# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001145549-25-038892
**Filing Date:** 2025-6
**Character Count:** 631073
**Document Hash:** a962ae285ecda9e408394430888c6434
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038892.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038892

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM TREASURER'S SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **CENTRAL INDEX KEY:** 0000828806

**ORGANIZATION NAME:**
- **EIN:** 586213968
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251029861

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **DATE OF NAME CHANGE:** 20100430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST
- **DATE OF NAME CHANGE:** 20040707

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

## Series and Classes Contracts Data

### Invesco Premier U.S. Government Money Portfolio (Series ID: S000000176)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000000400 | Investor Class      | FUGXX           |
| C000029750 | Institutional Class | IUGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000828806

### General Information

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

**Registrant Full Name:** Invesco Treasurer's Series Trust

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier U.S. Government Money Portfolio

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

**Total number of share classes in the series:** 2

**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:** 033-19862

- **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:** 14 days

- **WAL:** 114 days

- **Total Value of Portfolio Securities:** $22420607718.96

- **Amortized Cost of Portfolio Securities:** $22419585992.07

- **Cash:** $108592.14

- **Total Other Assets:** $82498627.85

- **Total Liabilities:** $90618887.92

- **Net Assets of Series:** $22411574324.14

- **Number of Shares Outstanding (Series):** 22409797527.1200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $10200236242.77           | $16247282843.08            | 47.7800%                  | 76.1100%                   |
| 2025-05-02 | $10650251490.95           | $16412306716.28            | 49.3800%                  | 76.0900%                   |
| 2025-05-05 | $10407300122.67           | $16454381223.03            | 48.1600%                  | 76.1400%                   |
| 2025-05-06 | $10942085045.90           | $16857524771.27            | 49.7000%                  | 76.5700%                   |
| 2025-05-07 | $12851571753.93           | $16912732373.06            | 58.1900%                  | 76.5700%                   |
| 2025-05-08 | $10833891420.75           | $16995062514.89            | 48.6600%                  | 76.3300%                   |
| 2025-05-09 | $11318152688.08           | $17194332407.24            | 50.3800%                  | 76.5400%                   |
| 2025-05-12 | $11137878859.51           | $17299084453.70            | 49.3300%                  | 76.6200%                   |
| 2025-05-13 | $11364148243.94           | $17179649963.14            | 50.6000%                  | 76.4900%                   |
| 2025-05-14 | $12450791969.76           | $16745750463.97            | 55.7300%                  | 74.9600%                   |
| 2025-05-15 | $10932025289.77           | $16876572756.36            | 48.6500%                  | 75.1000%                   |
| 2025-05-16 | $11208213565.38           | $16867769656.98            | 49.8900%                  | 75.0900%                   |
| 2025-05-19 | $11324317139.06           | $16983899105.69            | 50.1500%                  | 75.2100%                   |
| 2025-05-20 | $11227350059.61           | $17152490651.26            | 49.5900%                  | 75.7600%                   |
| 2025-05-21 | $12768637910.43           | $17173035727.09            | 56.1200%                  | 75.4800%                   |
| 2025-05-22 | $11174389053.52           | $17546797345.19            | 49.0000%                  | 76.9400%                   |
| 2025-05-23 | $11126518887.12           | $17213935803.80            | 49.5100%                  | 76.6000%                   |
| 2025-05-27 | $11091681853.68           | $17124883270.41            | 49.5400%                  | 76.4900%                   |
| 2025-05-28 | $12322827270.89           | $17035810462.63            | 54.9900%                  | 76.0200%                   |
| 2025-05-29 | $11811104490.76           | $17126096657.51            | 52.4900%                  | 76.1200%                   |
| 2025-05-30 | $11529956697.94           | $16844957489.70            | 51.2500%                  | 74.8700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4400%             |
| 2025-05-02 | 4.4500%             |
| 2025-05-05 | 4.4500%             |
| 2025-05-06 | 4.4400%             |
| 2025-05-07 | 4.4400%             |
| 2025-05-08 | 4.4300%             |
| 2025-05-09 | 4.4200%             |
| 2025-05-12 | 4.4000%             |
| 2025-05-13 | 4.4000%             |
| 2025-05-14 | 4.4000%             |
| 2025-05-15 | 4.4000%             |
| 2025-05-16 | 4.4000%             |
| 2025-05-19 | 4.4100%             |
| 2025-05-20 | 4.4100%             |
| 2025-05-21 | 4.4000%             |
| 2025-05-22 | 4.4000%             |
| 2025-05-23 | 4.3900%             |
| 2025-05-27 | 4.3800%             |
| 2025-05-28 | 4.3900%             |
| 2025-05-29 | 4.4000%             |
| 2025-05-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0002                      |
|  |  |
| 2025-05-02 | 1.0002                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0001                      |
|  |  |
| 2025-05-07 | 1.0001                      |
|  |  |
| 2025-05-08 | 1.0001                      |
|  |  |
| 2025-05-09 | 1.0001                      |
|  |  |
| 2025-05-12 | 1.0001                      |
|  |  |
| 2025-05-13 | 1.0001                      |
|  |  |
| 2025-05-14 | 1.0001                      |
|  |  |
| 2025-05-15 | 1.0001                      |
|  |  |
| 2025-05-16 | 1.0001                      |
|  |  |
| 2025-05-19 | 1.0001                      |
|  |  |
| 2025-05-20 | 1.0001                      |
|  |  |
| 2025-05-21 | 1.0001                      |
|  |  |
| 2025-05-22 | 1.0001                      |
|  |  |
| 2025-05-23 | 1.0001                      |
|  |  |
| 2025-05-27 | 1.0001                      |
|  |  |
| 2025-05-28 | 1.0001                      |
|  |  |
| 2025-05-29 | 1.0001                      |
|  |  |
| 2025-05-30 | 1.0001                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $853543244.28

- **Number of Shares Outstanding:** 853505050.6860

- **Expense Reimbursement/Waiver:** 48998.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0001          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $65890533.28              | $1929096.56             |
| 2025-05-02 | $9718368.19               | $7278442.10             |
| 2025-05-05 | $7245617.53               | $11069211.23            |
| 2025-05-06 | $3917481.01               | $3457104.54             |
| 2025-05-07 | $7901006.71               | $2235085.48             |
| 2025-05-08 | $12275275.62              | $1128873.64             |
| 2025-05-09 | $8012261.93               | $2570763.02             |
| 2025-05-12 | $3915020.12               | $1006845.53             |
| 2025-05-13 | $4806257.66               | $2673217.33             |
| 2025-05-14 | $2617494.72               | $2946448.94             |
| 2025-05-15 | $7488650.38               | $1278635.75             |
| 2025-05-16 | $2717193.79               | $1728946.64             |
| 2025-05-19 | $19372192.31              | $4153073.64             |
| 2025-05-20 | $22860622.78              | $2184794.45             |
| 2025-05-21 | $9319422.48               | $2443740.40             |
| 2025-05-22 | $10947571.69              | $1661071.67             |
| 2025-05-23 | $4263386.59               | $23924570.82            |
| 2025-05-27 | $1950899.81               | $1676213.05             |
| 2025-05-28 | $4724985.20               | $3029511.35             |
| 2025-05-29 | $2219385.63               | $3472543.51             |
| 2025-05-30 | $2970802.28               | $2082040.14             |

**Total Gross Subscriptions (Month):** $215134429.71

**Total Gross Redemptions (Month):** $83930229.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2600%           |
| 2025-05-02 | 4.2700%           |
| 2025-05-05 | 4.2700%           |
| 2025-05-06 | 4.2600%           |
| 2025-05-07 | 4.2600%           |
| 2025-05-08 | 4.2500%           |
| 2025-05-09 | 4.2400%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2200%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2300%           |
| 2025-05-20 | 4.2300%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2200%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.2700%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $21558031079.86

- **Number of Shares Outstanding:** 21556292476.4380

- **Expense Reimbursement/Waiver:** 1270100.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0002          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0001          |
|  |  |
| 2025-05-13 | 1.0001          |
|  |  |
| 2025-05-14 | 1.0001          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0001          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0001          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0001          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $328113653.25             | $259791118.66           |
| 2025-05-02 | $279059090.61             | $118561136.01           |
| 2025-05-05 | $204420858.56             | $166743155.33           |
| 2025-05-06 | $542023564.97             | $84224712.42            |
| 2025-05-07 | $103436829.55             | $270658775.31           |
| 2025-05-08 | $259788246.61             | $94483542.95            |
| 2025-05-09 | $393031428.16             | $201796746.83           |
| 2025-05-12 | $256416898.90             | $159433527.22           |
| 2025-05-13 | $304376701.49             | $198575841.52           |
| 2025-05-14 | $158025745.47             | $270801380.83           |
| 2025-05-15 | $401163210.78             | $279063161.45           |
| 2025-05-16 | $193215327.34             | $204417175.20           |
| 2025-05-19 | $225215084.82             | $129563679.07           |
| 2025-05-20 | $145590829.94             | $110028061.96           |
| 2025-05-21 | $127322899.40             | $115941636.77           |
| 2025-05-22 | $146744098.42             | $103742017.53           |
| 2025-05-23 | $154324888.04             | $470443420.95           |
| 2025-05-27 | $132484978.76             | $239058266.17           |
| 2025-05-28 | $98904516.98              | $97760815.33            |
| 2025-05-29 | $172781681.26             | $83880116.91            |
| 2025-05-30 | $328443015.87             | $224680739.67           |

