.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $745000.00         | $537438.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $26849818.00       | $20139018.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $1877561.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $799188.00         | $244838.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $400000.00         | $135679.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 3.0000%  | 0.0000% | $8871195.00        | $3062272.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $4663428.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 3.0000%  | 0.0000% | $950402.00         | $724555.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $50540000.00       | $36110313.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $566975.00         | $433903.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11331980.00       | $9664490.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1399530.00        | $1200279.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $599282.00         | $522470.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $6018787.00        | $5443498.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $35000.00          | $33499.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 6.5000%  | 0.0000% | $1671043.00        | $1765453.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 5.0000%  | 0.0000% | $11728887.00       | $11810396.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $5284070.00        | $5441298.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $1519802.00        | $1563244.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $5660564.00        | $5709209.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $1000000.00        | $1020182.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $881415.00         | $749797.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $14216143.00       | $12726664.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $2475000.00        | $2291328.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-25      | 4.0000%  | 0.0000% | $20000.00          | $18505.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $55525420.00       | $45959962.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $62035837.00       | $60651488.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $25868172.00       | $22277566.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $91000000.00       | $82482063.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $9889128.00        | $8459454.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $78649194.00       | $76120930.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $24792741.00       | $23348389.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $122218727.00      | $123283788.93      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $210000.00         | $53691.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $145000.00         | $89455.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1318192.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $134957.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7503.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1006850.00        | $756460.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $17853961.00       | $17184463.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $1800000.00        | $21688.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $575486.00         | $7991.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $224414.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $3741664.00        | $454544.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $7000.00           | $1145.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $49000.00          | $9886.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $97000.00          | $30416.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $307769.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $141885.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $10585000.00       | $8167123.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $10000.00          | $7776.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.0000%  | 0.0000% | $161903.00         | $149353.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 4.0000%  | 0.0000% | $2807800.00        | $2813019.39        | Agency Mortgage-Backed Securities |

### Security 110: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **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: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-11-01      | 3.5000%  | 0.0000% | $112193772.00      | $17127516.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.0000%  | 0.0000% | $126174612.00      | $24230964.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $42063000.00       | $32889047.66       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $16760564.25       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $17548043.20       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $18681356.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1227152.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $801.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $23440141.00       | $18240428.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $700.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $25655284.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3464276.00        | $2672292.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $70018560.00       | $46793257.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $14088112.00       | $11593836.08       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $6652348.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $182921.03         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $117963.28         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $52255.28          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $450328.86         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $183967.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2026868.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2336225.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 4.0000%  | 0.0000% | $62918346.00       | $9132080.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $234367.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $166293.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $553473.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1465910.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $90492823.00       | $17008580.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $30574828.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2460494.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $15682076.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $127284.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $174672.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1207522.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1135398.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $27487.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $725753.14         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $436587.57         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $391738.51         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $3058858.91        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1625751.41        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $159787.23         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $315758.72         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $323341.52         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 4.5000%  | 0.0000% | $124583000.00      | $2605025.56        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1162418.85        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $34441.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $767591.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1668554.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $4063215.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $33771580.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $398969.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $43794.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $126739778.00      | $43284945.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $17221223.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $72774.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $107098.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $2076990.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 1.9000%  | 0.0000% | $24998919.00       | $22495732.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $100077374.00      | $21351791.76       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10565462.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $15451273.83       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $17860369.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $21291808.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17356336.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30194712.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $50454240.00       | $35788796.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $27354848.00       | $19225104.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $612459.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $27955055.00       | $21044257.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $25734980.00       | $19036883.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $15460262.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $19242077.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $24598389.00       | $17699828.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17034925.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1276610.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $15589865.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $16623906.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $17139192.68       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $19373114.00       | $17975322.22       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $8488953.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $33847027.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $24714164.00       | $21152641.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $33597620.00       | $26126638.46       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $8524774.86        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $4661633.70        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $11390106.72       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $1000234.62        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $3717139.08        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $14334863.74       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $4397200.63        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4611277.44        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $624366.13         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $598550.85         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $902557.89         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $565569.58         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $102441.27         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $706278.67         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3797%  | 0.0000% | $744037.00         | $42695.56          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1770%  | 0.0000% | $2664945.00        | $338408.26         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5051%  | 0.0000% | $4016787.00        | $652428.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8696%  | 0.0000% | $1240574.00        | $149858.78         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6291476.08        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $4711806.44        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $36882576.00       | $34702109.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $20211911.00       | $20518295.90       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $46078368.00       | $7933993.73        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $40881741.00       | $39201607.71       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $31741000.00       | $29637556.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $50229345.00       | $47125034.93       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.8615%  | 0.0000% | $49863800.00       | $28662476.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.9115%  | 0.0000% | $3391400.00        | $3095945.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9615%  | 0.0000% | $3681140.00        | $3170028.98        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-03-19      | 0.0000%  | 0.0000% | $28283700.00       | $28235448.01       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $11058200.00       | $10977696.30       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-02      | 0.0000%  | 0.0000% | $206000.00         | $205357.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-17      | 0.0000%  | 0.0000% | $10718200.00       | $10702047.67       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 4.6250%  | 0.0000% | $26422800.00       | $27393947.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $25170400.00       | $23366263.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 3.1250%  | 0.0000% | $11093300.00       | $9418410.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $3741600.00        | $3227695.48        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $21762100.00       | $17333575.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $26134000.00       | $20097554.96       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $27219900.00       | $13733206.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $44927500.00       | $24869101.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $25317000.00       | $17679319.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $24960900.00       | $21681886.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $24073500.00       | $22587366.77       | U.S. Treasuries (including strips)        |

### Security 111: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL               | 2026-06-18      | 0.0000%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2027-02-18      | 0.0000%  | 0.0000% | $200.00            | $193.41            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-11-15      | 3.7500%  | 0.0000% | $4000.00           | $3658.16           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 3.0000%  | 0.0000% | $1990600.00        | $1601813.49        | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2048-02-15      | 1.0000%  | 0.0000% | $437500.00         | $437066.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-05-15      | 3.1250%  | 0.0000% | $27871900.00       | $22200049.19       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-11-15      | 3.3750%  | 0.0000% | $11175000.00       | $9267350.76        | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-11-15      | 2.3750%  | 0.0000% | $141600.00         | $95596.74          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-11-15      | 1.6250%  | 0.0000% | $209203700.00      | $115802304.03      | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $70.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-11-15      | 4.0000%  | 0.0000% | $400000.00         | $364063.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $28381800.00       | $24103026.94       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-02-15      | 4.2500%  | 0.0000% | $34280300.00       | $32164068.75       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-05-15      | 4.6250%  | 0.0000% | $24346000.00       | $24590733.12       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-05-15      | 4.7500%  | 0.0000% | $5544900.00        | $5718307.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-11-15      | 4.6250%  | 0.0000% | $96226400.00       | $97323890.27       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-07-15      | 0.1250%  | 0.0000% | $54348400.00       | $73878238.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $88.22             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-04-15      | 0.1250%  | 0.0000% | $68800.00          | $85162.60          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-04-30      | 2.7500%  | 0.0000% | $7796200.00        | $7801127.63        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-08-31      | 3.1250%  | 0.0000% | $11701200.00       | $11759667.08       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-11-30      | 3.8750%  | 0.0000% | $5555800.00        | $5649962.96        | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2033-01-15      | 1.1250%  | 0.0000% | $70480500.00       | $75489591.12       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-02-28      | 4.0000%  | 0.0000% | $110800.00         | $115156.60         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-09-30      | 4.6250%  | 0.0000% | $29291800.00       | $30727480.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-10-31      | 4.8750%  | 0.0000% | $845100.00         | $889801.19         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $208.65            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2029-04-15      | 2.1250%  | 0.0000% | $16713000.00       | $18241649.77       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-05-15      | 4.3750%  | 0.0000% | $48913000.00       | $51359533.41       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-05-31      | 4.6250%  | 0.0000% | $926000.00         | $982739.15         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.36            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-11-15      | 4.2500%  | 0.0000% | $5883300.00        | $6112530.69        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-03-31      | 4.1250%  | 0.0000% | $900.00            | $938.36            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-04-30      | 3.8750%  | 0.0000% | $102028000.00      | $104836857.33      | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE      | 2027-07-31      | 3.7819%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |

### Security 112: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $113506600.00      | $112781770.06      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $95016000.00       | $91451484.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $60700000.00       | $57946019.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $76082000.00       | $73001372.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $56136700.00       | $53712454.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $26378200.00       | $24941243.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $140000000.00      | $133555041.54      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $75375000.00       | $75422641.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $178000000.00      | $168572337.19      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $113132200.00      | $114685388.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $24149000.00       | $25055085.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $2130300.00        | $2238533.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $74706100.00       | $77971410.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $62814100.00       | $63159080.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $137172000.00      | $139380891.27      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $8164000.00        | $8377342.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $24761000.00       | $25139469.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $185850300.00      | $189505080.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $130000000.00      | $130970977.86      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $6593000.00        | $6656414.01        | U.S. Treasuries (including strips) |

### Security 113: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **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: BIV98N7X9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV98N7X9
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 7.0000%  | 0.0000% | $14328000.00       | $8220439.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $1536.00           | $205.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 7.0000%  | 0.0000% | $16430400.00       | $12093025.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $33753000.00       | $4727147.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $1101.00           | $611.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1025.00           | $178.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $15320000.00       | $8362891.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $7001187.00        | $3672962.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.0000%  | 0.0000% | $12973000.00       | $8066669.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $21751000.00       | $14423581.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $922190.00         | $905716.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $1070.00           | $481.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 6.0000%  | 0.0000% | $11764000.00       | $7458453.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1400.00           | $150.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $286.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $38565538.00       | $26786724.89       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $358344216.00      | $257304814.09      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1008.00           | $567.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $642.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1024.00           | $706.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $212623354.00      | $155269613.33      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $35498142.00       | $25759836.85       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $205006245.00      | $152884329.32      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $15699040.00       | $11431013.07       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $662.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $757.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $19234000.00       | $11880629.83       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $733.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $31926852.00       | $18643103.27       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $865.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $738.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $2736.00           | $2434.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $835.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $49998964.00       | $45472975.13       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1008.00           | $1014.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $10370048.00       | $10671436.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $25205984.00       | $26413840.74       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $32276628.00       | $3168940.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $3160696.00        | $556575.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $75.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $1024.00           | $325.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $104427836.00      | $20807049.23       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $1000.00           | $405.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $1040.00           | $407.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $532.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $572.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $468.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $814.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1024.00           | $556.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $11025280.00       | $5412403.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $21791740.00       | $14974300.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.9115%  | 0.0000% | $100000000.00      | $91191754.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7615%  | 0.0000% | $1000.00           | $961.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9115%  | 0.0000% | $1000.00           | $965.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1577.00           | $888.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $148365000.00      | $86319491.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $23953952.00       | $14260030.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $133226240.00      | $86269425.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $853500.00         | $334217.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8415%  | 0.0000% | $2677738.00        | $1105205.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 4.7915%  | 0.0000% | $16555886.00       | $14326460.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $23101400.00       | $9682934.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7715%  | 0.0000% | $14351462.00       | $11572422.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8115%  | 0.0000% | $7056632.00        | $5471177.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7115%  | 0.0000% | $44492648.00       | $32506184.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8615%  | 0.0000% | $687281.00         | $533091.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7615%  | 0.0000% | $12743872.00       | $8579972.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7315%  | 0.0000% | $65729600.00       | $54881605.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.6615%  | 0.0000% | $4763777.00        | $4369192.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9615%  | 0.0000% | $6487048.00        | $4462481.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.8115%  | 0.0000% | $66912458.00       | $57961207.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.8615%  | 0.0000% | $38039400.00       | $25228451.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7115%  | 0.0000% | $13903680.00       | $9844138.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0615%  | 0.0000% | $3331444.00        | $2653075.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $7052495.00        | $6650810.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.1115%  | 0.0000% | $4046270.00        | $3726630.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0615%  | 0.0000% | $74541.00          | $67732.89          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $1118400.00        | $1046304.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $104.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $107.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $1136241.35        | $814491.89         | U.S. Treasuries (including strips)        |

### Security 114: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $214189800.00      | $229500009.99      | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $67075300.00       | $56963186.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $292294400.00      | $300036865.25      | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECD01, C.3 - LEI: N/A, C.5 - Other ID: BIV9ECD01
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $100588900.00      | $95781162.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $152756200.00      | $159218875.12      | U.S. Treasuries (including strips) |

### Security 117: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.710000%
- **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: BIV9ECD35, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9ECD35
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1389202.00        | $171536.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $200000.00         | $31069.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.0000%  | 0.0000% | $110000.00         | $1043.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $1949380.00        | $1736587.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $202273.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $2626938.00        | $2701495.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-01-01      | 4.5000%  | 0.0000% | $1362500.00        | $1350267.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $296703.00         | $35484.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $122000.00         | $29843.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $746668.00         | $166647.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $53539732.00       | $38746283.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $65980000.00       | $29817381.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $121811223.00      | $108333797.39      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $2993773.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $748963.00         | $568347.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $57266249.00       | $51407555.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $27395750.00       | $23364493.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $4935231.00        | $4279180.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $6285000.00        | $5655095.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $2581983.00        | $2479883.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4025568.00        | $3347764.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 2.0000%  | 0.0000% | $999900.00         | $783328.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2948.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $30969000.00       | $13494859.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $58897.00          | $25110.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $139000.00         | $88348.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $379000.00         | $273945.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $990000.00         | $710033.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $13260235.00       | $10381068.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $233226.00         | $5397.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $3626000.00        | $613230.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $67000.00          | $35479.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $20000.00          | $18891.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $2220864.00        | $2147552.88        | Agency Mortgage-Backed Securities |

### Security 118: Natixis

- **C.1 - Title:** Natixis 3.670000%
- **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: BIV9EJ505, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9EJ505
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.5000%  | 0.0000% | $7103808.00        | $4893203.00        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2032-04-15      | 6.0000%  | 0.0000% | $8722.00           | $124.63            | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.5000%  | 0.0000% | $1178868.00        | $1239524.31        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 7.0000%  | 0.0000% | $8736.00           | $6905.89           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-02-25      | 4.8672%  | 0.0000% | $71327779.00       | $44321291.39       | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-03-25      | 4.9172%  | 0.0000% | $5896357.00        | $3489684.95        | Agency Debentures and Agency Strips       |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-06-01      | 6.3580%  | 0.0000% | $2282.00           | $60.56             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.5000%  | 0.0000% | $6365.00           | $4311.41           | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-08-01      | 3.8600%  | 0.0000% | $3994084.00        | $3969771.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $1447205.00        | $899035.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.5000%  | 0.0000% | $1580339.00        | $714106.87         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-08-01      | 4.8200%  | 0.0000% | $8999000.00        | $9303896.12        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 4.9450%  | 0.0000% | $1372964.00        | $1443755.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $511.27            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 7.0000%  | 0.0000% | $6510.00           | $6514.55           | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-08-20      | 6.0000%  | 0.0000% | $68300.00          | $38698.07          | Agency Mortgage-Backed Securities         |
| GNMA ADJUSTABLE RATE REMIC               | 2074-08-20      | 4.4615%  | 0.0000% | $1000.00           | $934.33            | Agency Collateralized Mortgage Obligation |
| U.S. TREASURY BILL                       | 2026-04-16      | 0.0000%  | 0.0000% | $1100.00           | $1094.68           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NONCALLABLE STRIP          | 2044-05-15      | 0.0000%  | 0.0000% | $200.00            | $85.02             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2030-05-15      | 6.2500%  | 0.0000% | $700.00            | $785.53            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2037-02-15      | 4.7500%  | 0.0000% | $1100.00           | $1170.48           | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-05-15      | 4.2500%  | 0.0000% | $2683700.00        | $2713896.84        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-02-15      | 3.1250%  | 0.0000% | $300.00            | $253.56            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-11-15      | 2.7500%  | 0.0000% | $1100.00           | $877.08            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-05-15      | 2.5000%  | 0.0000% | $300.00            | $216.93            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $76.99             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $79.20             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.10             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.11             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $65.60             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2041-11-15      | 2.0000%  | 0.0000% | $300.00            | $216.98            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $98.40             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $400.00            | $407.13            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2055-08-15      | 4.7500%  | 0.0000% | $1596100.00        | $1618309.07        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $39938000.00       | $39384422.91       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-04-30      | 2.3750%  | 0.0000% | $800.00            | $804.34            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $400.00            | $397.25            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $26333000.00       | $26170485.38       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $1998900.00        | $1963423.09        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-07-31      | 0.3750%  | 0.0000% | $11999800.00       | $11486504.91       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-11-15      | 0.8750%  | 0.0000% | $76424000.00       | $67725405.96       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $953.56            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $20355000.00       | $19353617.43       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-04-15      | 0.1250%  | 0.0000% | $4999300.00        | $5687595.88        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $24999500.00       | $25002301.33       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.2500%  | 0.0000% | $34491000.00       | $34553297.03       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $20699000.00       | $21381670.17       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2034-01-15      | 1.7500%  | 0.0000% | $2399900.00        | $2575455.17        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-03-31      | 4.1250%  | 0.0000% | $19623700.00       | $20424712.48       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $106.18            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $11779600.00       | $12021100.25       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-11-30      | 4.1250%  | 0.0000% | $17552000.00       | $18134302.55       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $15791800.00       | $16286649.50       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-12-15      | 4.0000%  | 0.0000% | $12671500.00       | $12890360.48       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-07-31      | 3.8750%  | 0.0000% | $84588700.00       | $85930293.14       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-08-31      | 3.6250%  | 0.0000% | $874700.00         | $892513.14         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-09-30      | 3.8750%  | 0.0000% | $13162000.00       | $13462730.73       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips)        |
| US TREASURY INTEREST ONLY STRIP          | 2029-08-15      | 0.0000%  | 0.0000% | $264.03            | $233.48            | U.S. Treasuries (including strips)        |

### Security 119: Natixis

- **C.1 - Title:** Natixis 3.670000%
- **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: BIV9EJ588, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9EJ588
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANK CONSOLIDATED BOND | 2029-10-24      | 4.0000%  | 0.0000% | $726000.00         | $746866.45         | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2041-12-01      | 4.0000%  | 0.0000% | $413.60            | $45.39             | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-06-01      | 4.5000%  | 0.0000% | $15035091.60       | $3840446.90        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2037-11-01      | 2.4000%  | 0.0000% | $1474123.20        | $1203722.32        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2032-04-15      | 6.0000%  | 0.0000% | $11184924.40       | $159821.02         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $409.60            | $258.75            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.5000%  | 0.0000% | $8995251.20        | $7401199.68        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.5000%  | 0.0000% | $400.00            | $420.58            | Agency Mortgage-Backed Securities         |
| FARM CREDIT OPTIONAL PRINC REDEMP SEC    | 2042-03-24      | 3.7000%  | 0.0000% | $1031600.00        | $910505.63         | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 5.0000%  | 0.0000% | $409.60            | $301.30            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.6500%  | 0.0000% | $407.60            | $401.99            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $6398.00           | $6344.41           | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2038-09-01      | 3.9100%  | 0.0000% | $400.00            | $379.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1886711.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-09-25      | 2.0000%  | 0.0000% | $520400.00         | $439288.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-05-25      | 3.0000%  | 0.0000% | $669402.80         | $567164.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $1142530.40        | $979153.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $1345043.60        | $821263.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-07-25      | 2.5000%  | 0.0000% | $600000.00         | $567973.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2044-02-25      | 4.0000%  | 0.0000% | $1272558.80        | $1230739.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2045-07-25      | 3.0000%  | 0.0000% | $988307.20         | $268386.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $2200000.00        | $1825381.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $800000.00         | $666805.33         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-04-25      | 3.0000%  | 0.0000% | $556000.00         | $486489.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-05-25      | 3.5000%  | 0.0000% | $1200000.00        | $352643.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2029-04-25      | 3.0190%  | 0.0000% | $7059187.20        | $3068677.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2051-07-25      | 2.5000%  | 0.0000% | $1600000.00        | $1115055.29        | Agency Collateralized Mortgage Obligation |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2032-04-25      | 2.0816%  | 0.0000% | $4400000.00        | $2387157.29        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2033-07-25      | 4.4970%  | 0.0000% | $7808000.00        | $47627.48          | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-07-01      | 3.6800%  | 0.0000% | $2454531.20        | $2455102.56        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2041-09-15      | 4.0000%  | 0.0000% | $1600000.00        | $608640.90         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-05-15      | 3.0000%  | 0.0000% | $862515.20         | $760904.58         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-10-15      | 4.0000%  | 0.0000% | $1105600.00        | $1075326.34        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-11-15      | 4.0000%  | 0.0000% | $624498.00         | $418783.08         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2046-08-15      | 3.0000%  | 0.0000% | $397200.00         | $252358.30         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-10-25      | 2.0000%  | 0.0000% | $522720.80         | $294952.76         | Agency Debentures and Agency Strips       |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-03-25      | 4.9172%  | 0.0000% | $3268891.60        | $1934652.50        | Agency Debentures and Agency Strips       |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2032-08-01      | 3.0600%  | 0.0000% | $400.00            | $379.68            | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-04-01      | 3.7200%  | 0.0000% | $399600.00         | $374983.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-05-01      | 3.4450%  | 0.0000% | $322387.60         | $317987.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2030-06-01      | 3.5500%  | 0.0000% | $400.00            | $397.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2033-07-01      | 3.7500%  | 0.0000% | $225740.80         | $220943.43         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-08-01      | 3.8100%  | 0.0000% | $400.00            | $393.68            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-08-01      | 3.8500%  | 0.0000% | $399600.00         | $394892.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-04-01      | 3.0000%  | 0.0000% | $412.40            | $69.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 4.5000%  | 0.0000% | $422.40            | $51.76             | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2036-03-25      | 5.5000%  | 0.0000% | $1486400.00        | $231134.86         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2035-04-15      | 6.0000%  | 0.0000% | $452243.60         | $472872.84         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2036-02-15      | 5.5000%  | 0.0000% | $1060472.00        | $1014209.04        | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2036-11-15      | 5.7500%  | 0.0000% | $2000000.00        | $740849.72         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2037-07-15      | 6.0000%  | 0.0000% | $552238.00         | $57594.23          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.5000%  | 0.0000% | $1748.80           | $1184.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $400.00            | $418.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $400.00            | $419.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $400.00            | $426.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $400.00            | $407.39            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.7800%  | 0.0000% | $142852.80         | $140278.59         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.6900%  | 0.0000% | $935344.00         | $910305.16         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2028-12-01      | 3.9550%  | 0.0000% | $2441600.00        | $2456211.48        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-02-01      | 3.6800%  | 0.0000% | $409.60            | $410.12            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-02-01      | 3.5200%  | 0.0000% | $400.00            | $397.55            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-02-01      | 3.8700%  | 0.0000% | $677560.80         | $667337.09         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-05-01      | 3.5000%  | 0.0000% | $895888.00         | $839499.19         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2049-05-01      | 3.8300%  | 0.0000% | $719282.40         | $624711.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $400.00            | $223.79            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2050-08-01      | 2.3600%  | 0.0000% | $902077.20         | $634162.38         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-12-01      | 1.6100%  | 0.0000% | $1887555.20        | $1532090.39        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2051-09-01      | 2.4900%  | 0.0000% | $400000.00         | $286936.79         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2041-12-01      | 2.4100%  | 0.0000% | $3647814.40        | $2760146.33        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-08-01      | 3.8600%  | 0.0000% | $400.00            | $397.57            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-07-01      | 4.8600%  | 0.0000% | $5290.80           | $5475.18           | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-06-01      | 4.4650%  | 0.0000% | $400.00            | $410.79            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.2150%  | 0.0000% | $2304777.60        | $2457375.52        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-10-01      | 4.5900%  | 0.0000% | $15960800.00       | $16499397.20       | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-12-01      | 4.4650%  | 0.0000% | $2018787.20        | $2050457.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $328559.60         | $224714.34         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $25560640.00       | $18751152.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.5000%  | 0.0000% | $400.00            | $396.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.0000%  | 0.0000% | $7022208.00        | $6857136.90        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 7.0000%  | 0.0000% | $2503.60           | $2505.35           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.5000%  | 0.0000% | $400.00            | $417.89            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.0000%  | 0.0000% | $276680.00         | $272618.20         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.5000%  | 0.0000% | $9199424.00        | $8616678.69        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $400.00            | $410.28            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $939637.60         | $963375.74         | Agency Mortgage-Backed Securities         |
| GNMA ADJUSTABLE RATE REMIC               | 2063-01-20      | 4.1407%  | 0.0000% | $800000.00         | $19820.29          | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-01-20      | 4.3908%  | 0.0000% | $1091600.00        | $407918.18         | Agency Collateralized Mortgage Obligation |
| GNMA FIXED RATE REMIC                    | 2045-12-20      | 3.0000%  | 0.0000% | $1600000.00        | $486546.41         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-11-20      | 4.1469%  | 0.0000% | $2240000.00        | $186139.86         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2071-05-20      | 5.1615%  | 0.0000% | $399546.00         | $316822.87         | Agency Collateralized Mortgage Obligation |
| GNMA FIXED RATE REMIC                    | 2051-07-20      | 2.5000%  | 0.0000% | $444700.00         | $273310.64         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-07-20      | 4.4615%  | 0.0000% | $7377945.60        | $6918301.67        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-08-20      | 4.4615%  | 0.0000% | $4631859.20        | $4327680.06        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2075-10-20      | 4.4115%  | 0.0000% | $14000000.00       | $14289285.63       | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTHORITY BOND          | 2056-04-01      | 5.3750%  | 0.0000% | $148000.00         | $157574.21         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY AUTHORITY BOND          | 2065-09-15      | 4.2500%  | 0.0000% | $800000.00         | $695732.00         | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2056-04-01      | 0.0000%  | 0.0000% | $12537200.00       | $2487029.44        | Agency Debentures and Agency Strips       |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2065-09-15      | 0.0000%  | 0.0000% | $3885600.00        | $472683.24         | Agency Debentures and Agency Strips       |
| U.S. TREASURY BOND                       | 2039-11-15      | 4.3750%  | 0.0000% | $5119760.00        | $5216421.38        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-08-15      | 3.8750%  | 0.0000% | $9213040.00        | $8732409.80        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $40.00             | $39.90             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-11-15      | 2.7500%  | 0.0000% | $400.00            | $318.94            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-02-15      | 3.6250%  | 0.0000% | $40.00             | $35.34             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-05-15      | 2.5000%  | 0.0000% | $7999640.00        | $5784662.24        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $40.00             | $27.23             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2047-05-15      | 3.0000%  | 0.0000% | $724400.00         | $567026.12         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $80.00             | $40.08             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $40.00             | $26.87             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2052-02-15      | 2.2500%  | 0.0000% | $10840.00          | $6823.30           | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2052-05-15      | 2.8750%  | 0.0000% | $20399880.00       | $14901085.58       | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $6864280.00        | $6271462.95        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $143720.00         | $147186.01         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-05-15      | 5.0000%  | 0.0000% | $99360.00          | $105956.97         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-08-15      | 2.2500%  | 0.0000% | $40.00             | $39.32             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $1599280.00        | $1570895.63        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-12-31      | 1.3750%  | 0.0000% | $1192760.00        | $1128768.47        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-06-30      | 3.7500%  | 0.0000% | $1971360.00        | $1998521.96        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-08-31      | 3.7500%  | 0.0000% | $9416200.00        | $9636957.24        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $4419320.00        | $4574548.37        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $2084920.00        | $2150252.74        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-08-31      | 3.6250%  | 0.0000% | $400.00            | $407.97            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-09-15      | 3.3750%  | 0.0000% | $40.00             | $40.54             | U.S. Treasuries (including strips)        |