**Total Gross Subscriptions (Month):** $4954883549.18

**Total Gross Redemptions (Month):** $3883649028.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2600%           |
| 2025-05-02 | 4.2700%           |
| 2025-05-05 | 4.2700%           |
| 2025-05-06 | 4.2600%           |
| 2025-05-07 | 4.2600%           |
| 2025-05-08 | 4.2500%           |
| 2025-05-09 | 4.2400%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2200%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2300%           |
| 2025-05-20 | 4.2300%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2200%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 46.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0800%          | 0.0000%              |
| Non-financial corporation                           |  | 22.1300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30004447.80
- **C.18.a - Value (excl. sponsor support):** $30004447.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15005994.75
- **C.18.a - Value (excl. sponsor support):** $15005994.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50019948.50
- **C.18.a - Value (excl. sponsor support):** $50019948.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99990214.00
- **C.18.a - Value (excl. sponsor support):** $99990214.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **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):** $20011342.20
- **C.18.a - Value (excl. sponsor support):** $20011342.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000374.00
- **C.18.a - Value (excl. sponsor support):** $100000374.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99996740.00
- **C.18.a - Value (excl. sponsor support):** $99996740.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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: 313385GY6, C.4 - ISIN: US313385GY63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74851073.25
- **C.18.a - Value (excl. sponsor support):** $74851073.25
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5D3, C.4 - ISIN: US3133EP5D36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43007868.57
- **C.18.a - Value (excl. sponsor support):** $43007868.57
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49005023.48
- **C.18.a - Value (excl. sponsor support):** $49005023.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90020116.80
- **C.18.a - Value (excl. sponsor support):** $90020116.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49996412.00
- **C.18.a - Value (excl. sponsor support):** $49996412.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50007417.50
- **C.18.a - Value (excl. sponsor support):** $50007417.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPG66, C.4 - ISIN: US3133EPG669, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47002671.48
- **C.18.a - Value (excl. sponsor support):** $47002671.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30011759.40
- **C.18.a - Value (excl. sponsor support):** $30011759.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005962.05
- **C.18.a - Value (excl. sponsor support):** $15005962.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18002924.82
- **C.18.a - Value (excl. sponsor support):** $18002924.82
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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? 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 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM44, C.4 - ISIN: US3133EPM444, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000482.25
- **C.18.a - Value (excl. sponsor support):** $25000482.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008124.00
- **C.18.a - Value (excl. sponsor support):** $20008124.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPN9, C.4 - ISIN: US3133EPPN96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125013317.50
- **C.18.a - Value (excl. sponsor support):** $125013317.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? No, 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 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000722.15
- **C.18.a - Value (excl. sponsor support):** $5000722.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45018795.15
- **C.18.a - Value (excl. sponsor support):** $45018795.15
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **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 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30006350.10
- **C.18.a - Value (excl. sponsor support):** $30006350.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40002992.40
- **C.18.a - Value (excl. sponsor support):** $40002992.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004430.00
- **C.18.a - Value (excl. sponsor support):** $10004430.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90007506.00
- **C.18.a - Value (excl. sponsor support):** $90007506.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25009805.75
- **C.18.a - Value (excl. sponsor support):** $25009805.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **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):** $25000252.00
- **C.18.a - Value (excl. sponsor support):** $25000252.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35003668.00
- **C.18.a - Value (excl. sponsor support):** $35003668.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000693.30
- **C.18.a - Value (excl. sponsor support):** $30000693.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30012122.70
- **C.18.a - Value (excl. sponsor support):** $30012122.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997751.00
- **C.18.a - Value (excl. sponsor support):** $99997751.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70020304.90
- **C.18.a - Value (excl. sponsor support):** $70020304.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30013246.50
- **C.18.a - Value (excl. sponsor support):** $30013246.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40003903.20
- **C.18.a - Value (excl. sponsor support):** $40003903.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $99995740.00
- **C.18.a - Value (excl. sponsor support):** $99995740.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52017426.76
- **C.18.a - Value (excl. sponsor support):** $52017426.76
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $64996417.20
- **C.18.a - Value (excl. sponsor support):** $64996417.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005474.10
- **C.18.a - Value (excl. sponsor support):** $10005474.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69988110.50
- **C.18.a - Value (excl. sponsor support):** $69988110.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, 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 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124035068.40
- **C.18.a - Value (excl. sponsor support):** $124035068.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005554.30
- **C.18.a - Value (excl. sponsor support):** $10005554.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **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):** $99992562.00
- **C.18.a - Value (excl. sponsor support):** $99992562.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $49997594.50
- **C.18.a - Value (excl. sponsor support):** $49997594.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.470000%
- **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):** $10010569.80
- **C.18.a - Value (excl. sponsor support):** $10010569.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **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):** $50018941.50
- **C.18.a - Value (excl. sponsor support):** $50018941.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $73997973.88
- **C.18.a - Value (excl. sponsor support):** $73997973.88
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $213992801.00
- **C.18.a - Value (excl. sponsor support):** $213992801.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13999915.44
- **C.18.a - Value (excl. sponsor support):** $13999915.44
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $215122184.50
- **C.18.a - Value (excl. sponsor support):** $215122184.50
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **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):** $75043014.75
- **C.18.a - Value (excl. sponsor support):** $75043014.75
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61031731.59
- **C.18.a - Value (excl. sponsor support):** $61031731.59
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70063725.90
- **C.18.a - Value (excl. sponsor support):** $70063725.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **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):** $80042972.80
- **C.18.a - Value (excl. sponsor support):** $80042972.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **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):** $49998811.50
- **C.18.a - Value (excl. sponsor support):** $49998811.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999460.30
- **C.18.a - Value (excl. sponsor support):** $34999460.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.405000%
- **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):** $64998304.80
- **C.18.a - Value (excl. sponsor support):** $64998304.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **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):** $49972780.50
- **C.18.a - Value (excl. sponsor support):** $49972780.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56015114.96
- **C.18.a - Value (excl. sponsor support):** $56015114.96
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **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 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229999236.40
- **C.18.a - Value (excl. sponsor support):** $229999236.40
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **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 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999978.70
- **C.18.a - Value (excl. sponsor support):** $5999978.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87999836.32
- **C.18.a - Value (excl. sponsor support):** $87999836.32
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **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 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147051808.70
- **C.18.a - Value (excl. sponsor support):** $147051808.70
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $104997125.10
- **C.18.a - Value (excl. sponsor support):** $104997125.10
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40020741.20
- **C.18.a - Value (excl. sponsor support):** $40020741.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 4.470000%
- **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):** $25013407.50
- **C.18.a - Value (excl. sponsor support):** $25013407.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $274995253.50
- **C.18.a - Value (excl. sponsor support):** $274995253.50
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.430000%
- **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):** $38524921.44
- **C.18.a - Value (excl. sponsor support):** $38524921.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.465000%
- **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):** $85088389.80
- **C.18.a - Value (excl. sponsor support):** $85088389.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.470000%
- **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):** $70074132.10
- **C.18.a - Value (excl. sponsor support):** $70074132.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.470000%
- **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):** $35036051.75
- **C.18.a - Value (excl. sponsor support):** $35036051.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.470000%
- **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):** $175169333.50
- **C.18.a - Value (excl. sponsor support):** $175169333.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.301000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $842105.15
- **C.18.a - Value (excl. sponsor support):** $842105.15
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **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 74: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $315789.59
- **C.18.a - Value (excl. sponsor support):** $315789.59
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 75: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **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):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 76: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.301000%
- **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):** $3055555.54
- **C.18.a - Value (excl. sponsor support):** $3055555.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.301000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2250000.00
- **C.18.a - Value (excl. sponsor support):** $2250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **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 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1500000.04
- **C.18.a - Value (excl. sponsor support):** $1500000.04
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **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 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **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):** $1250000.04
- **C.18.a - Value (excl. sponsor support):** $1250000.04
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W37, C.4 - ISIN: US690353W371, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $600000.00
- **C.18.a - Value (excl. sponsor support):** $600000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **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 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6000000.01
- **C.18.a - Value (excl. sponsor support):** $6000000.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **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 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1049999.94
- **C.18.a - Value (excl. sponsor support):** $1049999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124442535.00
- **C.18.a - Value (excl. sponsor support):** $124442535.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $157725107.20
- **C.18.a - Value (excl. sponsor support):** $157725107.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44215312.50
- **C.18.a - Value (excl. sponsor support):** $44215312.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195858138.00
- **C.18.a - Value (excl. sponsor support):** $195858138.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: 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):** $145146154.50
- **C.18.a - Value (excl. sponsor support):** $145146154.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $494115345.00
- **C.18.a - Value (excl. sponsor support):** $494115345.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148104150.00
- **C.18.a - Value (excl. sponsor support):** $148104150.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49250993.50
- **C.18.a - Value (excl. sponsor support):** $49250993.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $172233855.50
- **C.18.a - Value (excl. sponsor support):** $172233855.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Notes 4.426000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690067302.60
- **C.18.a - Value (excl. sponsor support):** $690067302.60
- **C.19 - Percentage of Net Assets:** 3.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Notes 4.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150071019.00
- **C.18.a - Value (excl. sponsor support):** $150071019.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Notes 4.546000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100138300.00
- **C.18.a - Value (excl. sponsor support):** $100138300.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.492000%
- **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):** $115066104.30
- **C.18.a - Value (excl. sponsor support):** $115066104.30
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 Home Loan Mortgage Corp          | 2046-02-15      | 3.0000%  | 0.0000% | $4235830.00        | $3464522.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $63067994.00       | $62835479.27       | Agency Collateralized Mortgage Obligation |

### Security 97: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **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: BIV815LZ6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815LZ6
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association               | 2050-09-20      | 1.0000%  | 0.0000% | $200000.00         | $88726.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9205158.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $2050287.00        | $134129.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2046-09-25      | 1.9560%  | 0.0000% | $2409400.00        | $1808311.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.0000%  | 0.0000% | $15176062.00       | $1273382.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2048-06-25      | 2.0000%  | 0.0000% | $7134896.00        | $4346501.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $124032.00         | $43377.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $66169.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2046-02-20      | 3.0000%  | 0.0000% | $132000.00         | $103601.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-02-20      | 3.0000%  | 0.0000% | $2005746.00        | $1291411.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-12-25      | 3.0000%  | 0.0000% | $3500000.00        | $2875413.33        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $72578.00          | $4948.33           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-04-25      | 3.0590%  | 0.0000% | $1590000.00        | $1393064.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $292321.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2043-03-15      | 3.5000%  | 0.0000% | $2087755.00        | $447521.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-11-25      | 3.7227%  | 0.0000% | $91471.00          | $79333.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $5149.00           | $1059.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $46479626.00       | $10692713.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-10-25      | 4.6800%  | 0.0000% | $90000.00          | $91058.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 4.8365%  | 0.0000% | $8820.00           | $1527.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-06-25      | 4.8365%  | 0.0000% | $2744261.00        | $946905.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-12-25      | 5.0000%  | 0.0000% | $2558603.00        | $2501675.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.0000%  | 0.0000% | $4289194.00        | $3983986.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2283%  | 0.0000% | $22522744.00       | $15732202.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 5.2783%  | 0.0000% | $8037274.00        | $6462652.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3283%  | 0.0000% | $835587.00         | $799826.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3283%  | 0.0000% | $2189483.00        | $1406790.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3283%  | 0.0000% | $16988781.00       | $8265071.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3283%  | 0.0000% | $21207885.00       | $16951554.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3483%  | 0.0000% | $6472587.00        | $5592214.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.3583%  | 0.0000% | $36890.00          | $29574.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3783%  | 0.0000% | $1867304.00        | $1608858.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.3783%  | 0.0000% | $20496887.00       | $14553510.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.3883%  | 0.0000% | $1370100.00        | $1231923.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-10-25      | 5.4220%  | 0.0000% | $5603.00           | $5292.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4283%  | 0.0000% | $3417344.00        | $3060701.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.4283%  | 0.0000% | $3577012.00        | $3315687.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4283%  | 0.0000% | $4612680.00        | $4317133.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2063-08-20      | 5.4283%  | 0.0000% | $20335601.00       | $8588027.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4383%  | 0.0000% | $3523053.00        | $3102367.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4583%  | 0.0000% | $2507158.00        | $1971530.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-03-25      | 5.4720%  | 0.0000% | $1108.00           | $1076.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.4783%  | 0.0000% | $42558217.00       | $33825399.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $59572.00          | $59459.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-03-20      | 5.5283%  | 0.0000% | $1322096.00        | $1320651.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5283%  | 0.0000% | $6939988.00        | $3914099.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5283%  | 0.0000% | $29853137.00       | $19955634.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5283%  | 0.0000% | $61061139.00       | $37910396.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5783%  | 0.0000% | $6113309.00        | $3511002.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6283%  | 0.0000% | $17844713.00       | $8031164.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 5.6283%  | 0.0000% | $41890684.00       | $32691061.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-03-25      | 5.6720%  | 0.0000% | $1046162.00        | $979278.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2053-11-25      | 5.7220%  | 0.0000% | $292366.00         | $173543.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 5.7283%  | 0.0000% | $1119174.00        | $490239.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-11-20      | 5.8283%  | 0.0000% | $1353796.00        | $629837.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9783%  | 0.0000% | $104727.00         | $93023.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $921569.70         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3263133.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-03-25      | 5.6720%  | 0.0000% | $18449626.00       | $17490792.73       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association               | 2054-05-20      | 5.0000%  | 0.0000% | $824376.00         | $768152.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $947994.00         | $902526.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $903363.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 5.0000%  | 0.0000% | $1647416.00        | $1017090.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1394150.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1821946.00        | $1496500.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $2547176.00        | $2462297.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $3128880.00        | $2725256.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3873305.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $71956328.00       | $13844197.90       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $33653844.83       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 5.5000%  | 0.0000% | $2000.00           | $143.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 5.5000%  | 0.0000% | $15831.00          | $581.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $814.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $821.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $884.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $914.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $996.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1001.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $8924.00           | $8781.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $9458.00           | $9280.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-08-15      | 5.5000%  | 0.0000% | $520719.00         | $14268.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $22636.00          | $20843.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 5.5000%  | 0.0000% | $341137.00         | $26593.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $36749.00          | $28034.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $35752.00          | $28826.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $605.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 2.0000%  | 0.0000% | $2000.00           | $1132.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $52856.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $902879.00         | $554996.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3364972.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $7672200.00        | $4302197.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $9598722.00        | $5756363.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $25075450.00       | $14731676.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $1000.00           | $825.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $405.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $8058.00           | $5169.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $25687.00          | $15656.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $59079.00          | $37432.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $132331.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 2.5000%  | 0.0000% | $212834.00         | $144045.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 2.5000%  | 0.0000% | $357832.00         | $257854.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $398767.00         | $272121.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.5000%  | 0.0000% | $700000.00         | $371624.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.5000%  | 0.0000% | $1166224.00        | $574571.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $6000000.00        | $3606708.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.5760%  | 0.0000% | $852499.00         | $114006.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $31721.00          | $31094.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $50892.00          | $44588.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $53248.00          | $52541.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.5000%  | 0.0000% | $98128.00          | $64492.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 7.5000%  | 0.0000% | $722528.00         | $595215.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.5000%  | 0.0000% | $1500000.00        | $721880.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 7.5000%  | 0.0000% | $821465.00         | $874274.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1663420.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-09-20      | 5.5000%  | 0.0000% | $731798.00         | $69492.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $92694.00          | $89656.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $166844.00         | $138711.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $333566.00         | $280307.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 5.5000%  | 0.0000% | $444010.00         | $433345.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $509677.00         | $503610.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $532783.00         | $528690.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $780249.00         | $759828.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $793609.00         | $785152.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1131881.00        | $1123120.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1140600.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2054066.00        | $1600827.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2050538.00        | $1642990.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1672691.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $2314116.00        | $1964048.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5749331.00        | $4719791.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $6580859.00        | $5876723.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $7096311.00        | $6102256.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5420%  | 0.0000% | $757856.00         | $765452.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.7360%  | 0.0000% | $23426.00          | $23762.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-11-01      | 5.9170%  | 0.0000% | $8656259.00        | $1079836.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $2000.00           | $254.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $2000.00           | $445.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $850.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $990.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1377.00           | $1333.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $2016.00           | $1392.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2039.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2049.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2059.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2000.00           | $2059.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4071.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $6219.00           | $5210.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $7878.00           | $8035.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $10337.00          | $10579.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 6.0000%  | 0.0000% | $20000.00          | $15035.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $18528.00          | $16245.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $17278.00          | $17562.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-08-20      | 6.0000%  | 0.0000% | $26843.00          | $18970.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $39000.00          | $24675.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $29141.00          | $29596.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $33137.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $40428.00          | $34161.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $60025.00          | $48991.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $82332.00          | $51619.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $84201.00          | $86049.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-05-15      | 3.0000%  | 0.0000% | $1029.00           | $132.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $136.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $685.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 3.0000%  | 0.0000% | $19223.00          | $1618.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $2326.00           | $1797.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $12000.00          | $6597.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.0000%  | 0.0000% | $36000.00          | $7994.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8495.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $13850.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $393273.00         | $287656.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.0000%  | 0.0000% | $1550000.00        | $359298.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1685999.00        | $427441.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 3.0000%  | 0.0000% | $903614.00         | $691633.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $856027.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1343110.00        | $935766.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2856139.00        | $1212661.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $5018171.00        | $1288806.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $3224746.00        | $2455031.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $81128832.00       | $14969334.36       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $22908.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $1000.00           | $49.27             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $122.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $347.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $55925.00          | $2237.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $6784.00           | $5889.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10845.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.5000%  | 0.0000% | $13266352.00       | $780985.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $855902.00         | $800178.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $1277078.00        | $969441.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $84773.00          | $82159.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $292428.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $38563.00          | $39344.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8960%  | 0.0000% | $1057.00           | $0.69              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 4.8990%  | 0.0000% | $5661621.00        | $5564027.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 5.0000%  | 0.0000% | $1000.00           | $131.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $1023.00           | $198.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $320.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $358.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $764.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $777.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $806.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $807.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $956.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $1002.00           | $961.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $965.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1647.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-05-20      | 5.0000%  | 0.0000% | $30000.00          | $11843.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $135942.00         | $12943.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $99999.00          | $13254.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $15206.00          | $14634.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 5.0000%  | 0.0000% | $44931.00          | $24776.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $851431.00         | $40242.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $54984.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $69885.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $459567.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $117713.00         | $118801.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $260763.00         | $219498.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $267353.00         | $271206.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $381255.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.0000%  | 0.0000% | $426546.00         | $418652.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $451638.00         | $461101.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $659498.00         | $672736.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $730941.00         | $745582.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $932856.00         | $928305.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $950550.00         | $950108.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1193655.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1315088.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 6.0000%  | 0.0000% | $1725000.00        | $1343888.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $1617677.00        | $1385309.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1372512.00        | $1389694.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1547624.00        | $1564353.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $1885500.00        | $1905646.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2582700.00        | $2632523.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $2891860.00        | $2931974.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $4382016.00        | $3081998.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.0000%  | 0.0000% | $3495496.00        | $3122524.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3813717.00        | $3223840.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $3634102.00        | $3509264.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $13280336.00       | $13477991.66       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $44267.00          | $55.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.1750%  | 0.0000% | $1000000.00        | $19340.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.1750%  | 0.0000% | $6750000.00        | $71570.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.2160%  | 0.0000% | $44240000.00       | $505577.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 6.3360%  | 0.0000% | $4817039.00        | $43207.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 3.5000%  | 0.0000% | $27000.00          | $21221.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 3.5000%  | 0.0000% | $30614.00          | $21646.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22481.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 3.5000%  | 0.0000% | $46912.00          | $30881.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $44686.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-01-01      | 3.5000%  | 0.0000% | $490000.00         | $77336.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1590000.00        | $177822.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.5000%  | 0.0000% | $4185939.00        | $913395.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 3.5000%  | 0.0000% | $25969722.00       | $2570680.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.5000%  | 0.0000% | $44890613.00       | $5047575.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $78702203.00       | $9491727.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $222270977.00      | $19406994.45       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-05-01      | 3.5600%  | 0.0000% | $296986.00         | $255393.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 3.8000%  | 0.0000% | $1343770.00        | $1251834.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 4.0000%  | 0.0000% | $1207.00           | $47.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.0000%  | 0.0000% | $4500.00           | $318.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $1003.00           | $341.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1196.00           | $371.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $4540.00           | $422.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $746.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.0000%  | 0.0000% | $14909.00          | $1330.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 4.0000%  | 0.0000% | $2000.00           | $1604.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.0000%  | 0.0000% | $5313.00           | $4121.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 4.0000%  | 0.0000% | $29741.00          | $4587.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $20980.00          | $4595.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 4.0000%  | 0.0000% | $125523.00         | $10046.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $20923.00          | $15405.94          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 7.4140%  | 0.0000% | $2843.00           | $54.55             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.4880%  | 0.0000% | $4603110.00        | $33804.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $737.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-10-20      | 4.0000%  | 0.0000% | $1358457.00        | $77173.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $164567.00         | $110691.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $341952.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-09-01      | 4.0000%  | 0.0000% | $2981000.00        | $386260.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.0000%  | 0.0000% | $687231.00         | $526108.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $806749.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1424000.00        | $1067960.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.0000%  | 0.0000% | $1240712.00        | $1119137.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-08-01      | 4.0000%  | 0.0000% | $3935856.00        | $1137162.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 4.0000%  | 0.0000% | $11781745.00       | $2100079.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-10-01      | 4.0000%  | 0.0000% | $27901479.00       | $6442899.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-15      | 4.0000%  | 0.0000% | $18737998.00       | $16357000.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 4.1400%  | 0.0000% | $340705.00         | $322812.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $1032.00           | $101.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-03-01      | 4.5000%  | 0.0000% | $1097.00           | $302.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $844.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $1158.00           | $881.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $932.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1001.00           | $935.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $2000.00           | $1527.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $8000.00           | $6331.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $9706.00           | $9208.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 4.5000%  | 0.0000% | $18888.00          | $14516.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 4.5000%  | 0.0000% | $249028.00         | $19844.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.5000%  | 0.0000% | $58539.00          | $45416.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.5000%  | 0.0000% | $803050.00         | $607366.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $609670.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-07-01      | 6.3870%  | 0.0000% | $18716107.00       | $186300.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.5000%  | 0.0000% | $5774.00           | $96.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $2000.00           | $203.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $795.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $812.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $844.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $917.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $938.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $941.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $1018.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $1013.00           | $1044.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2069.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2087.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $2016.00           | $2107.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.5000%  | 0.0000% | $8805.00           | $4575.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-07-20      | 6.5000%  | 0.0000% | $29000.00          | $4920.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $12625.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $2028760.00        | $39216.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.5000%  | 0.0000% | $54907.00          | $56728.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $67546.00          | $67943.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $205150.00         | $157267.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $742188.00         | $760041.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.5000%  | 0.0000% | $1341866.00        | $821438.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $905434.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1349545.00        | $1090497.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1474638.00        | $1527169.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.5000%  | 0.0000% | $1685240.00        | $1722820.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $2347811.00        | $2404030.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $4980254.00        | $4947360.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 6.5030%  | 0.0000% | $3900000.00        | $17719.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 6.5320%  | 0.0000% | $1500000.00        | $172725.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $129.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.6300%  | 0.0000% | $8146896.00        | $61919.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7540%  | 0.0000% | $1293.00           | $42.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.7830%  | 0.0000% | $1550526.00        | $1442240.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-10-01      | 6.9560%  | 0.0000% | $24998592.00       | $319515.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.9650%  | 0.0000% | $2005460.00        | $2084334.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 7.0000%  | 0.0000% | $1000.00           | $27.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $921.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1031.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 7.0000%  | 0.0000% | $9634.00           | $9937.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 7.0000%  | 0.0000% | $510502.00         | $484458.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1220636.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 7.0000%  | 0.0000% | $2325488.00        | $2057156.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-11-01      | 7.0470%  | 0.0000% | $1532.00           | $6.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 7.2780%  | 0.0000% | $57607.00          | $537.56            | Agency Mortgage-Backed Securities         |