### Security 120: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9EJ5B1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9EJ5B1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $193416.67         | $183415.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $6670666.67        | $6662242.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $59166.67          | $61632.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $166.67            | $163.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $18188250.00       | $24724110.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $10322833.33       | $12554012.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $41.67             | $40.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $83.33             | $79.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $93333.33          | $115530.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $12070041.67       | $10682751.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $99841250.00       | $99153340.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $7828708.33        | $7414065.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $25353875.00       | $26350776.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $83.33             | $92.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $57669958.33       | $59939713.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $3782375.00        | $3901186.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $2416.67           | $2592.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $3143000.00        | $3254176.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $41.67             | $42.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $41.67             | $42.55             | U.S. Treasuries (including strips) |

### Security 121: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.710000%
- **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: BIV9GL5L2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9GL5L2
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $16416118.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-06-25      | 4.5000%  | 0.0000% | $7841088.00        | $7498135.44        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.5079%  | 0.0000% | $20666879.00       | $20786487.24       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $14999998.00       | $1750303.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $32819096.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.2500%  | 0.0000% | $15000000.00       | $5786368.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $5408000.00        | $4501689.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.8615%  | 0.0000% | $100000000.00      | $83582744.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3615%  | 0.0000% | $100000000.00      | $62031981.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4615%  | 0.0000% | $197298993.00      | $157527075.07      | Agency Collateralized Mortgage Obligation |

### Security 122: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **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: BIV9H4ED7, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9H4ED7
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 5.5000%  | 0.0000% | $117436952.78      | $103229201.38      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 5.5000%  | 0.0000% | $128753029.67      | $131365328.47      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 4.5000%  | 0.0000% | $108061817.65      | $107105470.56      | Agency Mortgage-Backed Securities |

### Security 123: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.690000%
- **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: BIV9H7M09, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9H7M09
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2027-10-15      | 3.5000%  | 0.0000% | $1700000.00        | $310.37            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 2.5000%  | 0.0000% | $48700206.85       | $39869.64          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 4.5000%  | 0.0000% | $19210612.85       | $1118.75           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2034-03-15      | 4.0000%  | 0.0000% | $11934852.55       | $57234.12          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 2.0000%  | 0.0000% | $106112464.05      | $20751844.30       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2031-03-25      | 4.0000%  | 0.0000% | $22950000.00       | $22885347.30       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-10-01      | 4.5000%  | 0.0000% | $7772199.40        | $9888.39           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2031-08-01      | 8.0000%  | 0.0000% | $622213379.00      | $52138.80          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $180735357.20      | $143423.45         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2034-08-01      | 5.5000%  | 0.0000% | $90883881.05       | $84316.20          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $9995158.50        | $15174.69          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $13353348.70       | $20299.86          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-03-01      | 6.5000%  | 0.0000% | $10220841.15       | $15567.65          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $12477077.75       | $17426.68          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $20418263.95       | $34211.60          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $13868674.80       | $11720.51          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $18168750.00       | $86128.92          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $65252373.30       | $64806481.83       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $98607312.55       | $76566625.38       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $92412026.35       | $64148623.38       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-02-01      | 5.0000%  | 0.0000% | $68605678.55       | $68940637.14       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $378330.75         | $46780.63          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $85000.00          | $14208.68          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $50873.63          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $64868131.65       | $64991750.81       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $75413174.70       | $71051811.51       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $60820751.25       | $61228022.76       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-02-01      | 3.5000%  | 0.0000% | $17628969.40       | $16820972.70       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $42533.18          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $18855.42          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $65990082.35       | $68585765.52       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.5000%  | 0.0000% | $66146291.95       | $68175807.16       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.5000%  | 0.0000% | $63352795.00       | $65180410.49       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $63323529.50       | $63454314.54       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $68521874.50       | $68649504.12       | Agency Mortgage-Backed Securities   |

### Security 124: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HBCK7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9HBCK7
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND               | 2045-08-15      | 2.8750%  | 0.0000% | $55.00             | $42.78             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-08-15      | 2.2500%  | 0.0000% | $29790750.00       | $20393283.42       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-11-15      | 2.8750%  | 0.0000% | $52248185.00       | $40440548.10       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2047-02-15      | 3.0000%  | 0.0000% | $35010415.00       | $27368323.24       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-05-15      | 3.1250%  | 0.0000% | $55.00             | $43.81             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-08-15      | 2.2500%  | 0.0000% | $14738515.00       | $9629097.15        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-02-15      | 2.0000%  | 0.0000% | $9899835.00        | $6061035.22        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-08-15      | 1.3750%  | 0.0000% | $55.00             | $28.34             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 1.3750%  | 0.0000% | $36604755.00       | $24703497.72       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-05-15      | 2.3750%  | 0.0000% | $275.00            | $182.41            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-08-15      | 1.7500%  | 0.0000% | $60472720.00       | $42229195.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-11-15      | 1.8750%  | 0.0000% | $21999890.00       | $12819110.19       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $24639505.00       | $17907816.22       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-02-15      | 2.2500%  | 0.0000% | $36850055.00       | $23338829.64       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-05-15      | 2.8750%  | 0.0000% | $10999395.00       | $8080987.87        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $54998020.00       | $46706648.56       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-11-15      | 4.7500%  | 0.0000% | $21444940.00       | $22367338.53       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-05-15      | 4.6250%  | 0.0000% | $44382140.00       | $44828282.27       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-08-15      | 4.2500%  | 0.0000% | $47206995.00       | $44288037.31       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-02-15      | 4.6250%  | 0.0000% | $6136735.00        | $6128985.22        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 5.0000%  | 0.0000% | $443300.00         | $474986.92         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-08-15      | 4.7500%  | 0.0000% | $330.00            | $336.52            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-11-15      | 4.6250%  | 0.0000% | $11326370.00       | $11551496.25       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-11-30      | 1.2500%  | 0.0000% | $55.00             | $54.22             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2033-05-15      | 3.3750%  | 0.0000% | $3630165.00        | $3578159.74        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-08-31      | 4.3750%  | 0.0000% | $3890315.00        | $4064200.97        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-02-28      | 4.2500%  | 0.0000% | $7591210.00        | $7993791.58        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-04-30      | 4.6250%  | 0.0000% | $80960.00          | $85073.31          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-06-15      | 4.6250%  | 0.0000% | $64487610.00       | $66011160.26       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-08-31      | 3.7500%  | 0.0000% | $19210785.00       | $19712674.61       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-11-15      | 4.2500%  | 0.0000% | $1833590.00        | $1905032.07        | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2035-01-15      | 2.1250%  | 0.0000% | $25272500.00       | $27111524.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-31      | 3.8750%  | 0.0000% | $1854600.00        | $1880804.73        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-09-30      | 3.5000%  | 0.0000% | $19047600.00       | $19339391.65       | U.S. Treasuries (including strips) |

### Security 125: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HEHM2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9HEHM2
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL | 2026-05-07      | 0.0000%  | 0.0000% | $3599955.56        | $3576195.85        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $34000.00          | $26447.07          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $4109511.11        | $2813169.35        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $1377.78           | $1066.41           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-02-15      | 3.0000%  | 0.0000% | $21260888.89       | $16620050.90       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-05-15      | 3.1250%  | 0.0000% | $26488.89          | $21098.48          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $122222222.22      | $93991269.18       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $88.89             | $58.07             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $558088.89         | $376638.16         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-08-15      | 2.0000%  | 0.0000% | $41688622.22       | $24961020.18       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $4177.78           | $2917.42           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $3091822.22        | $2247114.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-02-15      | 2.2500%  | 0.0000% | $9613600.00        | $6088733.72        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-02-15      | 2.3750%  | 0.0000% | $1688888.89        | $1284967.96        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-05-15      | 2.8750%  | 0.0000% | $30666711.11       | $22530086.49       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-05-15      | 3.6250%  | 0.0000% | $1333.33           | $1132.32           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-11-15      | 4.7500%  | 0.0000% | $53554933.33       | $55858460.02       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $67555555.56       | $63385137.62       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $44.44             | $44.89             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-08-15      | 4.2500%  | 0.0000% | $4586711.11        | $4303100.27        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $907244.44         | $972093.95         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-08-15      | 4.7500%  | 0.0000% | $18325555.56       | $18687624.29       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-11-15      | 4.6250%  | 0.0000% | $1673422.22        | $1692508.09        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-11-15      | 4.6250%  | 0.0000% | $222.22            | $226.64            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-11-15      | 1.3750%  | 0.0000% | $30637955.56       | $27225876.18       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $59401866.67       | $58560161.15       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-08-31      | 4.3750%  | 0.0000% | $4445600.00        | $4644305.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-02-28      | 4.2500%  | 0.0000% | $6040577.78        | $6360925.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-04-30      | 4.6250%  | 0.0000% | $37492444.44       | $39397312.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-06-15      | 4.6250%  | 0.0000% | $6172177.78        | $6317998.39        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-31      | 3.7500%  | 0.0000% | $28919244.44       | $29674771.53       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-11-15      | 4.2500%  | 0.0000% | $40540711.11       | $42120296.60       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $13330666.67       | $14074106.60       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $36649777.78       | $38009225.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-31      | 3.8750%  | 0.0000% | $14786888.89       | $14995821.54       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-08-15      | 4.2500%  | 0.0000% | $533.33            | $546.95            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-09-30      | 3.5000%  | 0.0000% | $11008844.44       | $11177489.78       | U.S. Treasuries (including strips) |

### Security 126: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HEHN0, C.3 - LEI: N/A, C.5 - Other ID: BIV9HEHN0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $277673600.00      | $204000037.71      | U.S. Treasuries (including strips) |

### Security 127: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HL3Y5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9HL3Y5
- **C.18 - Value (incl. sponsor support):** $170000187.50
- **C.18.a - Value (excl. sponsor support):** $170000187.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 STRIP (PRIN) PSTRIP 15-MAY-2046 | 2046-05-15      | 0.0000%  | 0.0000% | $454850000.00      | $175312836.00      | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 | 2046-05-15      | 0.0000%  | 0.0000% | $1158000.00        | $446328.00         | U.S. Treasuries (including strips) |

### Security 128: Societe Generale

- **C.1 - Title:** Societe Generale 3.700000%
- **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: BIV9HL6H9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9HL6H9
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 5.1830%  | 0.0000% | $47294635.50       | $15733.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 6.2430%  | 0.0000% | $9649586.80        | $123101.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $350000.00         | $43415.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-02-01      | 4.0000%  | 0.0000% | $350000.00         | $40180.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $756070.00         | $474711.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $742249.20         | $441351.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $784341.60         | $420258.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $782245.80         | $617401.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.5000%  | 0.0000% | $8400000.00        | $8408736.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $783923.00         | $641705.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.0000%  | 0.0000% | $733161.10         | $719334.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 7.0000%  | 0.0000% | $746859.40         | $615885.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 4.2370%  | 0.0000% | $24699500.00       | $8926.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.4500%  | 0.0000% | $22400000.00       | $2772.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-11-01      | 5.3480%  | 0.0000% | $18900000.00       | $14540.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 4.1210%  | 0.0000% | $21000000.00       | $338.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.7727%  | 0.0000% | $14875000.00       | $125573.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-25      | 4.4817%  | 0.0000% | $11826502.80       | $124626.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $789682.60         | $402614.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $704452.00         | $650242.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $703784.90         | $634597.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $740235.30         | $610501.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $702765.00         | $655052.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $766520.30         | $685748.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1144063.20        | $1208914.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $1124445.70        | $1037514.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 4.0000%  | 0.0000% | $385000.00         | $75703.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $350000.00         | $90677.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1132690.30        | $397503.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $4933324.90        | $3430811.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $28935551.40       | $21170897.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $6650000.00        | $6515372.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $6650000.00        | $6617352.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.5000%  | 0.0000% | $4200000.00        | $4250946.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 4.4400%  | 0.0000% | $10150000.00       | $10209739.52       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-15      | 1.6600%  | 0.0000% | $5498362.10        | $228037.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1166866517.60     | $139987077.05      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $246406440.00      | $81064749.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $441000.00         | $306308.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $87494064.00       | $65866476.58       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-02-15      | 6.6200%  | 0.0000% | $7000.00           | $7982.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 4.2100%  | 0.0000% | $700.00            | $666.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $4184062.40        | $4055186.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-06-15      | 5.2400%  | 0.0000% | $2225510.00        | $2265748.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-11-15      | 5.5700%  | 0.0000% | $13149277.40       | $13980335.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.5000%  | 0.0000% | $700.00            | $719.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-03-15      | 4.7400%  | 0.0000% | $2422378.00        | $2387324.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $700.00            | $741.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.1700%  | 0.0000% | $350000.00         | $360434.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-10-15      | 4.1900%  | 0.0000% | $6218800.00        | $5903362.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.0000%  | 0.0000% | $700.00            | $658.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2070-10-20      | 6.4240%  | 0.0000% | $1048600.00        | $719954.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2062-01-15      | 3.2500%  | 0.0000% | $700.00            | $518.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $775950.00         | $823401.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $1910650.00        | $2027491.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $700.00            | $742.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $900200.00         | $955249.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $700.00            | $742.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $700.00            | $742.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-15      | 5.8500%  | 0.0000% | $700.00            | $742.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 4.3500%  | 0.0000% | $700.00            | $674.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-07-15      | 2.5700%  | 0.0000% | $700.00            | $595.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.3500%  | 0.0000% | $5600.00           | $5397.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 5.0400%  | 0.0000% | $9100.00           | $9138.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-07-15      | 4.1400%  | 0.0000% | $6998600.00        | $6750058.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2072-04-20      | 6.4000%  | 0.0000% | $700.00            | $481.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-05-15      | 4.7600%  | 0.0000% | $700.00            | $691.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-06-15      | 5.0500%  | 0.0000% | $700.70            | $699.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-20      | 3.5000%  | 0.0000% | $163100.00         | $48465.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.3800%  | 0.0000% | $700.00            | $710.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-01-20      | 6.4240%  | 0.0000% | $700.00            | $594.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-02-20      | 6.3720%  | 0.0000% | $702.10            | $565.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-03-20      | 6.4260%  | 0.0000% | $3699711.40        | $3195443.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-01-15      | 5.7000%  | 0.0000% | $700.00            | $727.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-15      | 5.6700%  | 0.0000% | $700.00            | $673.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-05-15      | 5.4400%  | 0.0000% | $700.00            | $721.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.5200%  | 0.0000% | $701.40            | $672.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-03-20      | 6.3680%  | 0.0000% | $700.00            | $654.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 4.9200%  | 0.0000% | $700.00            | $698.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-04-20      | 6.3550%  | 0.0000% | $702.10            | $618.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-04-20      | 6.3030%  | 0.0000% | $4008804.80        | $3720119.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-10-15      | 4.6700%  | 0.0000% | $74200.00          | $74086.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.9500%  | 0.0000% | $508200.00         | $550440.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.3300%  | 0.0000% | $160638.10         | $166759.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.5300%  | 0.0000% | $160744.50         | $169102.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $5600.70           | $5995.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-05-15      | 5.8000%  | 0.0000% | $700.00            | $759.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-07-15      | 5.3500%  | 0.0000% | $129608.50         | $135571.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.7600%  | 0.0000% | $1059800.00        | $1133694.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $2321060.00        | $2406322.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $354484.20         | $367505.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2075-03-20      | 6.3520%  | 0.0000% | $1771497.70        | $1817430.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-15      | 6.2800%  | 0.0000% | $298098.50         | $326068.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-11-15      | 5.5900%  | 0.0000% | $700.00            | $744.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-07-15      | 4.4400%  | 0.0000% | $739900.00         | $725773.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-08-15      | 6.3000%  | 0.0000% | $1401.40           | $1551.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $85278.90          | $92430.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $452550.00         | $471297.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-15      | 5.4900%  | 0.0000% | $700.00            | $735.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-15      | 5.6800%  | 0.0000% | $350000.00         | $373771.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-03-15      | 5.4300%  | 0.0000% | $1363436.20        | $1427774.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.4300%  | 0.0000% | $1358000.00        | $1433468.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-03-15      | 5.1600%  | 0.0000% | $8608250.00        | $8838603.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $4900000.00        | $4953166.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $86129030.40       | $78332488.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $175000000.00      | $169785060.09      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $21763182.70       | $21986260.87       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $5600000.00        | $5686721.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $4900000.00        | $4971197.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-20      | 5.6250%  | 0.0000% | $46942626.50       | $709.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $70000000.00       | $2236.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $162899279.90      | $3815.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 5.6250%  | 0.0000% | $34861400.00       | $891.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $35073005.10       | $877.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 5.3750%  | 0.0000% | $105000000.00      | $2676.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $28000000.00       | $1673.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 5.3750%  | 0.0000% | $35000000.00       | $3081.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-10-20      | 5.1250%  | 0.0000% | $36050000.00       | $3417.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $76103801.90       | $809.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 5.6250%  | 0.0000% | $32929896.30       | $441.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 5.1250%  | 0.0000% | $47452122.90       | $7389.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $40609348.50       | $8390.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 5.6250%  | 0.0000% | $70000000.00       | $10785.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $14720188.00       | $3400.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $48838114.50       | $8596.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 5.6250%  | 0.0000% | $167339702.60      | $22249.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-06-20      | 5.6250%  | 0.0000% | $18981799.90       | $5981.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 5.1250%  | 0.0000% | $21555779.00       | $6699.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-08-20      | 5.3750%  | 0.0000% | $134552372.50      | $36972.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-09-20      | 5.3750%  | 0.0000% | $132877726.80      | $26245.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-20      | 5.1250%  | 0.0000% | $11733409.80       | $3468.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-20      | 5.1250%  | 0.0000% | $182454223.70      | $43990.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-12-20      | 5.1250%  | 0.0000% | $33424998.60       | $7823.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-12-20      | 5.1250%  | 0.0000% | $189783042.40      | $64779.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-20      | 5.6250%  | 0.0000% | $10591767.20       | $5829.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-04-20      | 5.6250%  | 0.0000% | $7816902.10        | $2783.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 5.6250%  | 0.0000% | $14000000.00       | $8488.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 5.6250%  | 0.0000% | $17380092.10       | $8506.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-03-20      | 5.6250%  | 0.0000% | $47920695.90       | $17876.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-20      | 5.6250%  | 0.0000% | $66568502.70       | $18339.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-20      | 5.6250%  | 0.0000% | $23533734.00       | $12767.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-20      | 5.6250%  | 0.0000% | $20283474.40       | $5914.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-20      | 5.6250%  | 0.0000% | $45097271.10       | $32685.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 3.9817%  | 0.0000% | $17163593.30       | $182592.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-16      | 3.9941%  | 0.0000% | $35000000.00       | $139128.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-02-20      | 4.0817%  | 0.0000% | $20104000.00       | $71321.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-03-16      | 4.0741%  | 0.0000% | $30484673.10       | $33086.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-12-16      | 3.9741%  | 0.0000% | $26607340.20       | $8765.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-03-16      | 4.0241%  | 0.0000% | $14389279.80       | $64628.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-16      | 4.0241%  | 0.0000% | $21554625.40       | $187853.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-08-16      | 4.0741%  | 0.0000% | $1680.00           | $35.44             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-20      | 3.9817%  | 0.0000% | $15400000.00       | $169610.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-02-20      | 3.9317%  | 0.0000% | $21000000.00       | $218523.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 4.0817%  | 0.0000% | $3483.90           | $44.22             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 4.0817%  | 0.0000% | $15107393.00       | $132449.17         | Agency Collateralized Mortgage Obligation |

### Security 129: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HL6W6, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9HL6W6
- **C.18 - Value (incl. sponsor support):** $1139812500.00
- **C.18.a - Value (excl. sponsor support):** $1139812500.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $190000000.00      | $195287672.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $200000000.00      | $204304164.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $203699492.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-02-28      | 4.1250%  | 0.0000% | $250000000.00      | $256616200.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-04-30      | 3.7500%  | 0.0000% | $100000000.00      | $101538224.00      | U.S. Treasuries (including strips) |
| U.S. Treasury                   | 2027-05-31      | 3.8750%  | 0.0000% | $200000000.00      | $202881749.00      | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HRZ84, C.3 - LEI: N/A, C.5 - Other ID: BIV9HRZ84
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $261787600.00      | $280500083.64      | U.S. Treasuries (including strips) |

### Security 131: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HS585, C.3 - LEI: N/A, C.5 - Other ID: BIV9HS585
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $298987400.00      | $280500064.19      | U.S. Treasuries (including strips) |

### Security 132: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HSMM5, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9HSMM5
- **C.18 - Value (incl. sponsor support):** $892194285.70
- **C.18.a - Value (excl. sponsor support):** $892194285.70
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $395000000.00      | $288666000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $450000000.00      | $273780000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $645000000.00      | $374358000.00      | U.S. Treasuries (including strips) |

### Security 133: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HY5A7, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV9HY5A7
- **C.18 - Value (incl. sponsor support):** $1238781250.00
- **C.18.a - Value (excl. sponsor support):** $1238781250.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL GOVT 09-JUN-2026           | 2026-06-09      | 0.0000%  | 0.0000% | $48562500.00       | $49490000.00       | U.S. Treasuries (including strips) |
| TREASURY BILL GOVT 09-JUN-2026           | 2026-06-09      | 0.0000%  | 0.0000% | $48562500.00       | $49490000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46000000.00       | $47500500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46000000.00       | $47500500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $23000000.00       | $23750250.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27812500.00       | $28361500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27812500.00       | $28361500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $27812500.00       | $28361500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $15435000.00       | $15721200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15500000.00       | $15812500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15500000.00       | $15812500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $15500000.00       | $15812500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15449000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15449000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $15187500.00       | $15449000.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17997500.00       | $18348032.71       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $19377500.00       | $19755071.05       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $37750000.00       | $38522483.43       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $11325000.00       | $11556745.03       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.375 15-MAY-2051          | 2051-05-15      | 2.3750%  | 0.0000% | $32375000.00       | $32989660.22       | U.S. Treasuries (including strips) |
| TREASURY BOND 4.75 15-MAY-2055           | 2055-05-15      | 4.7500%  | 0.0000% | $50312500.00       | $51299320.44       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51004364.64       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51004364.64       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $22000000.00       | $22441920.44       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49312500.00       | $50305656.08       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50125000.00       | $51117441.99       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $50125000.00       | $51117441.99       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $25062500.00       | $25558720.99       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $44055000.00       | $44913213.92       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $49625000.00       | $50594776.24       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13980000.00       | $14263200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $29562500.00       | $30150000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $28750000.00       | $29319000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13785500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13785500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13785500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $13562500.00       | $13785500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038  | 2038-11-15      | 0.0000%  | 0.0000% | $7000000.00        | $7130125.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13593750.00       | $13861750.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $26062500.00       | $26542000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $24562500.00       | $25046000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18850000.00       | $19210000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $21855000.00       | $22245570.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $22562500.00       | $22972500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $15250000.00       | $15560000.00       | U.S. Treasuries (including strips) |