### Security 98: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 | 2025-12-26      | 0.0000%  | 0.0000% | $632500.00         | $617326.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $6568800.00        | $6494441.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $49754000.00       | $49362535.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $96400.00          | $111918.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $3768200.00        | $4541257.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $41397200.00       | $45796882.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $83092100.00       | $102077396.88      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $11991100.00       | $15444792.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $121.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $178615500.00      | $173082625.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $198200.00         | $322687.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $71.72             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $399800.00         | $301852.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $25883200.00       | $26193858.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $181423500.00      | $187652137.59      | U.S. Treasuries (including strips) |

### Security 99: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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 | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $701400.00         | $1087613.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $196.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.69             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $3135500.00        | $3044429.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $23129800.00       | $22242913.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $16999900.00       | $16736844.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $5000.00           | $5090.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $10546200.00       | $10666081.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $21162900.00       | $21668681.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $6356400.00        | $6487162.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $11565600.00       | $10663792.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $74285200.00       | $69352203.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $311600.00         | $287481.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $16666100.00       | $16234568.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $192.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $19000200.00       | $17781581.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $8319500.00        | $7740936.42        | U.S. Treasuries (including strips) |

### Security 100: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 | 2026-07-31      | 0.6250%  | 0.0000% | $883400.00         | $850345.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $128077400.00      | $129434176.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $70111200.00       | $71511291.64       | U.S. Treasuries (including strips) |

### Security 101: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 | 2028-12-31      | 3.7500%  | 0.0000% | $189760400.00      | $191671984.41      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $9894700.00        | $10137350.12       | U.S. Treasuries (including strips) |

### Security 102: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **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: BIV8GAU89, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8GAU89
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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? 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 | 2055-02-01      | 6.5000%  | 0.0000% | $12647719.57       | $12876000.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 7.0000%  | 0.0000% | $12356.98          | $103.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $31787.92          | $205.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $41189.93          | $22530.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $52422.84          | $29876.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $51487.41          | $31271.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $102193.87         | $67087.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $201830.66         | $77071.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $409116.93         | $249735.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $19417.55          | $965.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $3501.14           | $2306.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 2.0000%  | 0.0000% | $10297.48          | $2852.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $5354.69           | $3498.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $4942.79           | $3834.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $234066.11         | $220669.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $266005.61         | $222916.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $280709.38         | $231299.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1276887.87        | $233539.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $242492.33         | $234724.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $793991.33         | $512427.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $592383.09         | $555461.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1141293.91        | $1055729.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $72202860.41       | $1492256.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.5000%  | 0.0000% | $1877737.14        | $1713938.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $36247.14          | $112.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 5.0000%  | 0.0000% | $96349.84          | $128.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $205.95            | $193.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $164759.73         | $233.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 5.0000%  | 0.0000% | $12753.84          | $284.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $55606.41          | $294.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1647.60           | $296.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 5.0000%  | 0.0000% | $234782.61         | $459.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1647.60           | $1148.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $1450000.50        | $1530.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $496495.61         | $1535.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.0000%  | 0.0000% | $5269713.36        | $2009.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $4530.89           | $3713.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $7208.24           | $5334.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $36990.62          | $6508.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $136417.76         | $16257.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $23104.05          | $21667.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $30892.45          | $29019.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $120290.66         | $29566.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $54936.45          | $38823.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $300686.50         | $55964.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $47368.42          | $462.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 7.0000%  | 0.0000% | $35835.24          | $1171.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $108824.62         | $1411.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $80003.41          | $1641.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $548065.40         | $1930.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 7.0000%  | 0.0000% | $69926.70          | $51893.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $226544.62         | $136477.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $32611990.16       | $25568574.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $297745.54         | $253117.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $10356.59          | $6254.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $20594.97          | $7784.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $23684.21          | $12174.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $20183.07          | $12286.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.0000%  | 0.0000% | $163333.11         | $12640.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $32334.10          | $14931.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $39477.67          | $22812.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $135475.95         | $30042.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $92677.35          | $45132.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $112242.56         | $45630.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $154462.24         | $61389.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $82379.86          | $63826.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $102974.83         | $69661.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $146485.19         | $93616.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $308924.49         | $98283.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $189839.86         | $119869.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $241167.05         | $126529.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $321047.51         | $215325.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $354178.63         | $227172.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $504576.66         | $293476.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $739199.04         | $481622.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1029748.28        | $572362.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $1184210.53        | $713777.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $2183066.36        | $1029119.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $1878529.02        | $1212374.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $2059496.57        | $1242147.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $2802964.53        | $1744890.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $4411909.57        | $3678099.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $4427450.11        | $3767349.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $16706342.27       | $10899397.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $205.95            | $161.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $5527.69           | $1464.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $5148.74           | $1796.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $12151.03          | $2459.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $87528.60          | $6396.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $10297.48          | $6606.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $20594.97          | $10620.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $20594.97          | $11131.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $20594.97          | $12145.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $20594.97          | $15103.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $33374.35          | $22109.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $38550.07          | $23828.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $48398.17          | $23962.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $51487.41          | $25786.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $51899.31          | $27267.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $45598.28          | $30492.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $49409.38          | $32206.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $53546.91          | $32713.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $48518.03          | $33853.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $57665.90          | $36321.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $77643.02          | $38349.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $73016.77          | $45304.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $69232.04          | $46620.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $494279.18         | $53716.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $85469.11          | $54560.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $205949.66         | $54992.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $72700.23          | $56431.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 2.5000%  | 0.0000% | $261556.06         | $63729.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $102974.83         | $64175.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $99891.76          | $66009.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $120042.91         | $72560.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $120195.51         | $81697.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $155658.19         | $94075.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $279819.27         | $117291.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $76556.84          | $59002.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $75324.23          | $68548.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 5.0000%  | 0.0000% | $362882.06         | $70578.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $654592.24         | $72068.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 5.0000%  | 0.0000% | $247139.59         | $95503.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $105559.50         | $100439.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $1864487.57        | $122154.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $145593.43         | $137828.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $182716.27         | $121949.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $182063.41         | $136700.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $231693.36         | $148975.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $313259.52         | $155447.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $229799.04         | $156156.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $205360.85         | $160296.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $337919.93         | $196020.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $490129.08         | $326708.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $859136.29         | $441559.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $660810.07         | $500525.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $1204805.49        | $528534.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $786718.83         | $540848.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $867613.59         | $595233.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1132723.11        | $772771.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1053432.49        | $790114.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 2.5000%  | 0.0000% | $1078879.22        | $902946.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $1643661.35        | $1151305.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $4016018.31        | $2614609.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $205.95            | $144.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $205.95            | $145.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $625.68            | $166.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $3423.50           | $276.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2265.45           | $374.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $2059.50           | $424.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1853.55           | $1160.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $226544.62         | $1523.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $21624.71          | $1775.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $8578.83           | $2688.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $13747.14          | $2743.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $1415903.89        | $207557.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $357253.25         | $341547.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.0000%  | 0.0000% | $490101.28         | $453277.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $617848.97         | $482150.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $5124439.36        | $839182.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-07-01      | 4.0000%  | 0.0000% | $5354691.08        | $1501802.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $29336327.71       | $26986758.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $2471.40           | $159.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $2347.83           | $278.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3295.19           | $280.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $15652.17          | $320.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $4530.89           | $340.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $52105.26          | $408.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $6178.49           | $430.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $10297.48          | $703.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $1235.70           | $1061.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $5972.54           | $1176.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $12974.83          | $1257.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $216247.14         | $1710.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $7569.27           | $6860.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $10503.43          | $9208.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $67551.49          | $10165.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $349743.71         | $10578.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.5000%  | 0.0000% | $20594.97          | $13473.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $19194.51          | $15406.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.5000%  | 0.0000% | $51487.41          | $15860.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $20768.79          | $19159.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $73106.77          | $56884.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $83259.47          | $66557.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $226544.62         | $81917.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $134979.82         | $123493.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $201830.66         | $152402.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $261556.06         | $214959.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $141779.66         | $141925.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $173203.66         | $155999.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $217688.79         | $172219.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $208486.75         | $204371.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $222344.49         | $205124.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $205949.66         | $206885.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $219619.98         | $218110.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $229709.04         | $227622.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $262670.46         | $257863.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $283469.93         | $274627.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $300618.12         | $287282.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $359231.60         | $317752.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $343686.32         | $334867.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $346495.68         | $337851.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $538639.50         | $368374.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $431478.95         | $433439.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $512459.79         | $506410.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $556612.72         | $529090.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $810941.60         | $773796.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $1875728.92        | $1801721.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2025714.85        | $1968121.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $3330108.54        | $3017226.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $5668530.34        | $4326062.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $6064192.17        | $5785201.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $7448096.84        | $7257617.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $12965437.89       | $12592237.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $16766047.07       | $16337654.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $29038.90          | $144.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 5.5000%  | 0.0000% | $1400116.41        | $1133.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $906178.49         | $2316.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.5000%  | 0.0000% | $6178.49           | $4015.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $5766.59           | $4230.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $7414.19           | $6900.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $10705.26          | $9630.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $10388.10          | $10197.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $20594.97          | $16673.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $20594.97          | $20400.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $38615.56          | $29424.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $48058.35          | $39843.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $89128.83          | $64522.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $93810.07          | $91059.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $141703.66         | $95789.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $118604.55         | $102310.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $145606.41         | $138507.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $205949.66         | $189549.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $196051.92         | $192474.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $208201.30         | $206396.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $247196.84         | $212654.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $217655.22         | $219790.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $230457.67         | $228915.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $258168.40         | $246069.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $279102.36         | $269071.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $348054.92         | $273549.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $293371.17         | $285615.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $295487.92         | $295738.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $302241.01         | $301106.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $313191.56         | $305461.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.5000%  | 0.0000% | $308137.35         | $313899.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $321363.84         | $320347.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $332986.41         | $326664.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $348474.65         | $346550.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $380561.81         | $373863.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $390476.43         | $388709.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $430484.42         | $389209.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $416077.62         | $413351.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $428023.32         | $428012.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $445454.28         | $450584.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $456080.66         | $456466.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $507415.06         | $504300.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $515376.66         | $507940.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $508549.22         | $508897.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $542611.44         | $537843.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $545281.17         | $545930.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $669336.38         | $574833.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $745274.35         | $729859.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $739060.64         | $733906.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $845233.87         | $771008.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1019049.20        | $1014853.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $1197933.36        | $1155311.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $1779121.03        | $1543698.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $8701.37           | $4276.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $44691.08          | $7468.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $20594.97          | $11724.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $83409.61          | $14284.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $120271.92         | $20891.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $270823.80         | $21413.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 3.0000%  | 0.0000% | $205949.66         | $30359.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $61784.90          | $35871.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $288329.52         | $44439.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $203272.31         | $51973.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $110840.87         | $70658.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $988558.35         | $74181.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $115583.07         | $77740.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $169908.47         | $118169.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $534851.26         | $119731.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $329519.45         | $185335.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1029748.28        | $239230.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $617848.97         | $423117.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $1780173.84        | $1097872.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $7042327.00        | $4268792.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $5331019.02        | $4446775.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $6012481.72        | $4910123.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $7452289.15        | $6314752.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $7625854.46        | $6804037.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $205.95            | $158.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $3295.19           | $330.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $230269.22         | $239394.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $235124.69         | $246185.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $293426.77         | $304752.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $490703.27         | $438471.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $590858.03         | $613842.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $747848.92         | $629733.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $866718.33         | $683373.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $779931.35         | $703530.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $921275.22         | $797832.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1340732.27        | $1167906.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1845243.64        | $1901740.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $2535209.59        | $2668052.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $3422059.50        | $3116856.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $5079125.70        | $4870598.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $7752798.54        | $6079751.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $6278914.46        | $6145553.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6205591.85        | $6379737.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $7058780.53        | $6845179.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $2123958.81        | $1815499.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2178947.37        | $1839211.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $3065766.59        | $2700410.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $5244791.40        | $5024267.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $6010228.83        | $5799545.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $6005473.04        | $5915238.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $9206781.69        | $7807710.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $10411934.42       | $10170797.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $15803139.54       | $15785796.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $32647857.94       | $31354585.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $44445278.10       | $37358550.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $51487.41          | $458.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 6.0000%  | 0.0000% | $187605.10         | $814.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $102974.83         | $2182.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $9473.68           | $9220.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $15240.27          | $13883.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $308924.49         | $19189.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $23357.99          | $20344.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $41189.93          | $29071.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $41189.93          | $41260.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $61784.90          | $45966.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $61784.90          | $47708.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $67345.13          | $53044.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $907401.83         | $55062.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $140230.09         | $142163.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $210150.62         | $151766.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $223030.30         | $165634.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $226544.62         | $192673.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $208415.70         | $195872.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $253493.14         | $205944.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $206400.07         | $206964.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $411.90            | $353.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $617.85            | $473.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $3501.14           | $488.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $2883.30           | $500.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $6178.49           | $679.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $17327.16          | $890.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $10460.18          | $2764.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $26773.46          | $4433.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $31891.30          | $6300.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $239931.35         | $7332.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $61373.00          | $12136.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $174027.46         | $22717.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $385031.53         | $24507.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $539663.27         | $28979.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $2883295.19        | $29220.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $41189.93          | $30336.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $40763.20          | $30785.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $92677.35          | $31256.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-05-01      | 3.5000%  | 0.0000% | $123569.79         | $32977.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $324576.66         | $45213.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $351144.16         | $46040.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $99290.18          | $50159.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 3.5000%  | 0.0000% | $66232.17          | $57961.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $337170.69         | $70068.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $283180.78         | $74124.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $94292.61          | $81149.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $116794.46         | $85507.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $611464.53         | $91476.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $506185.13         | $107344.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.5000%  | 0.0000% | $411899.31         | $162388.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $290781.14         | $205729.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 3.5000%  | 0.0000% | $530638.97         | $492995.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $1991951.26        | $1592700.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $2962173.91        | $2272806.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $4097568.40        | $3385153.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $5629008.19        | $4394871.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $5256560.59        | $4478588.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $36247.14          | $148.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $205.95            | $172.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $79290.62          | $376.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $92677.35          | $817.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $25743.71          | $1570.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $15858.12          | $1595.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $8855.84           | $1596.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $20594.97          | $2113.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $49172.33          | $3310.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $1602782.81        | $4223.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $5560.64           | $4433.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $127669.84         | $6752.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $74026.54          | $6914.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $32951.95          | $8491.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $992581.99         | $13992.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $134119.77         | $14158.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.0000%  | 0.0000% | $605491.99         | $22577.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $41189.93          | $27423.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $39835.19          | $32969.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $255377.57         | $49624.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $308924.49         | $56197.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $102974.83         | $67840.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $1045392.22        | $112562.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $761118.26         | $139118.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $617848.97         | $171711.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $207903.30         | $211762.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $217310.25         | $219490.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $240549.20         | $242487.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $255032.20         | $260259.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $346043.00         | $286015.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $343257.94         | $318161.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $311911.17         | $318223.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $382448.31         | $383880.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $401898.19         | $399905.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $494375.77         | $496784.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $789407.92         | $803433.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1021062.97        | $989794.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1093259.86        | $1112638.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1420758.74        | $1152081.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2677345.54        | $2431701.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2640442.04        | $2665184.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $3040459.70        | $3134182.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $8650364.83        | $8561887.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $8914926.11        | $8972126.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $13076441.26       | $13032042.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $3707.09           | $115.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 6.5000%  | 0.0000% | $267410.39         | $297.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.5000%  | 0.0000% | $91853.55          | $444.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $144164.76         | $507.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 6.5000%  | 0.0000% | $689931.35         | $643.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $42008.99          | $809.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $90617.85          | $78553.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $238434.51         | $86511.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 6.5000%  | 0.0000% | $274188.40         | $195772.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $206677.28         | $217671.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $214804.46         | $224909.10         | Agency Mortgage-Backed Securities |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **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: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-03-25      | 2.0000%  | 0.0000% | $3120000.00        | $801981.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | 2.5000%  | 0.0000% | $18070000.00       | $2044046.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.5000%  | 0.0000% | $4000000.00        | $857422.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-25      | 3.5000%  | 0.0000% | $1125000.00        | $1101837.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.0000%  | 0.0000% | $2000000.00        | $1184146.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 4.5000%  | 0.0000% | $8377000.00        | $7547082.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 4.8334%  | 0.0000% | $1195000.00        | $196042.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 4.8618%  | 0.0000% | $5595000.00        | $2167580.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 4.9134%  | 0.0000% | $344995.00         | $82069.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 4.9392%  | 0.0000% | $1650000.00        | $273452.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $29884400.00       | $22729979.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 5.0834%  | 0.0000% | $1400000.00        | $376805.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 5.1783%  | 0.0000% | $100000.00         | $97988.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $2200000.00        | $838336.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $1999890.00        | $890193.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 5.2720%  | 0.0000% | $25000000.00       | $19420466.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 5.4334%  | 0.0000% | $500000.00         | $122967.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 5.4334%  | 0.0000% | $2200000.00        | $1068862.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 7.1336%  | 0.0000% | $899998.00         | $65821.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $38717375.00       | $38167845.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-25      | 1.5000%  | 0.0000% | $52035000.00       | $28564840.36       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 1.7500%  | 0.0000% | $21489200.00       | $13759763.48       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2720%  | 0.0000% | $44535000.00       | $40922514.64       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.4720%  | 0.0000% | $132875520.00      | $123776634.83      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-04-25      | 5.5000%  | 0.0000% | $78330000.00       | $48456288.06       | Agency Debentures and Agency Strips       |
| Federal Agricultural Mortgage Corp       | 2051-07-25      | 3.2323%  | 0.0000% | $2700000.00        | $1485029.85        | Agency Mortgage-Backed Securities         |

### Security 104: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.400000%
- **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: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association              | 2041-09-25      | 2.0000%  | 0.0000% | $35905800.00       | $628748.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2058-09-16      | 3.1500%  | 0.0000% | $34971.00          | $3864.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2038-10-25      | 3.4300%  | 0.0000% | $6599950.00        | $3847774.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2027-03-25      | 4.8352%  | 0.0000% | $8000000.00        | $63168.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2072-10-20      | 5.2283%  | 0.0000% | $5558192.00        | $5476936.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2053-06-20      | 5.4783%  | 0.0000% | $100000000.00      | $67439148.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2072-11-20      | 5.4983%  | 0.0000% | $1000000.00        | $1010413.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $49877877.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2054-05-20      | 5.6783%  | 0.0000% | $36955600.00       | $21631739.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2036-07-20      | 6.0000%  | 0.0000% | $1548224.00        | $198782.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association           | 2066-06-20      | 6.2971%  | 0.0000% | $3300000.00        | $604269.77         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       M-2    20510125 FLT | 2051-01-25      | 8.0720%  | 0.0000% | $22520999.00       | $22943350.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                    | 2037-01-25      | 2.2500%  | 0.0000% | $8245000.00        | $4773925.79        | Agency Debentures and Agency Strips       |

### Security 105: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8J5SZ0, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8J5SZ0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible 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 | 2053-06-01      | 5.0000%  | 0.0000% | $11364002.40       | $9948946.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $33352688.80       | $27392100.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.5000%  | 0.0000% | $35960164.40       | $31725199.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $36620000.00       | $32933754.15       | Agency Mortgage-Backed Securities |

### Security 106: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8J5UZ7, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8J5UZ7
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **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 | 2027-06-30      | 3.2500%  | 0.0000% | $57798000.00       | $57825156.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $58977738.00       | $58260020.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $64418040.00       | $65775763.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $103111956.00      | $104426366.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $77280228.00       | $77579324.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $91965420.00       | $95133369.84       | U.S. Treasuries (including strips) |