### Security 134: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HY665, C.3 - LEI: N/A, C.5 - Other ID: BIV9HY665
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $400.00            | $419.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $210.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $205.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $700.00            | $716.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $800.00            | $829.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $1800.00           | $1823.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $86.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $4452900.00        | $3970707.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $200.00            | $177.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $200.00            | $161.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $7180300.00        | $5193494.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $72.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $157.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $13000.00          | $9997.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $29935000.00       | $19557399.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $1956300.00        | $1320733.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $676900.00         | $414422.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $1200.00           | $605.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $2000.00           | $1030.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $400.00            | $259.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $2000.00           | $1197.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $10600.00          | $9244.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $856100.00         | $779187.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $300.00            | $286.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $1700.00           | $1576.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $84.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $367.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $151200.00         | $155723.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $99200.00          | $103466.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $206000.00         | $193282.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $800.00            | $798.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $93.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1200.00           | $1187.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $1400.00           | $1431.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $205.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $27048600.00       | $27894501.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $1868900.00        | $2002488.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $4139700.00        | $4221981.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $9900.00           | $9855.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $16091000.00       | $15802036.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $131100.00         | $125133.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $48832100.00       | $46483587.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $199999000.00      | $191900863.70      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $11049000.00       | $10892439.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $40627100.00       | $39792338.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $200.00            | $200.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $68497500.00       | $67966514.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $13097800.00       | $13408867.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $514599000.00      | $534832776.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $104.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $486300.00         | $499011.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $3882100.00        | $4087977.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $16019200.00       | $17059770.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $74999900.00       | $76839960.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $496148000.00      | $507869730.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $14999900.00       | $15031842.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $6084200.00        | $6117615.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $3475000.00        | $3565785.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $116000.00         | $117933.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $11000.00          | $11435.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $207.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $11007900.00       | $11589611.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $14094300.00       | $14880327.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $25000600.00       | $25492921.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $2300.00           | $2335.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $499700.00         | $514525.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $9800000.00        | $10040804.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $32737200.00       | $33054825.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $2400.00           | $2436.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $11753200.00       | $11994844.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $300.00            | $306.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $8046000.00        | $8169238.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |

### Security 135: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HY6E8, C.3 - LEI: N/A, C.5 - Other ID: BIV9HY6E8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $317000000.00      | $325589657.93      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $99500.00          | $85654.07          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $46391900.00       | $36086173.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $22831000.00       | $18261530.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $15834400.00       | $11828891.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $164071000.00      | $130683027.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $219823000.00      | $158722438.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $457605000.00      | $319553858.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $18421000.00       | $19188806.11       | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYBG7, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYBG7
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 7.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $11625480.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $130500000.00      | $71081262.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $295000000.00      | $134977545.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $248000000.00      | $111955136.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $47876416.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $50160285.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $84000000.00       | $34932156.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $182000000.00      | $71002750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $86000000.00       | $33132618.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $202000000.00      | $74814336.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $19028700.00       | $6781657.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $1000000.00        | $306677.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $170000000.00      | $47568040.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $370971600.00      | $102459017.18      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 0.0000%  | 0.0000% | $205000000.00      | $53212875.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $67700000.00       | $68756116.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $639952400.00      | $640975648.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $14000000.00       | $12803552.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $373155400.00      | $276940116.92      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $258380000.00      | $167885487.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $200007200.00      | $173733057.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $147832700.00      | $151493080.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $668562000.00      | $633993602.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $280415700.00      | $285956037.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $500634.22         | $350026.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $126000000.00      | $86006466.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $242000000.00      | $160959040.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $381000000.00      | $240198783.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $310000000.00      | $235785070.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $395000000.00      | $293558865.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $253000000.00      | $161863075.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $166873904.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $101005000.00      | $28990556.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $160427555.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-08-15      | 0.0000%  | 0.0000% | $238500000.00      | $138542026.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $59405054.00       | $16876381.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $11709000.00       | $3282512.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4905713.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $69000000.00       | $39535413.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $155000000.00      | $86232700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $175000000.00      | $94599575.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2788208.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $186325667.00      | $50453823.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $115119000.00      | $30829558.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $20854356.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $154000000.00      | $77395626.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $37135500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $132878760.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $67928585.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $187000000.00      | $86225326.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $38633520.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $102288450.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $86987922.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $85000000.00       | $31157685.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $187000000.00      | $66884664.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.0000%  | 0.0000% | $8000.00           | $7975.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $105000000.00      | $33564720.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $24046160.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $30940000.00       | $9185219.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $23169673.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $14173702.20       | U.S. Treasuries (including strips) |

### Security 137: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYC92, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYC92
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 4.8600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 3 11/15/2044     | 2044-11-15      | 3.0000%  | 0.0000% | $4000000000.00     | $117548677.50      | U.S. Treasuries (including strips) |
| T Bond 2.875 11/15/2046 | 2046-11-15      | 2.8750%  | 0.0000% | $4000000000.00     | $37755740.19       | U.S. Treasuries (including strips) |
| T Bond 3 05/15/2047     | 2047-05-15      | 3.0000%  | 0.0000% | $4000000000.00     | $117454927.50      | U.S. Treasuries (including strips) |
| T Bond 2.75 11/15/2047  | 2047-11-15      | 2.7500%  | 0.0000% | $4000000000.00     | $111481959.00      | U.S. Treasuries (including strips) |
| T Bond 3 02/15/2048     | 2048-02-15      | 3.0000%  | 0.0000% | $4000000000.00     | $55373790.96       | U.S. Treasuries (including strips) |
| T Bond 3 08/15/2048     | 2048-08-15      | 3.0000%  | 0.0000% | $4000000000.00     | $236150121.40      | U.S. Treasuries (including strips) |
| T Bond 4.75 11/15/2043  | 2043-11-15      | 4.7500%  | 0.0000% | $4000000000.00     | $1063018067.20     | U.S. Treasuries (including strips) |
| T Bond 4.5 02/15/2044   | 2044-02-15      | 4.5000%  | 0.0000% | $4000000000.00     | $762172705.02      | U.S. Treasuries (including strips) |
| T Bond 4.625 05/15/2044 | 2044-05-15      | 4.6250%  | 0.0000% | $4000000000.00     | $102016230.00      | U.S. Treasuries (including strips) |
| T Bond 4.125 08/15/2044 | 2044-08-15      | 4.1250%  | 0.0000% | $4000000000.00     | $65143023.51       | U.S. Treasuries (including strips) |
| T Bond 4.75 02/15/2045  | 2045-02-15      | 4.7500%  | 0.0000% | $4000000000.00     | $318468707.86      | U.S. Treasuries (including strips) |
| T Bond 5 05/15/2045     | 2045-05-15      | 5.0000%  | 0.0000% | $4000000000.00     | $1093416146.50     | U.S. Treasuries (including strips) |

### Security 138: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.710000%
- **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: BIV9HYCN1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9HYCN1
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 6.0000%  | 0.0000% | $210499007.00      | $160317537.63      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.0000%  | 0.0000% | $116000000.00      | $107069214.50      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $111457549.00      | $112198518.79      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-02-01      | 4.5000%  | 0.0000% | $104743497.00      | $103816517.05      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $14685821.00       | $14713807.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.5000%  | 0.0000% | $94876306.00       | $97888839.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 4.0000%  | 0.0000% | $95562249.00       | $93041688.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 4.5000%  | 0.0000% | $35883452.00       | $35565883.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.5000%  | 0.0000% | $117446270.00      | $119829163.45      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-02-01      | 4.5000%  | 0.0000% | $123736108.00      | $124558829.38      | Agency Mortgage-Backed Securities |

### Security 139: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYCP6, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYCP6
- **C.18 - Value (incl. sponsor support):** $3625000000.00
- **C.18.a - Value (excl. sponsor support):** $3625000000.00
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-09      | 0.0000%  | 0.0000% | $250000000.00      | $248967250.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $156500000.00      | $339495420.11      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $379771000.00      | $317103386.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $50000000.00       | $35955336.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $50000000.00       | $39137639.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $200000000.00      | $203969458.56      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $262125000.00      | $318311605.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $145238800.00      | $127789982.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $248627000.00      | $295345490.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $100000000.00      | $99168910.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $200000000.00      | $196700044.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $163972800.00      | $169627092.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $272000000.00      | $288973542.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $100000000.00      | $101362328.73      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $100000000.00      | $102594229.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $324929000.00      | $329391765.92      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $8400000.00        | $8631085.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $326000000.00      | $334638333.59      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $140000000.00      | $140337150.94      | U.S. Treasuries (including strips) |

### Security 140: Fixed Income Clearing Corp. - ING Financial Markets, LLC

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYCT8, C.3 - LEI: N/A, C.5 - Other ID: BIV9HYCT8
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $64400000.00       | $46499797.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $116684000.00      | $87004546.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $2000000.00        | $1979002.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $88450000.00       | $78599524.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $616570000.00      | $656620987.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $635000000.00      | $666761468.59      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $251336000.00      | $262321581.70      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $500.00            | $508.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $7000000.00        | $7095669.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $125000000.00      | $129953010.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $375000000.00      | $381471689.92      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $2000.00           | $2071.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $400.00            | $408.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $26999900.00       | $27689338.12       | U.S. Treasuries (including strips) |

### Security 141: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.680000%
- **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: BIV9HYEU3, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9HYEU3
- **C.18 - Value (incl. sponsor support):** $995002374.00
- **C.18.a - Value (excl. sponsor support):** $995002374.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $65686500.82       | $5448341.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $187736296.98      | $13826328.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $108205010.60      | $10602562.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $254684633.53      | $51388145.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $52467484.26       | $12282134.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $91022365.10       | $20469539.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $6043964.89        | $1326155.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $7025951.88        | $3026026.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $20359793.58       | $2135936.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $563208890.94      | $54866326.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $54158166.95       | $5277693.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $155780950.93      | $103150614.36      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $60975442.24       | $44552989.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $25401727.81       | $19122695.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $28747786.38       | $21523533.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $11999302.28       | $8872854.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $29358632.04       | $21914660.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1266351.91        | $540817.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $127403549.68      | $102912472.52      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $104485851.49      | $104810911.60      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $269101.77         | $249886.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $40593894.71       | $34883108.70       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $195269140.99      | $159222600.88      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $93455983.40       | $74968460.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $155811978.67      | $155944325.95      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $29392429.64       | $19082364.45       | Agency Mortgage-Backed Securities |