### Security 107: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.320000%
- **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: BIV8L5R21, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L5R21
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $701315.97         | $249189.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $324900.00         | $274808.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $343708.73         | $306745.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $333745.13         | $349992.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $678008.35         | $695685.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1830066.38        | $1564887.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $2484018.83        | $2262942.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2573668.12        | $2665057.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $33250.00          | $26787.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.5000%  | 0.0000% | $68442.12          | $35820.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 1.5000%  | 0.0000% | $12666.67          | $7848.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 1.5000%  | 0.0000% | $131416.67         | $81054.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 1.5000%  | 0.0000% | $316666.67         | $159503.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $331152.58         | $217179.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $3166666.67        | $1809076.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2533.33           | $1358.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $23116.67          | $3539.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 2.0000%  | 0.0000% | $41795.88          | $7461.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $18525.00          | $10176.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $22577.70          | $12984.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $19000.00          | $13911.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $57000.00          | $30681.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $76000.00          | $32608.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $63333.33          | $39429.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $135361.07         | $84238.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $159916.67         | $100498.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $294420.20         | $195258.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $475000.00         | $228326.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1373066.67        | $899356.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $5299260.87        | $3298874.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $6002690.27        | $3961182.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1583.33           | $929.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.5000%  | 0.0000% | $49716.67          | $10755.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $22166.67          | $12200.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $31666.67          | $19792.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $40533.33          | $21308.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $190000.00         | $28226.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $38316.67          | $28544.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $63333.33          | $32096.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $95000.00          | $55847.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $95831.57          | $63511.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $116216.67         | $75064.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.5000%  | 0.0000% | $139168.35         | $75484.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $272333.33         | $110478.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $184349.40         | $132069.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $199565.55         | $144572.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $251750.00         | $148182.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $253333.33         | $150538.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $395455.87         | $153896.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $372328.75         | $258022.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $527941.92         | $366256.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1108333.33        | $578841.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $964554.00         | $715843.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1487680.37        | $761116.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1271133.57        | $781227.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 2.5000%  | 0.0000% | $3618153.22        | $822194.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $2921250.00        | $1643108.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $2566654.27        | $1808226.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $4459984.63        | $2400304.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.5000%  | 0.0000% | $10083730.35       | $4884193.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $10727008.92       | $8572480.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $19598183.33       | $10803144.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $950.00            | $252.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.0000%  | 0.0000% | $633.33            | $469.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $2216.67           | $1032.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $4750.00           | $3697.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $25658.23          | $9284.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $36553.15          | $18380.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.0000%  | 0.0000% | $29766.67          | $18591.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 3.0000%  | 0.0000% | $133720.10         | $28305.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.5000%  | 0.0000% | $1764080.65        | $1274495.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $2950334.57        | $2630080.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $7830998.83        | $7914919.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $19362930.08       | $19361004.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $22643044.80       | $22406767.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $67109818.30       | $58839693.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $74416.67          | $342.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $30561.50          | $378.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 6.0000%  | 0.0000% | $204372.87         | $770.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 6.0000%  | 0.0000% | $579500.00         | $2428.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $684000.00         | $5092.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1904750.00        | $30127.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $106083.33         | $91340.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $241757.90         | $129732.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $237349.27         | $140290.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $247466.45         | $196472.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $375864.33         | $286639.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $340374.55         | $347232.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $471106.27         | $483171.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $482033.17         | $487535.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $530519.90         | $543014.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $793193.00         | $819709.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $821612.57         | $828212.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1160501.95        | $993755.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1556295.70        | $1126914.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1338667.17        | $1357351.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1880364.45        | $1735781.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $3956030.85        | $4013288.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.5000%  | 0.0000% | $9500.00           | $158.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $8550.00           | $5495.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $31666.67          | $23948.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $31666.67          | $30943.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $162279.00         | $131942.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $962741.40         | $226911.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $701416.67         | $276011.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $455800.50         | $325404.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $789721.70         | $705209.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1322539.33        | $914572.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $5744294.07        | $4599563.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $5562785.17        | $4779189.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $5836736.35        | $5057368.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $27264407.20       | $5682434.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $1266.67           | $311.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $1900.00           | $858.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $6767.17           | $899.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $1583.33           | $1271.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $19016.78          | $12655.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $30083.33          | $21649.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $253333.33         | $35603.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $44016.67          | $36389.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 4.0000%  | 0.0000% | $62753.20          | $37060.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $434603.15         | $44823.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $331724.48         | $49891.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 4.0000%  | 0.0000% | $317960.25         | $87826.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $171579.50         | $93961.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $294816.67         | $98789.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $339973.33         | $235345.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $381298.33         | $362632.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $526230.02         | $500236.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.0000%  | 0.0000% | $304000.00         | $30246.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $63333.33          | $42222.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $174166.67         | $43475.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $134714.12         | $90884.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $322005.98         | $230192.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $463110.43         | $242305.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $391400.00         | $271032.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $431933.33         | $274780.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $475000.00         | $311611.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $3488716.67        | $345841.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $6560052.10        | $5416951.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $316.67            | $214.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $633.33            | $253.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $3166.67           | $489.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $4116.67           | $571.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-11-01      | 3.5000%  | 0.0000% | $696650.83         | $1210.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $3388.33           | $1755.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $2850.00           | $2076.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $4750.00           | $3463.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $160420.48         | $41700.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $321416.67         | $46971.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $257858.50         | $66260.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $315083.33         | $75183.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1598826.88        | $96193.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $1694166.67        | $105392.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 3.5000%  | 0.0000% | $202369.63         | $113345.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $2650500.00        | $2067955.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $98268.32          | $1152.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.5000%  | 0.0000% | $33250.00          | $5609.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $57221.03          | $6432.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $69666.67          | $12603.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $685266.67         | $28095.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.5000%  | 0.0000% | $448083.33         | $108414.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $163200.50         | $146117.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $270628.08         | $200619.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $402952.00         | $381105.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $732310.98         | $692647.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $960023.13         | $872176.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $1762293.70        | $1665984.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $2549285.73        | $2125567.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3895000.00        | $2957531.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $12060903.60       | $10448278.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $17137476.55       | $13946365.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $2398944.12        | $999.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.0000%  | 0.0000% | $1583.33           | $1066.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $2216.67           | $1410.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $144083.33         | $3898.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 5.0000%  | 0.0000% | $316666.67         | $5552.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $222859.55         | $15937.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $20603.92          | $17773.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 5.0000%  | 0.0000% | $1803676.65        | $43331.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $316666.67         | $239957.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $316666.98         | $307116.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $2353591.12        | $370297.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $443681.35         | $432263.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $646983.25         | $624331.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $762279.05         | $768286.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $943216.05         | $943249.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $6333333.33        | $5712339.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $6719497.25        | $6425013.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $18230111.45       | $18174836.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-08-01      | 5.5000%  | 0.0000% | $522500.00         | $216.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 5.5000%  | 0.0000% | $223931.78         | $221.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $31666.67          | $340.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $950.00            | $859.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $8102.55           | $6655.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $16105.67          | $15811.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $31954.20          | $31375.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $5227983.63        | $41374.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $102831.17         | $99561.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $127616.67         | $114384.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $133881.28         | $114912.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $145983.33         | $119304.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $229583.33         | $201053.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $605459.70         | $212461.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $316871.55         | $317107.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $332755.87         | $330273.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $357570.18         | $331779.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $335779.08         | $337031.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $380000.00         | $340077.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $373905.43         | $373416.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $381140.00         | $379631.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $473339.40         | $472036.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $482148.12         | $477165.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $519339.35         | $514519.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $703049.72         | $611354.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $826747.63         | $820536.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1060335.85        | $1036738.77        | Agency Mortgage-Backed Securities |

### Security 108: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **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: BIV8L9QA6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L9QA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible 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 | 2037-04-01      | 1.5000%  | 0.0000% | $200349.00         | $133972.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 1.5000%  | 0.0000% | $1114766.00        | $633222.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $12873860.00       | $9652968.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $15436717.00       | $10108973.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $600713.00         | $465818.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $101752.00         | $67177.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $525000.00         | $363026.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.0000%  | 0.0000% | $10124767.00       | $6606208.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $3148000.00        | $2365663.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.0000%  | 0.0000% | $55413.00          | $48641.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $54440376.00       | $50071602.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $1985.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $329005.00         | $4910.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $70779.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $2388000.00        | $1946630.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.5000%  | 0.0000% | $8689351.00        | $8147931.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $32294.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $1028197.00        | $791283.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $7069537.00        | $6594712.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $41862.00          | $35575.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 5.5000%  | 0.0000% | $5600000.00        | $68436.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1018809.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1071224.00        | $1071727.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1074362.00        | $1078422.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $1600205.00        | $1317131.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1459895.00        | $1463549.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2327750.00        | $2323924.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $3427577.00        | $3434205.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $204635.00         | $165017.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $220000.00         | $192862.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1469500.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 7.0000%  | 0.0000% | $270000.00         | $958.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 7.0000%  | 0.0000% | $565000.00         | $1057.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 7.0000%  | 0.0000% | $431851.00         | $450128.84         | Agency Mortgage-Backed Securities |

### Security 109: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9QW8, C.3 - LEI: N/A, C.5 - Other ID: BIV8L9QW8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2030-07-31      | 4.0000%  | 0.0000% | $400.00            | $405.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $81.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $12701100.00       | $8202739.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $62.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $500.00            | $309.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $22845600.00       | $18424375.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $295100.00         | $275136.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $700.00            | $701.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $16688800.00       | $16048338.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $2746700.00        | $2847500.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $1569500.00        | $1546106.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $983.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $400.00            | $396.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $500.00            | $518.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $1552000.00        | $1493609.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $171.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $97.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $1900.00           | $1745.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $5265100.00        | $5076781.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $68424800.00       | $48072108.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $142.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $300.00            | $266.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $7500.00           | $7060.67           | U.S. Treasuries (including strips) |

### Security 110: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9V69, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8L9V69
- **C.18 - Value (incl. sponsor support):** $129775000.00
- **C.18.a - Value (excl. sponsor support):** $129775000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.375 31-AUG-2028 | 2028-08-31      | 4.3750%  | 0.0000% | $100250.00         | $102291982.22      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $23450000.00       | $23927650.70       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6075000.00        | $6198741.07        | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $490000.00         | $312312.11         | U.S. Treasuries (including strips) |

### Security 111: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LESJ4, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV8LESJ4
- **C.18 - Value (incl. sponsor support):** $295000000.00
- **C.18.a - Value (excl. sponsor support):** $295000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $22753311.90       | $14339995.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 4.0000%  | 0.0000% | $2779505.98        | $2278578.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $30729166.67       | $23558377.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $23661458.33       | $22321326.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1783%  | 0.0000% | $27459638.65       | $22379564.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4783%  | 0.0000% | $26919422.97       | $25899290.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5283%  | 0.0000% | $30729166.67       | $23489785.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5283%  | 0.0000% | $61458333.33       | $28455454.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.6783%  | 0.0000% | $61458333.33       | $26021360.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6783%  | 0.0000% | $61458333.33       | $35442364.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8283%  | 0.0000% | $61458333.33       | $28592745.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19018493.90       | $19273195.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $27656250.00       | $28847960.88       | Agency Collateralized Mortgage Obligation |

### Security 112: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF101, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8LF101
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2049-11-15      | 0.0000%  | 0.0000% | $2669640.00        | $752841.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $2847100.00        | $761508.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $2503200.00        | $781594.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.0000%  | 0.0000% | $2857857.80        | $797739.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 0.0000%  | 0.0000% | $3609136.20        | $835926.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $3338700.00        | $900380.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $2632960.00        | $996293.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 0.0000%  | 0.0000% | $3982133.40        | $1100064.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $4007620.00        | $1278783.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $5184500.00        | $1290691.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $3738781.80        | $1338925.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $5457620.00        | $1349451.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $5586140.00        | $1431962.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $6204899.80        | $1566129.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $5960560.00        | $1573504.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $5961580.00        | $1578459.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 0.0000%  | 0.0000% | $7206900.00        | $1683582.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $5313413.40        | $1722587.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $5816320.00        | $1746844.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $4876959.60        | $1793150.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $7305940.00        | $1836070.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 0.0000%  | 0.0000% | $5780640.00        | $1990395.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $7319540.00        | $2089472.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $6474918.00        | $2205020.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $6529720.00        | $2281732.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $8523860.00        | $2361228.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $9002242.00        | $2398224.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 0.0000%  | 0.0000% | $7369116.60        | $2450032.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 0.0000%  | 0.0000% | $12678398.80       | $2993547.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $11880151.40       | $3033228.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 0.0000%  | 0.0000% | $14729999.80       | $3549959.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 0.0000%  | 0.0000% | $15879593.80       | $3737373.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 0.0000%  | 0.0000% | $12603542.80       | $3882105.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 0.0000%  | 0.0000% | $14133066.60       | $4136395.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 0.0000%  | 0.0000% | $12881133.20       | $4495438.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $20531000.00       | $5003815.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 0.0000%  | 0.0000% | $17939660.00       | $5145686.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $24565731.40       | $6084292.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $28664442.80       | $7038840.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $5420.00           | $5512.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 0.0000%  | 0.0000% | $122940.00         | $38172.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 0.0000%  | 0.0000% | $160500.00         | $50472.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $143680.00         | $54589.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 0.0000%  | 0.0000% | $152800.00         | $55573.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $208380.00         | $57027.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $190480.00         | $62370.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 0.0000%  | 0.0000% | $177640.00         | $63768.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $193900.00         | $71414.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $292240.00         | $75463.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $297220.00         | $77784.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $248040.00         | $82302.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 0.0000%  | 0.0000% | $430040.00         | $138919.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 0.0000%  | 0.0000% | $695919.80         | $206082.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 0.0000%  | 0.0000% | $768120.00         | $222144.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 0.0000%  | 0.0000% | $699940.00         | $238316.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $1029720.00        | $259447.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 0.0000%  | 0.0000% | $996780.00         | $301857.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 0.0000%  | 0.0000% | $1254700.00        | $308254.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $913261.00         | $331645.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 0.0000%  | 0.0000% | $987273.20         | $349142.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $1138041.20        | $373810.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $1408500.00        | $381633.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $1161473.40        | $390955.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $1331980.60        | $426359.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $1215660.00        | $453865.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 0.0000%  | 0.0000% | $1889070.00        | $515009.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 0.0000%  | 0.0000% | $1714700.00        | $520924.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 0.0000%  | 0.0000% | $1666380.00        | $526131.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 0.0000%  | 0.0000% | $1622420.00        | $574502.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $2304228.60        | $599498.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $2481620.00        | $642516.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 0.0000%  | 0.0000% | $2350820.00        | $659360.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 0.0000%  | 0.0000% | $2321959.80        | $670154.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 0.0000%  | 0.0000% | $15.80             | $5.96              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 0.0000%  | 0.0000% | $20.00             | $7.80              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $20.00             | $7.91              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $1856.80           | $692.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 0.0000%  | 0.0000% | $23060.00          | $5432.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 0.0000%  | 0.0000% | $38780.00          | $11618.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 0.0000%  | 0.0000% | $53560.00          | $12844.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $53820.00          | $18584.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $70140.00          | $23604.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $85600.00          | $26248.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $114320.00         | $28477.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.0000%  | 0.0000% | $100280.00         | $28687.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 0.0000%  | 0.0000% | $127800.00         | $30390.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $91480.00          | $35154.67          | U.S. Treasuries (including strips) |

### Security 113: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3J8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8LF3J8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2027-10-31      | 0.5000%  | 0.0000% | $1197155.56        | $1103554.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $6181088.89        | $5791554.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $596644.44         | $579791.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $14521633.33       | $14199929.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $11.11             | $7.64              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $144.44            | $116.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $446901322.22      | $444780326.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $6255.56           | $5537.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $15928500.00       | $14413858.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $3772088.89        | $3785297.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $20393900.00       | $19042074.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $297000.00         | $282662.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $6231422.22        | $6015299.63        | U.S. Treasuries (including strips) |

### Security 114: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3L3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8LF3L3
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $42373961.28       | $22185269.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $83754316.80       | $44880352.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $26777344.02       | $16158394.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $78248346.54       | $42237063.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-10-01      | 2.5000%  | 0.0000% | $57314476.80       | $43495070.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $121253959.68      | $45243850.15       | Agency Mortgage-Backed Securities |

### Security 115: Societe Generale

- **C.1 - Title:** Societe Generale 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3P4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8LF3P4
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 | 2025-09-25      | 0.0000%  | 0.0000% | $81270.00          | $80154.98          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $92890.00          | $91238.42          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-03      | 0.0000%  | 0.0000% | $155440.00         | $155366.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $180440.00         | $173511.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $186980.00         | $183814.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $223860.00         | $223022.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $240000.00         | $239689.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $321700.00         | $310311.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $324650.00         | $319923.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $449080.00         | $447026.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $546000.00         | $535423.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $967450.00         | $964615.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $1921710.00        | $1902973.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $2279400.00        | $2233433.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $2702490.00        | $2674573.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-12      | 0.0000%  | 0.0000% | $4050980.00        | $4044782.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $6616870.00        | $6602842.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $14656360.00       | $14347550.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $27276500.00       | $26987369.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $53703040.00       | $29109371.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $38234860.00       | $27174054.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $36266080.00       | $27329097.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $38412460.00       | $31128217.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $51836520.00       | $45982860.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $10877650.00       | $9628197.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $32130770.00       | $30801461.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $93331950.00       | $87145370.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $29420590.00       | $28248626.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $30301990.00       | $29156429.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $49749790.00       | $50017712.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $1080.00           | $1074.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $1510.00           | $1460.64           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $3300.00           | $3246.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $3520.00           | $3508.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $3700.00           | $3667.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $4540.00           | $4481.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $5010.00           | $4953.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $5600.00           | $5555.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $6820.00           | $6715.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-02      | 0.0000%  | 0.0000% | $7300.00           | $7218.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $7470.00           | $7374.53           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $7690.00           | $7627.79           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $8160.00           | $8116.13           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $8900.00           | $8815.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $12760.00          | $12380.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $12630.00          | $12551.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $15130.00          | $15044.97          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $17100.00          | $16895.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $17710.00          | $17595.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $32710.00          | $32629.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $39650.00          | $38914.89          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $39950.00          | $38991.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $41310.00          | $41009.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $53920.00          | $53267.57          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $57790.00          | $57275.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $57540.00          | $57499.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $69120.00          | $68633.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $73790.00          | $71828.66          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-23      | 0.0000%  | 0.0000% | $76200.00          | $75163.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $77790.00          | $77480.32          | U.S. Treasuries (including strips) |

### Security 116: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LF3Q2, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8LF3Q2
- **C.18 - Value (incl. sponsor support):** $40000350.00
- **C.18.a - Value (excl. sponsor support):** $40000350.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $872000.00         | $358347.03         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $40000350.00       | $40810217.09       | U.S. Treasuries (including strips) |

### Security 117: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKGF1, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKGF1
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $89.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $1500.00           | $1509.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $1100.00           | $1012.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $9341200.00        | $9097781.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $12000.00          | $11853.97          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $749900.00         | $728737.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $832.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1001.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $10400.00          | $10000.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $58804600.00       | $36966281.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $493491000.00      | $305887470.44      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $248300.00         | $216512.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $6032900.00        | $5716655.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $7602100.00        | $7795608.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $144461000.00      | $149762546.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $367.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $24265400.00       | $25027801.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $82619200.00       | $79675493.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $87245500.00       | $90034161.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $6000.00           | $6086.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $1100.00           | $1081.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $82990400.00       | $45036256.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $900.00            | $913.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1200.00           | $1122.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $105.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $300.00            | $310.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $2400.00           | $2320.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $300.00            | $257.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $391500.00         | $391362.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $59185000.00       | $59623056.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $201.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1035.56           | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKHP8, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKHP8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2032-01-15      | 0.1250%  | 0.0000% | $281742600.00      | $290868184.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $407000000.00      | $394837373.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $433000000.00      | $397396977.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $705000000.00      | $399636903.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $47669900.00       | $47260571.01       | U.S. Treasuries (including strips) |

### Security 119: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKHW3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKHW3
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 4.9100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2041-02-15      | 4.7500%  | 0.0000% | $220000.00         | $221625.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $575300.00         | $559457.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $11000.00          | $10423.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $34965000.00       | $34916712.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $281000.00         | $223809.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $11050900.00       | $8622165.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $1538900.00        | $890216.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $30027000.00       | $17039777.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $287200.00         | $138888.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $300.00            | $269.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $2100.00           | $2040.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $101900.00         | $99206.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $1952000.00        | $2027324.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $1000.00           | $1044.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $1562500.00        | $1610511.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $46362100.00       | $27914114.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $52697500.00       | $32588402.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $7000.00           | $6611.07           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $3334600.00        | $3164450.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $1200.00           | $1184.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $279400.00         | $216422.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $25098800.00       | $21868016.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $55674400.00       | $28613599.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 6.0000%  | 0.0000% | $400.00            | $412.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $495400.00         | $522409.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 6.3750%  | 0.0000% | $1300.00           | $1391.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 6.5000%  | 0.0000% | $400.00            | $416.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-15      | 3.5000%  | 0.0000% | $400.00            | $401.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $666500.00         | $658440.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $30992203.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $195.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $11700.00          | $8127.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $212900.00         | $143934.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $57023100.00       | $39035751.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $4000.00           | $3833.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $273700.00         | $263621.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $2400.00           | $2241.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $50200.00          | $46792.71          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $599200.00         | $558401.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $7366000.00        | $6842432.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $184.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $500.00            | $485.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $2724400.00        | $2707097.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $17263000.00       | $16442235.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $22751000.00       | $21928011.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $400.00            | $391.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $1200.00           | $1101.91           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $6658700.00        | $5040546.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $99999600.00       | $97017057.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $68.84             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $200.00            | $201.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $23900.00          | $18056.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $5509700.00        | $5584687.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $5477000.00        | $5595760.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $6718600.00        | $6883833.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $500.00            | $512.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $800.00            | $811.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $6142000.00        | $6334977.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $22844300.00       | $21774026.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $22083000.00       | $22103808.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $50717200.00       | $48809076.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $63467500.00       | $61206165.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $82264200.00       | $83404367.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 4.7500%  | 0.0000% | $2000.00           | $2032.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $2000.00           | $2038.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $11000.00          | $11086.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $200000.00         | $204084.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $303000.00         | $305803.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $715800.00         | $723073.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $7536700.00        | $7588510.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $7300.00           | $5836.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $300000.00         | $225113.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $399400.00         | $293482.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 3.0000%  | 0.0000% | $3417200.00        | $3449348.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $19503000.00       | $14546621.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $148.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $500.00            | $402.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $700.00            | $687.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $74036500.00       | $68310117.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $2000.00           | $1851.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $30002600.00       | $25515703.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $36931800.00       | $31165068.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $2000.00           | $1939.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $3000.00           | $2884.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $27354800.00       | $23852776.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $52021400.00       | $28230362.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $55255100.00       | $30532627.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $194.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.4713%  | 0.0000% | $200.00            | $200.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $304.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $500.00            | $498.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $286600.00         | $293303.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $3671500.00        | $3730667.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $10064800.00       | $9413046.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $18808000.00       | $18890367.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $600.00            | $618.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $3000.00           | $3039.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $3900.00           | $4024.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $130600.00         | $135142.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $300.00            | $271.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $120100.00         | $102538.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $8574700.00        | $8665535.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $800.00            | $800.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $3352600.00        | $3096000.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $6885100.00        | $6837427.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $8424500.00        | $8319892.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $22852700.00       | $22680961.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $14000.00          | $13818.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $400.00            | $391.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $1000.00           | $973.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $21561300.00       | $20218130.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $24296000.00       | $22766573.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $367.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $3000.00           | $2883.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $75923300.00       | $46157157.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $20643300.00       | $20897465.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $26065900.00       | $25362169.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $452.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $2400.00           | $1713.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $500000.00         | $444572.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $2166400.00        | $2142530.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $12900.00          | $12962.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $448900.00         | $460346.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1714100.00        | $1699230.76        | U.S. Treasuries (including strips) |

### Security 120: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 5.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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? 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 | 2033-02-15      | 3.5000%  | 0.0000% | $900.00            | $865.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $174.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $17430700.00       | $17874391.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $10200.00          | $10026.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $5448400.00        | $4843494.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $19977700.00       | $20221520.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $74129400.00       | $52912586.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $97668700.00       | $71422559.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $43997800.00       | $41108588.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $10600.00          | $10222.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $78012700.00       | $63126033.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $43904800.00       | $42583678.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $84.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $5998900.00        | $5145553.67        | U.S. Treasuries (including strips) |

### Security 121: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKT42, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8LKT42
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            | 2030-01-31      | 4.2500%  | 0.0000% | $291866.67         | $299416.09         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $3946066.67        | $3576631.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $6254066.67        | $6361889.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-15      | 4.2500%  | 0.0000% | $7666666.67        | $7704067.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $16666600.00       | $17027990.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.4833%  | 0.0000% | $66.67             | $66.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $81733.33          | $83436.88          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $267300.00         | $278768.34         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $3136000.00        | $3174162.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $17229433.33       | $17493625.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $45511666.67       | $46245098.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 4.5463%  | 0.0000% | $1700.00           | $1708.29           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $66.67             | $68.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $125433.33         | $120714.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $5232900.00        | $5060247.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $7433266.67        | $7670858.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $27970666.67       | $28943599.26       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $466.67            | $458.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $107500.00         | $104953.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $33.33             | $34.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $33.33             | $35.15             | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-01-20      | 5.3283%  | 0.0000% | $16666666.67       | $13680627.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3783%  | 0.0000% | $16666666.67       | $6817356.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $10000000.00       | $9630261.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3783%  | 0.0000% | $10000000.00       | $9950405.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4783%  | 0.0000% | $10000000.00       | $9988082.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.4783%  | 0.0000% | $16666666.67       | $12082701.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $16666666.67       | $11812636.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 2.0000%  | 0.0000% | $449.67            | $156.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 2.0000%  | 0.0000% | $873.00            | $390.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2134692.33        | $1113333.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 2.5000%  | 0.0000% | $333.33            | $2.52              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $11454128.00       | $7877894.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $16661259.33       | $9371730.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $27366912.00       | $15323510.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $28247210.67       | $15554749.96       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $30721941.00       | $20379505.44       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $333.33            | $48.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 3.0000%  | 0.0000% | $5588.33           | $56.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $4791.67           | $1060.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 3.0000%  | 0.0000% | $3148.67           | $2313.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $8280790.00        | $5040911.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $17997533.33       | $8692025.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $20908629.33       | $10999263.73       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $16662874.67       | $11103150.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-10-01      | 3.5000%  | 0.0000% | $3408.33           | $26.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $333.33            | $31.24             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $719.67            | $53.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $463.67            | $60.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $333.33            | $240.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $21143.33          | $1561.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $14289133.33       | $6737416.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $18822056.00       | $8574407.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $35220519.00       | $9051618.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $21842533.33       | $12074644.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $184229205.33      | $18455817.94       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $616.00            | $12.14             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $52856452.67       | $3551268.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $10623872.00       | $3610676.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $42810075.00       | $39049609.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-15      | 4.4700%  | 0.0000% | $5087.00           | $4794.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $333.33            | $258.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-11-15      | 4.5000%  | 0.0000% | $333.33            | $313.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-11-15      | 4.5000%  | 0.0000% | $24000.00          | $1034.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $9553.00           | $7342.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $7877459.67        | $7348166.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $8597760.00        | $8342854.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $17994993.00       | $17366605.31       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-15      | 5.0300%  | 0.0000% | $387.67            | $392.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0800%  | 0.0000% | $4643666.67        | $4544878.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-01-15      | 5.1300%  | 0.0000% | $61660.33          | $60789.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $333.33            | $258.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1259.00           | $1188.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $3234.00           | $3191.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3274370.67        | $3283638.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $3668226.67        | $3679929.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3749749.33        | $3780855.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4407333.33        | $4408979.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4730423.33        | $4732190.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $5118637.00        | $4782351.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $4882866.33        | $4879561.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $7502667.00        | $7497647.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7808640.00        | $7781587.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $11964842.67       | $11822438.33       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $17392278.33       | $15017616.95       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $82682330.00       | $82194208.16       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $4411.00           | $46.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $258849.67         | $2947.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3403508.67        | $3474869.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $7362701.33        | $7406769.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $8234331.00        | $7608163.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $23485100.33       | $23518594.55       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $58662139.00       | $58802232.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $8333.33           | $72.39             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $4024453.33        | $3946439.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $4482874.67        | $4715300.51        | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $6149733.33        | $4481758.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-05-15      | 3.0000%  | 0.0000% | $11666800.00       | $8559975.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-04      | 0.0000%  | 0.0000% | $33.33             | $32.97             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $33.33             | $32.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $33.33             | $33.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $33.33             | $33.13             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-20      | 0.0000%  | 0.0000% | $33.33             | $33.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-05      | 0.0000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $2166.67           | $2137.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $2233.33           | $2221.55           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-13      | 0.0000%  | 0.0000% | $3633.33           | $3564.19           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-10      | 0.0000%  | 0.0000% | $51766.67          | $51535.58          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $2373800.00        | $2369617.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $133.33            | $155.37            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 0.2500%  | 0.0000% | $6266.67           | $6208.04           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.2500%  | 0.0000% | $1028066.67        | $1021944.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 0.5000%  | 0.0000% | $33.33             | $31.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $67328833.33       | $56815744.37       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $66.67             | $64.88             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $9533.33           | $8803.68           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $133.33            | $125.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $3666.67           | $3553.93           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $6435066.67        | $5906582.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.1250%  | 0.0000% | $2542666.67        | $2428757.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $2935900.00        | $2516330.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $566.67            | $528.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 1.2500%  | 0.0000% | $1866.67           | $1716.76           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $34640633.33       | $16205321.66       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $10187333.33       | $8603054.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $14633.33          | $12749.69          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $27200.00          | $26481.09          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $33.33             | $21.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $1900.00           | $1656.76           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $3633.33           | $3522.72           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $66.67             | $40.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $7100.00           | $6833.38           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $33.33             | $20.66             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $147066.67         | $138895.36         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $66.67             | $64.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $266.67            | $244.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-30      | 2.7500%  | 0.0000% | $1623400.00        | $1639616.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $5461033.33        | $5379636.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $66.67             | $49.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $4582433.33        | $4418532.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-02-15      | 3.0000%  | 0.0000% | $2866.67           | $2106.45           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $33.33             | $24.76             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $33.33             | $26.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $3266.67           | $3237.67           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $4066.67           | $3239.00           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $2433.33           | $2291.93           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $133.33            | $130.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $7466.67           | $5969.48           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $827600.00         | $824613.19         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $33.33             | $28.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $33.33             | $33.51             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $5033.33           | $5038.35           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $9666666.67        | $9705388.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $50974266.67       | $50998768.67       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $148933.33         | $149671.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $1702900.00        | $1734835.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $2490566.67        | $2185533.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $3606766.67        | $3601785.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $1833.33           | $1856.66           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $82333.33          | $73822.41          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $1663800.00        | $1697025.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $3333333.33        | $3385560.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $12067000.00       | $12251204.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $13446966.67       | $13583980.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $33.33             | $29.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $33.33             | $33.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $66.67             | $66.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $66.67             | $67.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $6266.67           | $6346.55           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $558600.00         | $565211.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $33982000.00       | $34449432.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $38657333.33       | $38817231.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $33.33             | $34.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $66.67             | $60.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $66.67             | $65.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $333.33            | $313.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-28      | 4.2500%  | 0.0000% | $333.33            | $339.94            | U.S. Treasuries (including strips)        |