### Security 142: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.680000%
- **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: BIV9HYEX7, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9HYEX7
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $375.00            | $91.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $230269.88         | $201602.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $7914802.50        | $6158489.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $4208625.00        | $589422.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $542.63            | $115.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $159375.00         | $42720.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $375.00            | $205.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $7706490.00        | $7209599.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $67951.88          | $37762.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-25      | 4.6622%  | 0.0000% | $15510040.50       | $15660519.09       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5792%  | 0.0000% | $599646.00         | $603583.52         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-12-01      | 6.0000%  | 0.0000% | $1679194.13        | $1735628.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $375.00            | $247.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $753879.00         | $804876.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $25298099.63       | $13405269.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $412.50            | $252.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2796657.00        | $2217975.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $8243807.63        | $6417366.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $375.00            | $310.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $384.00            | $305.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $382.50            | $288.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $3889734.00        | $3281306.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 7.0000%  | 0.0000% | $375.00            | $322.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $375.00            | $351.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $375.00            | $386.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $90078313.50       | $58529309.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $375.00            | $341.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $759.00            | $645.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $377.63            | $388.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $395.63            | $384.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $375.00            | $81.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $450.00            | $302.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $383.63            | $213.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $375.00            | $248.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $375.00            | $280.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 3.5000%  | 0.0000% | $375.00            | $52.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $375.00            | $10.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $375.00            | $47.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $375.00            | $152.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2312985.38        | $1214007.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $375.00            | $57.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $375.00            | $248.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 2.0000%  | 0.0000% | $379.88            | $170.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $375.00            | $282.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $13285680.00       | $9909539.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $37125.00          | $29196.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $6643930.50        | $4451614.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $6355392.00        | $3841399.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1226402.63        | $1128118.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $17621.25          | $16643.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $4482.75           | $4058.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.0000%  | 0.0000% | $375.00            | $7.78              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $375.00            | $290.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $4176399.75        | $3896114.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $166993.88         | $167778.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $375.00            | $252.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $378.00            | $301.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $375.00            | $384.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.5000%  | 0.0000% | $375.00            | $390.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1875.00           | $1889.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $52171486.50       | $3831633.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $559.50            | $204.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $383.63            | $62.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $21266496.00       | $10313576.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $3742537.50        | $2272171.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $123648.00         | $92211.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $11818498.88       | $7418503.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-02-15      | 4.9500%  | 0.0000% | $997263.00         | $995757.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1109382.00        | $1122850.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $65466.38          | $68437.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1875.00           | $1962.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $784992.75         | $804568.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $1875.00           | $1968.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2702823.00        | $2728346.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $813.38            | $825.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $375.00            | $341.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $95015625.00       | $95863269.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1875.00           | $1876.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $375.00            | $385.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1874.25           | $1925.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1681062.00        | $1750337.29        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $390.00            | $406.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2090929.13        | $2268318.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-06-15      | 4.5000%  | 0.0000% | $375.00            | $110.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $505.88            | $21.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $375.00            | $33.00             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-15      | 4.0000%  | 0.0000% | $2514405.00        | $141604.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $934500.00         | $163562.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $193720300.88      | $19019587.07       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $384.00            | $214.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $372375.00         | $287919.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $375.00            | $231.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $375.00            | $285.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.8115%  | 0.0000% | $3187124.63        | $3000220.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $24053953.50       | $20637851.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $708075.00         | $277271.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8415%  | 0.0000% | $15736195.13       | $6494931.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $37500000.00       | $23199328.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6815%  | 0.0000% | $17071564.88       | $13371418.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7115%  | 0.0000% | $8675799.38        | $6338511.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.6615%  | 0.0000% | $4485120.00        | $4113616.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.8615%  | 0.0000% | $4009012.50        | $2591629.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.9115%  | 0.0000% | $12726375.00       | $11874153.26       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $37.50             | $38.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 4.3750%  | 0.0000% | $37.50             | $38.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $37.50             | $25.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $262.50            | $356.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $150.00            | $156.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $37.50             | $40.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $20.88             | $15.33             | U.S. Treasuries (including strips)        |

### Security 143: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYEY5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BIV9HYEY5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $675806000.00      | $514871646.32      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $531264400.00      | $505128369.12      | U.S. Treasuries (including strips) |

### Security 144: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.680000%
- **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: BIV9HYF32, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9HYF32
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.1450%  | 0.0000% | $10007821.25       | $10170192.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $321.13            | $75.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $175.00            | $39.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $175.00            | $49.23             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 2.5000%  | 0.0000% | $56000.00          | $35491.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $175.00            | $122.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $175.00            | $108.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $175.00            | $117.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1197170.80        | $924941.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1600502.57        | $1086622.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $175.52            | $104.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2030-08-01      | 3.5000%  | 0.0000% | $175.00            | $12.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 4.5000%  | 0.0000% | $175.00            | $101.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $542325.00         | $413462.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $1544924.15        | $983109.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $579951.75         | $459003.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2035-11-01      | 5.5000%  | 0.0000% | $175.00            | $174.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $270204.55         | $67357.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $271.25            | $18.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-11-01      | 3.5000%  | 0.0000% | $175.00            | $3.03              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $175.00            | $4.37              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $291.20            | $67.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $2774450.00        | $447405.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $175.00            | $38.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-07-01      | 2.5000%  | 0.0000% | $2069686.32        | $76578.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $175.00            | $134.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $175.00            | $133.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $175.00            | $141.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $175.00            | $179.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $175.00            | $183.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $175.00            | $169.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $175.00            | $185.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $555382.10         | $557778.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $175.00            | $185.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $175.00            | $179.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $175.00            | $173.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $175.00            | $176.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $175.00            | $177.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $350.00            | $303.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.0000%  | 0.0000% | $175.00            | $45.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $175.00            | $27.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $946.22            | $172.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $175.00            | $40.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $175.00            | $15.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $175.00            | $28.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $175.00            | $84.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $175.00            | $88.61             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $6885126.50        | $5069435.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $175.00            | $118.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $175.00            | $177.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 4.1700%  | 0.0000% | $5073986.75        | $5039207.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $3933417.42        | $822961.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.5000%  | 0.0000% | $196.00            | $46.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $175.00            | $40.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1963185.00        | $928198.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $175.00            | $46.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $196.00            | $76.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $172578.00         | $70860.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $179.20            | $96.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $224.00            | $135.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $12535846.40       | $6635580.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $179.20            | $153.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $864067.75         | $701589.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $175.00            | $127.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $175.00            | $122.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $175.00            | $145.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $175.00            | $151.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $175.00            | $179.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $175.35            | $184.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $655069.80         | $634633.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $176.57            | $172.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1031423.22        | $873505.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $183.57            | $180.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $179.20            | $179.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $176.40            | $171.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $329.00            | $36.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $175.00            | $72.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $3557918.00        | $2764728.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $175.00            | $139.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $3792488.00        | $2597860.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 1.5000%  | 0.0000% | $175.00            | $99.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $179.20            | $154.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $175.00            | $142.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $360438.40         | $288096.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $182.00            | $121.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $179.20            | $157.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $6430.72           | $5857.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-25      | 6.5000%  | 0.0000% | $1355725.00        | $1023526.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $5444075.00        | $4047914.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3284142.40        | $3191703.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $811728.75         | $819109.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1342565.00        | $1356337.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $179.20            | $181.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $179.20            | $180.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $184.10            | $186.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $175.00            | $14.40             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $294175.00         | $27614.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-03-01      | 3.0000%  | 0.0000% | $749.35            | $7.19              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $13153660.80       | $1551620.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $175.00            | $6.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.5000%  | 0.0000% | $175.00            | $85.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 4.0000%  | 0.0000% | $175.00            | $4.62              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $175.00            | $31.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $175.00            | $76.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $192.85            | $107.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $308975.10         | $189681.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4663.22           | $3441.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1080969.40        | $918798.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 5.0000%  | 0.0000% | $175.00            | $132.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $3694729.67        | $2956239.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $23699827.20       | $21371071.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $47564.65          | $50247.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $51319.80          | $53944.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $49450.10          | $52232.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $768739.13         | $719084.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $57851.67          | $38603.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $310.97            | $308.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.0000%  | 0.0000% | $943458.25         | $953221.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1238309.10        | $1249322.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $39238523.10       | $15374137.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $18725048.65       | $11665003.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $35000000.00       | $25652608.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $9692416.47        | $2689193.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $2726037.47        | $2709067.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $4398748.90        | $4596583.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.0000%  | 0.0000% | $315634.20         | $323607.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $4513753.82        | $4681884.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $29642486.47       | $27525876.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $1251334.52        | $957476.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $236337.67         | $87771.48          | Agency Mortgage-Backed Securities |

### Security 145: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYF57, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV9HYF57
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $346700.00         | $345130.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $153300.00         | $151972.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-18      | 0.0000%  | 0.0000% | $170941500.00      | $165309832.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $156900.00         | $189284.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $1300.00           | $954.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $151.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $400.00            | $221.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $141.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $3277300.00        | $3322003.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $300.00            | $372.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $185999800.00      | $248985808.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $300.00            | $267.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $104500.00         | $99600.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1100.00           | $977.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $283600.00         | $276796.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $20126100.00       | $20728663.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $29441900.00       | $30356674.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $15776000.00       | $16080542.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $38560800.00       | $39177436.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $18500.00          | $18929.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $1100.00           | $1149.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $600.00            | $639.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $99718800.00       | $110750005.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $198200.00         | $207566.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $866600.00         | $879717.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $89562000.00       | $96366312.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $33293000.00       | $36338134.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $983400.00         | $1026383.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $99881500.00       | $101613028.03      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $103700.00         | $103920.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $513800.00         | $535537.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $24145400.00       | $25902408.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $11600.00          | $11903.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $20800.00          | $21360.57          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $24069600.00       | $24962412.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $26463300.00       | $27248445.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $42427800.00       | $43076304.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $25284700.00       | $25449522.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-09-30      | 3.8750%  | 0.0000% | $135300.00         | $138827.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $380400.00         | $385139.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-30      | 3.7500%  | 0.0000% | $10100.00          | $10213.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $234000.00         | $236329.00         | U.S. Treasuries (including strips) |

### Security 146: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYF73, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: BIV9HYF73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $226400.00         | $201610.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $31128700.00       | $30886672.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $252000.00         | $250263.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $13679700.00       | $13943775.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $80716100.00       | $82255998.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $312952000.00      | $326630739.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $400.00            | $409.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $305000.00         | $314913.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $8130600.00        | $8450601.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $45631700.00       | $47065077.92       | U.S. Treasuries (including strips) |