### Security 122: Banco Santander

- **C.1 - Title:** Banco Santander 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKT75, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8LKT75
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $1479936.00        | $1139046.84        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 3.5000%  | 0.0000% | $168470.00         | $83705.26          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $1154300.00        | $1008403.39        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-11-20      | 4.5000%  | 0.0000% | $999483.00         | $75326.74          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2037-03-20      | 3.0000%  | 0.0000% | $500000.00         | $273700.81         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $7564424.00        | $1940329.91        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $10944114.50       | $1336158.99        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 5.5000%  | 0.0000% | $22043408.50       | $20697036.54       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $18150176.00       | $15498720.99       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $51701312.00       | $50424472.78       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $14500.00          | $8364.67           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.0000%  | 0.0000% | $1851334.00        | $1176306.69        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-11-20      | 3.5000%  | 0.0000% | $2668167.00        | $1761726.32        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-01-20      | 4.0000%  | 0.0000% | $124857.00         | $42153.07          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $7139.00           | $5082.25           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $894595.50         | $923183.74         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $21787402.00       | $21440491.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $9011921.00        | $8458923.89        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 3.0000%  | 0.0000% | $1757244.50        | $899589.18         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $26959787.00       | $2432368.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $7408678.00        | $6614494.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $3997985.00        | $3364289.25        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 3.0000%  | 0.0000% | $1318940.50        | $915268.61         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-04-20      | 4.0000%  | 0.0000% | $319000.00         | $25732.76          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $31371255.00       | $2829642.24        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 3.0000%  | 0.0000% | $324178.00         | $228571.29         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 4.0000%  | 0.0000% | $234700.00         | $130750.75         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $17210848.00       | $15879579.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $33616704.00       | $32350539.73       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 3.0000%  | 0.0000% | $27002742.00       | $14663839.48       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $83515904.00       | $79870195.50       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-10-20      | 2.5000%  | 0.0000% | $500.00            | $90.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $9407850.00        | $3028912.66        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.0000%  | 0.0000% | $2256693.50        | $182495.60         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-04-20      | 3.0000%  | 0.0000% | $953000.00         | $127620.91         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-12-20      | 3.5000%  | 0.0000% | $1048647.50        | $361267.39         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-03-20      | 3.5000%  | 0.0000% | $1899990.00        | $173056.80         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-07-20      | 3.0000%  | 0.0000% | $559999.00         | $77308.57          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $1547756.00        | $996716.18         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $21281408.00       | $17485124.81       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-05-20      | 5.5000%  | 0.0000% | $36500.00          | $3225.15           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 4.0000%  | 0.0000% | $3471904.00        | $2652509.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $99190784.00       | $88482563.79       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.5000%  | 0.0000% | $21652.00          | $8591.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $19509500.00       | $16677150.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $6327680.00        | $5194435.18        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $478446.00         | $42573.96          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $21989440.00       | $17859461.14       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $1420023.00        | $891491.00         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $1921893.50        | $1774054.47        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 3.0000%  | 0.0000% | $167486.50         | $115947.75         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $545291.00         | $257296.18         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $3402308.00        | $3028460.40        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2050-12-01      | 2.8350%  | 0.0000% | $134071.00         | $107189.70         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-08-20      | 5.0000%  | 0.0000% | $9500.00           | $2955.56           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $10601233.50       | $8952987.59        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $10943799.00       | $8981703.09        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $1074853.00        | $817948.89         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $4085528.00        | $711735.74         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $90500.00          | $59073.89          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $38321.50          | $31382.72          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 5.0000%  | 0.0000% | $12500.50          | $5417.41           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-09-20      | 4.0000%  | 0.0000% | $1216566.00        | $115628.72         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $13205360.00       | $12964364.02       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $24030530.00       | $16399442.64       | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $15392700.00       | $15116695.67       | U.S. Treasuries (including strips) |

### Security 123: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKTU4, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8LKTU4
- **C.18 - Value (incl. sponsor support):** $763657377.00
- **C.18.a - Value (excl. sponsor support):** $763657377.00
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2042-05-15      | 3.0000%  | 0.0000% | $3422746.30        | $2680492.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $16.97             | $13.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $16.97             | $16.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $194596.87         | $156465.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1487859.12        | $1105182.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1620633.69        | $1581222.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $2593601.06        | $2570579.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $79624.01          | $64663.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $16.97             | $15.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $2732.20           | $5455.25           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $117229.89         | $97562.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $5382257.19        | $5359501.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $84.85             | $84.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $63655.08          | $63569.20          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $4317328.50        | $4235524.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $13214683.63       | $13111335.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $42425409.83       | $41912389.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $135.76            | $115.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $811275.66         | $692648.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $781323.32         | $778503.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $848474.26         | $847796.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $1193358.90        | $1188689.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $3714259.78        | $2969489.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $16.97             | $16.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $50.91             | $51.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $31140.25          | $31171.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $135744.34         | $135479.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $2890460.14        | $2911853.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $3273120.37        | $3297760.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $8616312.24        | $7390637.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $24222889.57       | $23956004.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $80389159.93       | $80427800.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $50.91             | $44.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $152.73            | $153.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $695.78            | $704.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $118349.92         | $115262.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $33.94             | $34.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $44936.99          | $45508.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $482801.16         | $414024.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $948954.60         | $850859.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $6974720.41        | $7054806.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $5243.78           | $5216.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $12880.35          | $12833.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $24335.22          | $24146.62          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $16970163.93       | $16763649.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $16970146.96       | $17309033.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $21519644.27       | $21848145.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $54173464.01       | $54864293.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $16.97             | $17.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $6737.16           | $6789.96           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $44903.05          | $44752.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $194444.14         | $196070.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $236021.04         | $209176.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $346496.81         | $356022.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $458024.72         | $463863.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $2168888.77        | $2178489.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $4598659.87        | $4653090.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $8485081.97        | $8607692.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $9242290.68        | $9369421.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $11187292.08       | $11233566.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $17193762.81       | $15650378.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $38370287.34       | $38474453.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $16.97             | $17.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $33.94             | $34.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $373.34            | $381.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $12473.07          | $11742.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $980366.37         | $938255.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $3850547.17        | $3490054.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $7637388.34        | $6916212.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $7701790.11        | $7901004.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $11709701.61       | $11941899.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $13406378.60       | $13797127.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $15970112.17       | $16377326.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $16.97             | $17.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $101.82            | $105.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $135.76            | $140.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $1849663.02        | $1896167.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $3190373.85        | $3245809.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $7636556.80        | $7840658.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $77044.54          | $77396.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $16.97             | $16.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $16.97             | $17.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $155684.28         | $156037.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $2006823.71        | $2048651.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $3360109.43        | $3328400.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $19871620.74       | $20724200.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $34679022.13       | $35101039.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $128973.25         | $129601.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $16.97             | $17.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $44156.37          | $45543.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $159638.33         | $153632.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $546388.37         | $546903.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $671305.74         | $682266.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1257438.24        | $1215950.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $2198128.36        | $2119809.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $3738866.52        | $3868919.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $5497026.41        | $5239486.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $5966760.55        | $6136720.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $7214339.12        | $7444933.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $8485132.88        | $8690858.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $24759.47          | $24315.51          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $115974.10         | $116830.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $688275.91         | $681120.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $2617121.71        | $2545051.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $67.88             | $69.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $3156.45           | $3296.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $10962.73          | $11340.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $534661.98         | $563812.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $24912.20          | $24637.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $32141.49          | $31918.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $33906.39          | $33679.72          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $97391.77          | $96246.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $188810.04         | $186283.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $288085.50         | $285621.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $297096.66         | $296992.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $337553.53         | $331129.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $576985.57         | $574409.91         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $755342.00         | $735605.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $908480.76         | $905926.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $1254943.62        | $1233061.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $4447744.21        | $4438332.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-17      | 0.0000%  | 0.0000% | $11080210.35       | $11060687.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $39481714.29       | $39076829.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $279294.96         | $369362.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $1187911.48        | $1102840.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $16.97             | $14.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $16.97             | $17.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $50.91             | $43.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $3241.30           | $3154.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $41169.62          | $38018.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $443566.14         | $479375.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $5464223.08        | $6869895.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $11420.92          | $9673.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $1114922.80        | $1052884.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $2630494.20        | $2549613.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $16.97             | $10.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $16.97             | $14.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $1929796.13        | $1843343.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $817605.53         | $595848.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $1346955.85        | $1001236.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $2379386.69        | $1785439.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $2866260.69        | $2045899.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $16.97             | $15.76             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $84.85             | $81.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $8552.96           | $7970.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $2258694.88        | $1914208.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $8127927.90        | $3802346.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $6957682.36        | $6485434.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $16.97             | $16.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $33.94             | $38.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1149236.47        | $970513.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $5593247.24        | $5150474.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $16.97             | $16.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $101.82            | $98.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $16.97             | $15.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $1470227.12        | $1482029.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $2930390.94        | $1916591.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $33.94             | $18.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $305.46            | $266.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $288.49            | $293.13            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $627.90            | $617.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $3029072.44        | $2970925.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $4247275.66        | $4117973.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $6454245.48        | $4380036.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $67.88             | $66.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $2232934.17        | $1267149.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $1795680.93        | $1778764.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $16.97             | $10.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $43681.20          | $27012.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $466951.03         | $449416.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $516520.88         | $512173.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $1566668.56        | $1522236.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $2614372.55        | $1574085.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $7375199.31        | $5250987.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $16.97             | $16.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $1052.15           | $998.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $1425.49           | $1346.29           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $2392.79           | $1483.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $8603822.20        | $6184351.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $50.91             | $35.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $2562.49           | $2507.83           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $712203.84         | $481497.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $7930140.64        | $5428659.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $16.97             | $16.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $16.97             | $11.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $16.97             | $12.67             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $172637.48         | $168940.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $188623.37         | $182997.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $2318871.08        | $2273546.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 2.7500%  | 0.0000% | $4242507.04        | $4254493.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $33.94             | $33.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $188012.45         | $182936.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $1002173.03        | $704080.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $1053932.03        | $778739.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $1109933.57        | $800442.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $4241964.00        | $4294192.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $36966294.77       | $35644112.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $50.91             | $37.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $203.64            | $148.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $2732.20           | $2007.64           | U.S. Treasuries (including strips) |