### Security 147: Natixis

- **C.1 - Title:** Natixis 3.670000%
- **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: BIV9HYFD0, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9HYFD0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN OPTIONAL PRINC REDEMP SEC  | 2028-02-25      | 3.7500%  | 0.0000% | $2247000.00        | $2246560.34        | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-06-01      | 3.0000%  | 0.0000% | $13445580.00       | $2321727.79        | Agency Mortgage-Backed Securities         |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2043-05-01      | 3.5000%  | 0.0000% | $5300998.50        | $742130.70         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2037-11-01      | 2.4000%  | 0.0000% | $50708.40          | $41406.87          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2038-01-01      | 2.9200%  | 0.0000% | $90715.20          | $77020.73          | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $316.80            | $200.12            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.5000%  | 0.0000% | $300.00            | $315.44            | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 7.0000%  | 0.0000% | $1419.30           | $1121.97           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 5.5000%  | 0.0000% | $313588.80         | $286595.10         | Agency Mortgage-Backed Securities         |
| FARM CREDIT OPTIONAL PRINC REDEMP SEC    | 2041-12-16      | 2.9200%  | 0.0000% | $1267500.00        | $998560.44         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORT FIXED RATE NOTE   | 2029-02-20      | 3.9000%  | 0.0000% | $7800.00           | $7798.56           | Agency Debentures and Agency Strips       |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $1289.70           | $1278.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-07-25      | 3.0000%  | 0.0000% | $525000.00         | $467808.42         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-04-15      | 3.5000%  | 0.0000% | $450000.00         | $418791.05         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2043-05-15      | 3.0000%  | 0.0000% | $663.30            | $585.16            | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2040-10-15      | 4.0000%  | 0.0000% | $900000.00         | $197652.26         | Agency Collateralized Mortgage Obligation |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-08-25      | 2.0000%  | 0.0000% | $150000.00         | $87555.97          | Agency Debentures and Agency Strips       |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-10-25      | 2.0000%  | 0.0000% | $963300.00         | $552414.45         | Agency Debentures and Agency Strips       |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-07-01      | 3.2100%  | 0.0000% | $4989166.50        | $4398281.22        | Agency Mortgage-Backed Securities         |
| GOLD REMIC (FIXED)                       | 2036-02-15      | 5.5000%  | 0.0000% | $1246500.00        | $207410.91         | Agency Collateralized Mortgage Obligation |
| GOLD REMIC (FIXED)                       | 2036-07-15      | 6.0000%  | 0.0000% | $898290.30         | $176652.59         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.5000%  | 0.0000% | $759.00            | $514.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $403397.70         | $419338.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $282206.70         | $298942.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $434287.50         | $449695.09         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $300.00            | $310.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.5000%  | 0.0000% | $303.60            | $301.92            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-10-01      | 3.6900%  | 0.0000% | $166588.80         | $162129.27         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2031-06-01      | 3.8900%  | 0.0000% | $260657.70         | $260347.63         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-05-01      | 3.5000%  | 0.0000% | $300.00            | $281.12            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-12-01      | 1.2700%  | 0.0000% | $300.00            | $235.39            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-08-01      | 3.8600%  | 0.0000% | $570.00            | $566.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $177490.50         | $100433.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 5.5000%  | 0.0000% | $840518.40         | $810184.23         | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-02-01      | 4.6800%  | 0.0000% | $30993.30          | $32027.95          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2029-07-01      | 4.8600%  | 0.0000% | $300.00            | $310.46            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 4.4200%  | 0.0000% | $37658.40          | $38615.27          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 4.9450%  | 0.0000% | $28500.00          | $29969.50          | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-07-01      | 4.7700%  | 0.0000% | $13979250.00       | $14571061.55       | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.2150%  | 0.0000% | $6472878.00        | $6901443.30        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-06-01      | 5.0800%  | 0.0000% | $2809950.00        | $2997485.75        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-10-01      | 4.5900%  | 0.0000% | $300.00            | $310.12            | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2032-10-01      | 4.4800%  | 0.0000% | $8568537.00        | $8797433.09        | Agency Mortgage-Backed Securities         |
| FANNIE ADJ. MULTIFAMILY MORT             | 2036-01-01      | 4.6700%  | 0.0000% | $97571.10          | $100719.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $17412321.00       | $11446192.79       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $802834.80         | $545481.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2056-02-01      | 4.8350%  | 0.0000% | $1469098.80        | $1497420.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 4.5000%  | 0.0000% | $300.00            | $272.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $8808834.30        | $8472212.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 6.0000%  | 0.0000% | $15000000.00       | $10497853.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.5000%  | 0.0000% | $16111429.20       | $15969072.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $5569872.00        | $5219271.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.0000%  | 0.0000% | $5479008.00        | $5350212.91        | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 7.0000%  | 0.0000% | $1254.00           | $1254.88           | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $310417.50         | $323997.98         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $393476.10         | $412385.24         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $778483.80         | $708387.22         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.5000%  | 0.0000% | $896448.00         | $839661.74         | Agency Mortgage-Backed Securities         |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 6.0000%  | 0.0000% | $307.20            | $315.34            | Agency Mortgage-Backed Securities         |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-06-20      | 4.5000%  | 0.0000% | $447600.00         | $391737.58         | Agency Mortgage-Backed Securities         |
| GNMA ADJUSTABLE RATE REMIC               | 2068-03-20      | 4.9335%  | 0.0000% | $642.00            | $273.85            | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2068-04-20      | 4.8618%  | 0.0000% | $822.00            | $314.56            | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2072-07-20      | 4.4615%  | 0.0000% | $1410000.00        | $1098113.39        | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-11-20      | 4.5115%  | 0.0000% | $900000.00         | $780521.93         | Agency Collateralized Mortgage Obligation |
| GNMA ADJUSTABLE RATE REMIC               | 2074-03-20      | 4.7115%  | 0.0000% | $1500000.00        | $1464340.88        | Agency Collateralized Mortgage Obligation |
| TENNESSEE VALLEY AUTHORITY BOND          | 2042-12-15      | 3.5000%  | 0.0000% | $392400.00         | $342616.21         | Agency Debentures and Agency Strips       |
| U.S. TREASURY BILL                       | 2026-04-16      | 0.0000%  | 0.0000% | $810.00            | $806.08            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NONCALLABLE STRIP          | 2044-05-15      | 0.0000%  | 0.0000% | $60.00             | $25.51             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2030-05-15      | 6.2500%  | 0.0000% | $210.00            | $235.66            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2037-02-15      | 4.7500%  | 0.0000% | $30.00             | $31.92             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-05-15      | 4.2500%  | 0.0000% | $424950.00         | $429731.51         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $240.00            | $245.44            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2039-11-15      | 4.3750%  | 0.0000% | $420.00            | $427.93            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $120.00            | $119.69            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $30.00             | $25.70             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-02-15      | 3.1250%  | 0.0000% | $390.00            | $329.62            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-05-15      | 3.3750%  | 0.0000% | $90.00             | $77.26             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-11-15      | 3.0000%  | 0.0000% | $30.00             | $24.15             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $30.00             | $21.92             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-11-15      | 3.0000%  | 0.0000% | $30.00             | $23.87             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-02-15      | 2.5000%  | 0.0000% | $1649790.00        | $1186375.09        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $8755740.00        | $5959566.91        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $3208770.00        | $2441772.81        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                  | 2049-02-15      | 1.0000%  | 0.0000% | $252600.00         | $243186.58         | U.S. Treasuries (including strips)        |
| TREASURY INFLATION BOND                  | 2050-02-15      | 0.2500%  | 0.0000% | $120.00            | $90.91             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $779070.00         | $390353.93         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-08-15      | 1.1250%  | 0.0000% | $959970.00         | $620665.65         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $840.00            | $551.03            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $2400300.00        | $1319849.38        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $30.00             | $20.15             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2041-05-15      | 2.2500%  | 0.0000% | $658410.00         | $501618.28         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2051-11-15      | 1.8750%  | 0.0000% | $30.00             | $17.37             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.2500%  | 0.0000% | $964440.00         | $834029.40         | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $390.00            | $326.01            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2043-05-15      | 3.8750%  | 0.0000% | $2580000.00        | $2402546.56        | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $30.00             | $27.41             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $60.00             | $61.45             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2054-02-15      | 4.2500%  | 0.0000% | $630.00            | $587.65            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $300.00            | $305.35            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2045-02-15      | 4.7500%  | 0.0000% | $240.00            | $245.21            | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $60.00             | $61.52             | U.S. Treasuries (including strips)        |
| U.S. TREASURY BOND                       | 2055-11-15      | 4.6250%  | 0.0000% | $2835990.00        | $2851948.95        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-07-15      | 0.3750%  | 0.0000% | $120.00            | $158.64            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $7536270.00        | $7431810.43        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-02-15      | 2.6250%  | 0.0000% | $30.00             | $29.32             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-04-30      | 2.3750%  | 0.0000% | $30.00             | $30.16             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-05-15      | 2.3750%  | 0.0000% | $330.00            | $321.26            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-06-30      | 1.8750%  | 0.0000% | $30.00             | $29.91             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-05-15      | 1.6250%  | 0.0000% | $6420600.00        | $6421694.77        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $360.00            | $357.52            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $22267200.00       | $22129777.54       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 0.5000%  | 0.0000% | $2244540.00        | $2171019.30        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-08-15      | 0.6250%  | 0.0000% | $12018270.00       | $10574409.25       | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2031-01-15      | 0.1250%  | 0.0000% | $240.00            | $283.93            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-02-15      | 1.1250%  | 0.0000% | $300.00            | $266.95            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $330.00            | $317.17            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-04-30      | 0.7500%  | 0.0000% | $5999970.00        | $5983916.90        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-04-30      | 1.2500%  | 0.0000% | $270.00            | $258.76            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-05-15      | 1.6250%  | 0.0000% | $12598800.00       | $11469601.16       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-05-31      | 1.2500%  | 0.0000% | $472740.00         | $451786.42         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $285.88            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-07-31      | 0.6250%  | 0.0000% | $240360.00         | $237390.15         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-07-31      | 1.0000%  | 0.0000% | $5202660.00        | $4912876.29        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-08-31      | 0.7500%  | 0.0000% | $30.00             | $29.67             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $7977120.00        | $7584678.39        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $285.52            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-11-30      | 1.2500%  | 0.0000% | $540.00            | $532.20            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-02-28      | 1.8750%  | 0.0000% | $19437600.00       | $18742573.71       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.8750%  | 0.0000% | $425760.00         | $422677.58         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $30.00             | $30.00             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-31      | 2.6250%  | 0.0000% | $90.00             | $89.58             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-07-31      | 2.6250%  | 0.0000% | $197400.00         | $192311.40         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.1250%  | 0.0000% | $74490.00          | $74722.16          | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $183900.00         | $189965.17         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-05-15      | 3.6250%  | 0.0000% | $1755660.00        | $1773607.00        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $30.00             | $30.38             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-05-31      | 3.7500%  | 0.0000% | $180.00            | $183.06            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-06-30      | 3.7500%  | 0.0000% | $300.00            | $304.13            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-07-31      | 4.1250%  | 0.0000% | $1473390.00        | $1501053.87        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-11-30      | 4.3750%  | 0.0000% | $2025780.00        | $2095635.21        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $150.00            | $151.95            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $30.00             | $30.25             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-01-31      | 4.0000%  | 0.0000% | $2663370.00        | $2710845.70        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $60.00             | $61.26             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2034-01-15      | 1.7500%  | 0.0000% | $481110.00         | $516303.69         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-02-15      | 4.1250%  | 0.0000% | $899880.00         | $905780.88         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-03-31      | 4.1250%  | 0.0000% | $570.00            | $590.51            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-03-31      | 4.5000%  | 0.0000% | $648990.00         | $661357.77         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2031-04-30      | 4.6250%  | 0.0000% | $1579500.00        | $1678065.11        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $60.00             | $62.78             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-05-31      | 4.5000%  | 0.0000% | $12769410.00       | $13306909.55       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $30.00             | $30.51             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2034-07-15      | 1.8750%  | 0.0000% | $450.00            | $477.81            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $398970.00         | $398329.47         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2026-08-31      | 3.7500%  | 0.0000% | $30.00             | $30.57             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.6250%  | 0.0000% | $599940.00         | $613141.60         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-09-15      | 3.3750%  | 0.0000% | $630.00            | $638.58            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.5000%  | 0.0000% | $14725320.00       | $14934744.63       | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $5261310.00        | $5369175.09        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $330.00            | $340.34            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-12-15      | 4.0000%  | 0.0000% | $9720.00           | $9887.88           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-01-15      | 4.2500%  | 0.0000% | $1931310.00        | $1968291.39        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-01-31      | 4.2500%  | 0.0000% | $9000000.00        | $9264059.01        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-01-31      | 4.1250%  | 0.0000% | $60.00             | $60.48             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-01-31      | 4.3750%  | 0.0000% | $120.00            | $124.72            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2035-01-15      | 2.1250%  | 0.0000% | $1083990.00        | $1159872.03        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-02-28      | 4.1250%  | 0.0000% | $600210.00         | $615810.09         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-04-15      | 3.7500%  | 0.0000% | $330.00            | $336.56            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-04-30      | 3.7500%  | 0.0000% | $510.00            | $517.54            | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-04-15      | 1.6250%  | 0.0000% | $16980.00          | $17723.03          | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $911550.00         | $924069.76         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $2296140.00        | $2335926.93        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.7500%  | 0.0000% | $110760.00         | $111772.16         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-07-31      | 3.8750%  | 0.0000% | $3388800.00        | $3442547.02        | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2035-07-15      | 1.8750%  | 0.0000% | $30.00             | $30.91             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-09-30      | 3.8750%  | 0.0000% | $2568180.00        | $2626858.82        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2027-09-30      | 3.5000%  | 0.0000% | $3208350.00        | $3255362.20        | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2032-10-31      | 3.7500%  | 0.0000% | $30.00             | $30.34             | U.S. Treasuries (including strips)        |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-10-15      | 1.1250%  | 0.0000% | $180.00            | $181.32            | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2035-11-15      | 4.0000%  | 0.0000% | $5700.00           | $5760.14           | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2028-11-15      | 3.5000%  | 0.0000% | $60.00             | $60.67             | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.6250%  | 0.0000% | $966000.00         | $973194.78         | U.S. Treasuries (including strips)        |
| U.S. TREASURY NOTE                       | 2029-01-15      | 3.5000%  | 0.0000% | $71970.00          | $72353.42          | U.S. Treasuries (including strips)        |

### Security 148: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYFG3, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV9HYFG3
- **C.18 - Value (incl. sponsor support):** $1428578375.00
- **C.18.a - Value (excl. sponsor support):** $1428578375.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $24517547.79       | $40090289.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $2391821.15        | $3778468.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $7142.89           | $7782.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $7142.89           | $8617.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $66700276.71       | $69542233.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $2380963.96        | $2396648.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $2380963.96        | $1809200.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $1428578.38        | $1008929.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $4096305.63        | $2645617.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $2380963.96        | $2109022.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $13747685.90       | $13564840.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $185858.05         | $188393.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-02-15      | 2.3750%  | 0.0000% | $153810.27         | $152055.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $148472007.66      | $196488060.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $714289.19         | $702644.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $100000010.06      | $130585850.68      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $540478.82         | $534246.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $623479.22         | $610245.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $277620.40         | $279856.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $1377959.08        | $1385607.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $142857837.50      | $177253787.59      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $14285.78          | $14290.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $8642422.98        | $11569048.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $6571.46           | $6495.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $29089284.30       | $37599439.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $5714313.50        | $5680138.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $8522803.35        | $8031290.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $352858.86         | $350099.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $744289.33         | $736475.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $2394630.69        | $2912206.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $415382.97         | $385635.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $7900990.80        | $7759104.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $142572.12         | $137983.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $1223863.09        | $1089854.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $243715.47         | $235216.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $14142.93          | $17211.51          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $7389654.98        | $7079568.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $6782413.93        | $6510033.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $2857156.75        | $3387567.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $23809.64          | $22902.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $7818133.25        | $7823532.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $1183577.18        | $1180701.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $5252787.45        | $5040097.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $53285.97          | $65958.90          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $5184310.92        | $5155656.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $119048.20         | $118122.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $64428.88          | $57023.65          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $2243344.24        | $2219529.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $8718613.82        | $10364172.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $631384.02         | $601780.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $119048.20         | $117525.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $1150148.45        | $1133851.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $2429773.72        | $2302949.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $136667.33         | $134364.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $1428.58           | $1563.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $3273682.58        | $2966419.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $7858085.83        | $7803678.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $102381450.21      | $116609247.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $4985262.34        | $4950913.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $142857.84         | $137733.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $1461769.01        | $1460912.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $333.33            | $334.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $2029057.49        | $1980382.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $109524.34         | $110703.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $2380.96           | $2452.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $47.62             | $53.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $2857.16           | $2927.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $2918728.48        | $3024543.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $1556626.62        | $1593595.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $14285.78          | $14847.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $3571445.94        | $3646874.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $135714.95         | $133770.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $952385.58         | $970555.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $13285.78          | $13413.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $62905.07          | $63431.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $8095277.46        | $8642956.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $6386269.15        | $6436826.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $98095.72          | $102569.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $780956.18         | $815862.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $1569769.54        | $1685715.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $69047954.79       | $76686255.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $714289.19         | $748045.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $3506445.62        | $3631699.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $2380963.96        | $2416745.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $476192.79         | $483522.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $11904819.79       | $12809267.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $11904819.79       | $12993690.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 3.7729%  | 0.0000% | $1456212.80        | $1460575.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $279429.93         | $297581.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $2672679.66        | $2738251.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $5619.07           | $5864.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $6666.70           | $7075.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $3333349.54        | $3368713.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $6025267.39        | $6129720.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 3.8049%  | 0.0000% | $11909343.62       | $11950022.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $3783351.73        | $3806816.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $5255977.94        | $5355869.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $4761.93           | $4886.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $4745737.36        | $4810597.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $952385.58         | $966840.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $308620.55         | $324929.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $5796123.42        | $5868414.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $90476.63          | $94304.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $9523855.83        | $10216886.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $367477.98         | $387971.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $22666.78          | $23713.30          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $2761.92           | $2849.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $18023897.16       | $18845381.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $2447154.76        | $2537926.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $134762.56         | $136666.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $83333.74          | $86281.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $5467169.44        | $5629376.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $4482831.32        | $4592982.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $47904.99          | $48908.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $1208482.07        | $1235907.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $148286.44         | $150558.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $1429864.10        | $1451764.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $4809547.20        | $4888531.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.8129%  | 0.0000% | $11904819.79       | $11957459.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $5525741.15        | $5605398.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $53047.88          | $53558.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $3952400.17        | $3971005.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $2270487.23        | $2285782.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-01-15      | 1.8750%  | 0.0000% | $1500007.29        | $1523012.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.7219%  | 0.0000% | $285711389.26      | $286498095.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.1250%  | 0.0000% | $2428.58           | $2462.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $347620.74         | $348949.42         | U.S. Treasuries (including strips) |

### Security 149: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYFH1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9HYFH1
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $2503060.00        | $2468365.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $1239326.67        | $1239757.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $957506.67         | $969296.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $29062273.33       | $28292739.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $24749153.33       | $24596413.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $6512240.00        | $6481847.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $22574720.00       | $22160562.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $242573.33         | $243119.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $25764806.67       | $25558403.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $6622560.00        | $6508683.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $134341760.00      | $129538129.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $7626873.33        | $7809148.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $35960493.33       | $37516956.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $106902273.33      | $110590410.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $19306840.00       | $19636281.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $142764393.33      | $144692753.01      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $140867393.33      | $143297100.45      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $2372533.33        | $2390203.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $9846.67           | $9870.38           | U.S. Treasuries (including strips) |

### Security 150: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.670000%
- **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: BIV9HYFK4, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9HYFK4
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $96536646.69       | $16396982.02       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $79155000.00       | $16944401.30       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $57700377.69       | $11355677.77       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $21802846.15       | $14559889.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 3.0000%  | 0.0000% | $4355210.77        | $2729763.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $16488038.77       | $3578933.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $54888923.08       | $10035361.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $17304230.77       | $11132261.01       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4593391.62        | $4361274.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $86085000.00       | $14901748.23       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $33027891.23       | $14384869.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $30077348.54       | $3595816.74        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $3824903.08        | $3811880.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $6880146.92        | $6411893.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $17788953.46       | $11317668.43       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2302416.69        | $2200500.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $34615384.62       | $34084582.07       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $29076923.08       | $28210440.75       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $27692307.69       | $27138366.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $27692307.69       | $26404168.67       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $34615384.62       | $33999653.14       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0115%  | 0.0000% | $69230769.23       | $65928386.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.9715%  | 0.0000% | $69230769.23       | $68602026.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.2317%  | 0.0000% | $50846546.77       | $13052482.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.2317%  | 0.0000% | $41538461.54       | $9106040.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.2317%  | 0.0000% | $41221153.38       | $6455830.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $26217000.00       | $7830457.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.2317%  | 0.0000% | $8858866.85        | $1148187.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.2317%  | 0.0000% | $40273485.23       | $12296603.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.2317%  | 0.0000% | $59198337.69       | $8364748.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.1817%  | 0.0000% | $44352627.23       | $12950944.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.1317%  | 0.0000% | $49522801.15       | $11287461.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $69230769.23       | $44946300.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $36916022.08       | $22749854.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $18831669.23       | $11215370.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $41284862.31       | $27452942.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $41847943.15       | $25555589.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $43615384.62       | $28096150.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $51923076.92       | $31260262.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $51923076.92       | $28894276.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $105174939.46      | $64522550.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $40153846.15       | $24566983.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.7615%  | 0.0000% | $69230769.23       | $24265971.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.2615%  | 0.0000% | $52269230.77       | $28300052.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.1615%  | 0.0000% | $48461538.46       | $27303599.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.5615%  | 0.0000% | $69230769.23       | $33210611.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5115%  | 0.0000% | $69230769.23       | $34094503.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5715%  | 0.0000% | $36518754.46       | $26493332.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6615%  | 0.0000% | $69230769.23       | $36952280.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6115%  | 0.0000% | $34615384.62       | $18063193.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7615%  | 0.0000% | $69230769.23       | $26112024.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.7115%  | 0.0000% | $23609047.85       | $13008498.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1615%  | 0.0000% | $69230769.23       | $21312491.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $10856769.23       | $11395704.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7615%  | 0.0000% | $69230769.23       | $55128342.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7115%  | 0.0000% | $69230769.23       | $44446925.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7115%  | 0.0000% | $7362000.00        | $5274689.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7615%  | 0.0000% | $69230769.23       | $56461673.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0115%  | 0.0000% | $46293967.38       | $39334516.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9615%  | 0.0000% | $173076923.08      | $122876491.68      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0115%  | 0.0000% | $138461538.46      | $114656052.06      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0115%  | 0.0000% | $103846153.85      | $86690413.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1115%  | 0.0000% | $69230769.23       | $55169113.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.3615%  | 0.0000% | $78940247.54       | $78806122.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6215%  | 0.0000% | $69230769.23       | $69270588.08       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2028-04-15      | 3.6250%  | 0.0000% | $8327284.62        | $17855536.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $2074846.15        | $2177969.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-05-15      | 5.0000%  | 0.0000% | $2132584.62        | $2354298.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $7606315.38        | $6956275.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $7290346.15        | $6471710.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $69.23             | $59.72             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $4179392.31        | $3426018.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $276.92            | $221.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $766107.69         | $386522.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $2817138.46        | $1858128.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-11-15      | 1.8750%  | 0.0000% | $14123.08          | $8229.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $33705415.38       | $25644303.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $3195276.92        | $2775526.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $69.23             | $66.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $6923.08           | $7130.18           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $69.23             | $64.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $138.46            | $139.85            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $1969615.38        | $2018383.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 4.6250%  | 0.0000% | $20125592.31       | $20525614.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $761.54            | $756.68            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $2089592.31        | $2541237.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $138.46            | $131.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $8307.69           | $7906.82           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $9486415.38        | $8969641.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $138.46            | $137.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $21052453.85       | $20758685.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $133892.31         | $133336.29         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $4430630.77        | $4490034.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $276.92            | $279.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 2.3750%  | 0.0000% | $4653553.85        | $5168344.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 4.6250%  | 0.0000% | $3461538.46        | $3530991.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $894669.23         | $908441.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $2045423.08        | $2084589.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 4.6250%  | 0.0000% | $4354338.46        | $4454476.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $18780576.92       | $19776559.68       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $471323.08         | $479725.61         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $20988969.23       | $22352365.01       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $17307692.31       | $17987129.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $69.23             | $71.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $51963923.08       | $53502816.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $34992969.23       | $35829471.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $6669969.23        | $6825238.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $691892.31         | $697560.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $34615384.62       | $35143973.59       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $9386307.69        | $9644715.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $482330.77         | $500221.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $85369638.46       | $87902489.03       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 3.8750%  | 0.0000% | $1203230.77        | $1221622.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $4885130.77        | $5009871.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $477553.85         | $484869.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $126623.08         | $127578.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-15      | 3.5000%  | 0.0000% | $69.23             | $69.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 3.5000%  | 0.0000% | $232684.62         | $233573.99         | U.S. Treasuries (including strips)        |

### Security 151: Societe Generale

- **C.1 - Title:** Societe Generale 3.690000%
- **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: BIV9HYGQ0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9HYGQ0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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       | 2049-06-01      | 3.5000%  | 0.0000% | $58338100.67       | $38883929.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 6.0000%  | 0.0000% | $56373871.33       | $37794249.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-05-19      | 4.0000%  | 0.0000% | $42537158.67       | $30821349.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2052-06-01      | 4.0000%  | 0.0000% | $59373189.33       | $43402294.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-04-01      | 5.5000%  | 0.0000% | $10368442.67       | $9035738.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $58527646.67       | $31204928.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $32968618.67       | $30998014.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $52273749.33       | $49251183.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $30477781.33       | $28534907.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $62493610.67       | $44112118.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $33295840.00       | $28364855.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $44025012.00       | $40523012.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $33735518.67       | $33863692.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $33210965.33       | $33517550.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $64150080.00       | $52763337.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $100496323.33      | $46822784.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $50504480.00       | $34405032.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $47547834.67       | $41431182.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $46464234.67       | $44353707.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $40544118.00       | $37283367.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $38780053.33       | $36411393.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-11-01      | 5.5000%  | 0.0000% | $30112469.33       | $30548516.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 2.5000%  | 0.0000% | $47210240.67       | $41087051.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2056-02-01      | 5.0000%  | 0.0000% | $32498970.00       | $33092827.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-03-01      | 6.0000%  | 0.0000% | $33327786.67       | $28013110.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 5.5000%  | 0.0000% | $42135898.67       | $37545706.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 6.0000%  | 0.0000% | $53106346.67       | $44462067.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.5000%  | 0.0000% | $33326933.33       | $31472129.99       | Agency Mortgage-Backed Securities |

### Security 152: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9HYS04, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9HYS04
- **C.18 - Value (incl. sponsor support):** $897203809.50
- **C.18.a - Value (excl. sponsor support):** $897203809.50
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $395000000.00      | $290048500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $450000000.00      | $275400000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $645000000.00      | $376615500.00      | U.S. Treasuries (including strips) |

### Security 153: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9J10L8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9J10L8
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $144.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $165781200.00      | $165684082.44      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $18934800.00       | $19896815.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $205.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.7819%  | 0.0000% | $69137800.00       | $69418672.28       | U.S. Treasuries (including strips) |

### Security 154: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9J10M6, C.3 - LEI: N/A, C.5 - Other ID: BIV9J10M6
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 3.75 04/30/2027 | 2027-04-30      | 3.7500%  | 0.0000% | $125000000.00      | $127500002.54      | U.S. Treasuries (including strips) |

### Security 155: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9J1939, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV9J1939
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $106.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $29144800.00       | $62418314.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $200.00            | $212.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $400.00            | $369.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $1200.00           | $1013.24           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $63632000.00       | $65079579.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $405.40            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2026-03-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

**Title of Signing Officer:** Principal Financial Officer and Treasurer