### Security 124: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKTW0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8LKTW0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $58818.45          | $36790.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14732322.53       | $8928941.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $28076521.74       | $18077238.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $40937118.52       | $26076875.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $3283764.32        | $1952185.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $10539671.57       | $5401344.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $10540184.45       | $6983687.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $10540184.45       | $7333739.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $14103465.82       | $9576297.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $25049169.96       | $16963356.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $29225018.60       | $20822418.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.2283%  | 0.0000% | $10540184.45       | $6374395.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2283%  | 0.0000% | $69199931.28       | $43288741.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3283%  | 0.0000% | $4216073.78        | $2946849.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.3283%  | 0.0000% | $4896147.56        | $3332083.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.3283%  | 0.0000% | $10539118.63       | $5935612.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.3283%  | 0.0000% | $10539762.85       | $6294731.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3783%  | 0.0000% | $700131.75         | $498000.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3983%  | 0.0000% | $852994.57         | $804728.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4283%  | 0.0000% | $2414596.05        | $2104661.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4283%  | 0.0000% | $10540184.45       | $7512792.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4383%  | 0.0000% | $92289.86          | $74921.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4783%  | 0.0000% | $421.61            | $335.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.4783%  | 0.0000% | $14830372.60       | $14184792.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5283%  | 0.0000% | $3074150.20        | $1678336.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5283%  | 0.0000% | $4699341.03        | $1977335.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5283%  | 0.0000% | $7751398.58        | $6391741.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5283%  | 0.0000% | $10539762.85       | $7543380.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5783%  | 0.0000% | $2107613.18        | $1190240.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.6283%  | 0.0000% | $21080368.91       | $12489831.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.6283%  | 0.0000% | $21080368.91       | $13094886.10       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4720%  | 0.0000% | $582653.39         | $516007.12         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.8720%  | 0.0000% | $21080368.91       | $21090667.74       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.8720%  | 0.0000% | $21080158.10       | $21150703.93       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $215.86            | $168.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $210.80            | $175.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $210.80            | $178.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $210.80            | $182.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $215.86            | $195.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $210.80            | $197.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $210.80            | $198.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $210.80            | $207.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $210.80            | $215.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $210.80            | $217.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $210.80            | $217.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $421.61            | $435.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $421.61            | $438.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 6.5000%  | 0.0000% | $469939.82         | $5887.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $7133596.84        | $13328.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $20658.76          | $16290.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $21080.37          | $21782.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $188338.55         | $194466.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $237427.14         | $209742.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $349422.50         | $299070.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $550439.63         | $538742.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $555589.14         | $572168.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1054923.85        | $1009018.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.5000%  | 0.0000% | $1885404.58        | $1759905.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2267292.33        | $2338261.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $3486255.18        | $3035768.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $6296467.56        | $5371057.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $5953770.75        | $6124960.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $9018205.43        | $9578096.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $12196689.96       | $9700457.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 7.0000%  | 0.0000% | $421.61            | $18.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 7.0000%  | 0.0000% | $210.80            | $191.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.3900%  | 0.0000% | $777817.55         | $785957.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-06-15      | 5.3900%  | 0.0000% | $1224200.26        | $1237011.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $223.24            | $2.23              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $421.61            | $7.16              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-05-15      | 5.5000%  | 0.0000% | $210.80            | $14.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $3220.45           | $150.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $210.80            | $185.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $210.80            | $186.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $210.80            | $188.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $210.80            | $190.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $210.80            | $196.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $210.80            | $197.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $210.80            | $201.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $210.80            | $209.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $210.80            | $209.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $210.80            | $209.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $210.80            | $209.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $210.80            | $210.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $210.80            | $210.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $210.80            | $211.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $212.49            | $211.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $223.45            | $222.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $424.98            | $337.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $421.61            | $389.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $421.61            | $390.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $463.14            | $412.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $421.61            | $413.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $632.41            | $514.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $2262.13           | $2160.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $6534.91           | $5648.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $7588.93           | $6382.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $8853.75           | $6642.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $7799.53           | $7287.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $9486.17           | $7335.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $9486.17           | $8554.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $11433.99          | $9849.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $11237.94          | $10057.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $13440.00          | $10093.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $11938.23          | $11816.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $18129.12          | $13638.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.5000%  | 0.0000% | $846677.21         | $13641.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-15      | 5.5000%  | 0.0000% | $948700.29         | $13720.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $18972.33          | $13939.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $18339.92          | $18199.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $21080.37          | $20900.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $84321.48          | $79771.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $116363.64         | $82756.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $123522.11         | $103376.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 5.5000%  | 0.0000% | $156369.12         | $148626.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $161917.05         | $162144.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $247208.64         | $203128.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 5.5000%  | 0.0000% | $216912.15         | $219154.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $250975.70         | $248905.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $253019.45         | $250060.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $300411.28         | $289744.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $328185.93         | $309116.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $367172.38         | $368056.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $376041.32         | $374536.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $506437.94         | $506627.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $714455.86         | $552700.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $787878.79         | $675689.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $717577.44         | $720777.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $766996.79         | $765805.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $835848.43         | $836512.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $964840.26         | $962008.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $999615.28         | $1001461.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1083541.71        | $1043694.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1047614.65        | $1045992.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $210.80            | $220.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $425.82            | $421.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $421.61            | $442.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $1034.62           | $1092.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $25960.26          | $20982.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $30908.46          | $28215.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 7.0000%  | 0.0000% | $91993.25          | $90120.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $231841.90         | $240719.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $377555.31         | $309382.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 7.0000%  | 0.0000% | $2831262.19        | $2350758.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 7.0000%  | 0.0000% | $2702134.39        | $2458255.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $5919556.47        | $4632982.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $6381611.17        | $6088744.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.5000%  | 0.0000% | $210.80            | $106.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 7.5000%  | 0.0000% | $12000.21          | $292.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $261540.76         | $196142.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 8.0000%  | 0.0000% | $300.18            | $4.53              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1147005.43        | $1144559.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1201483.21        | $1192388.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1239503.77        | $1194852.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1203981.66        | $1203216.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1835044.43        | $1523023.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1866780.92        | $1796973.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2495197.26        | $2011873.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2165847.69        | $2134760.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2762101.71        | $2503664.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2947513.89        | $2901355.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $3925038.21        | $3921462.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $5166418.97        | $5044458.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $5202102.13        | $5132939.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $5180493.49        | $5140676.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $6190558.95        | $5408109.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $10058318.00       | $7376625.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $10729833.57       | $9099318.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $14733955.20       | $11422121.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $12543778.02       | $12184666.62       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $18052193.31       | $17812538.61       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $72099637.63       | $62255486.00       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-03-15      | 5.7500%  | 0.0000% | $33227.09          | $34453.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7900%  | 0.0000% | $1735734.39        | $1794356.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.0000%  | 0.0000% | $458.71            | $6.35              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $2415.60           | $33.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-01-15      | 6.0000%  | 0.0000% | $210.80            | $55.95             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $210.80            | $154.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $210.80            | $174.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $210.80            | $180.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $210.80            | $191.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $210.80            | $191.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $210.80            | $192.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $18223.35          | $194.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $210.80            | $194.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $210.80            | $203.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $210.80            | $213.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $210.80            | $214.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $210.80            | $214.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $210.80            | $214.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $210.80            | $215.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $210.80            | $215.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $262.45            | $266.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $421.61            | $426.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-04-01      | 6.0000%  | 0.0000% | $6517.63           | $6305.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $7293.39           | $7325.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $8662.77           | $8109.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $8454.07           | $8504.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $11472.99          | $10052.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $13277.05          | $11228.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $26510.67          | $21987.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $26561.26          | $26485.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $38998.68          | $30789.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $61149.51          | $60157.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $68089.59          | $66016.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $84321.48          | $72834.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $106445.11         | $100552.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $99482.27          | $101373.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $198955.68         | $202923.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $238424.03         | $218009.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $280294.91         | $254979.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $349958.16         | $351184.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $491014.49         | $437954.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $458971.07         | $467525.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $638746.14         | $623030.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $648358.79         | $666924.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $668735.28         | $681346.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1289557.63        | $803897.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $900666.35         | $875760.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1218037.21        | $924682.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1196413.81        | $946473.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $947598.00         | $965199.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $950865.03         | $978136.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000427.09        | $1021111.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1171679.37        | $1099773.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1257599.16        | $1289145.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1445052.54        | $1453873.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1929571.12        | $1547340.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1579037.68        | $1610586.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $2186165.80        | $2082866.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $2882182.24        | $2746565.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3281157.73        | $3046719.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $5165709.83        | $4596979.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $8741236.36        | $8924728.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10538708.83       | $10356573.51       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $13176149.25       | $13311456.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $220.08            | $166.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $855.65            | $441.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $4848.48           | $2518.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $5059.29           | $3194.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $10329.38          | $6614.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $10540.18          | $6879.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $10540.18          | $7312.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $11172.60          | $8122.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $12859.03          | $9375.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $14334.65          | $9867.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17918.31          | $10370.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $18129.12          | $11827.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $25718.05          | $18383.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $94673.41          | $66748.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $280556.31         | $185139.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $860079.05         | $484405.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1053077.84        | $675449.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1983527.80        | $1130905.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $2385333.12        | $1378734.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $5115354.52        | $3209428.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $6443051.17        | $3258538.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $212.49            | $108.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $210.80            | $124.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $236.10            | $128.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 2.5000%  | 0.0000% | $210.80            | $129.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $210.80            | $133.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $210.80            | $138.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $210.80            | $139.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $210.80            | $139.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $210.80            | $140.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $210.80            | $140.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $210.80            | $161.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $421.61            | $252.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 2.5000%  | 0.0000% | $421.61            | $290.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $421.61            | $297.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $620.61            | $341.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $2108.04           | $1511.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $3373.70           | $1969.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $3623.08           | $2325.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $7588.93           | $5498.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $10961.79          | $6524.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 2.5000%  | 0.0000% | $61133.07          | $6700.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $10329.38          | $6964.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $11172.60          | $7312.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $12015.81          | $7529.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $15766.22          | $9049.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $18722.11          | $11041.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $16185.09          | $11140.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $16864.30          | $11696.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $20652.44          | $12063.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $23820.82          | $15252.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $26772.07          | $17385.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 2.5000%  | 0.0000% | $463768.12         | $18485.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $40685.32          | $24846.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 2.5000%  | 0.0000% | $426877.47         | $26958.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $57514.62          | $34385.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $102373.23         | $68443.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $161077.42         | $104516.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $253807.64         | $125362.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $246311.46         | $160135.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $252964.43         | $165726.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $337707.51         | $218587.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $445415.34         | $253653.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $745524.11         | $464475.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1458241.48        | $709616.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1818837.84        | $846649.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1384404.74        | $860030.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $2768478.31        | $1521567.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $3303715.42        | $1991879.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $4098271.20        | $2994426.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $5191457.18        | $4208244.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $426.67            | $66.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $210.80            | $66.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $215.86            | $91.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $210.80            | $120.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $421.61            | $120.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $210.80            | $122.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $215.65            | $127.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $210.80            | $130.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $210.80            | $131.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $210.80            | $156.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $210.80            | $159.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $210.80            | $163.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $303.56            | $202.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $421.61            | $268.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $6113.31           | $4643.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $8010.54           | $5604.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $42167.48          | $5705.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $9486.17           | $6233.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $15144.77          | $8178.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $21646.59          | $8612.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $12648.22          | $9479.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $16864.30          | $9608.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 3.0000%  | 0.0000% | $17518.63          | $10239.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $15810.28          | $10689.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $18345.19          | $11812.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $156942.50         | $12985.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $20237.15          | $13090.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $21080.37          | $13663.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $61778.97          | $14135.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $23188.41          | $15787.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $95346.09          | $21140.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $35769.17          | $21797.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $32305.67          | $21882.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $34782.61          | $22540.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-02-20      | 3.0000%  | 0.0000% | $58181.82          | $27566.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $71040.84          | $37252.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $367852.44         | $43251.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 3.0000%  | 0.0000% | $403169.22         | $46488.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $62361.84          | $47198.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 3.0000%  | 0.0000% | $84321.48          | $52666.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $105401.84         | $70325.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $336231.88         | $128649.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $249169.96         | $133920.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $545770.75         | $167735.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $470154.62         | $281961.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $421607.38         | $295792.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $421395.73         | $301243.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $538589.93         | $347857.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.0000%  | 0.0000% | $3262127.64        | $477530.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 3.0000%  | 0.0000% | $1035211.38        | $641270.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $6648108.35        | $992645.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $3591298.23        | $1362695.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $10667273.99       | $2889435.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $9497809.33        | $5971544.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $10562944.51       | $7536208.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $41283794.47       | $7849569.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 3.5000%  | 0.0000% | $243.27            | $6.91              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $212.49            | $26.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $210.80            | $33.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $210.80            | $36.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 3.5000%  | 0.0000% | $210.80            | $43.69             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $427.93            | $44.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $210.80            | $47.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $212.28            | $81.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 3.5000%  | 0.0000% | $421.61            | $85.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 3.5000%  | 0.0000% | $215.86            | $88.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $210.80            | $126.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 3.5000%  | 0.0000% | $210.80            | $138.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $210.80            | $147.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $210.80            | $150.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $212.49            | $153.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $210.80            | $155.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $210.80            | $167.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $210.80            | $181.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $421.61            | $272.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $421.61            | $303.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $468.19            | $338.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $421.61            | $340.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $421.61            | $343.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $3373.07           | $2710.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $8010.54           | $5995.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $8642.95           | $6921.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $9597.47           | $7581.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $12648.22          | $9823.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $13702.24          | $10694.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $43214.76          | $14284.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $26156.94          | $19158.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $26900.45          | $20044.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $29723.32          | $20470.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $230578.76         | $31754.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $482014.44         | $37230.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $271092.91         | $38774.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $57804.06          | $42750.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $674571.81         | $54815.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $84534.39          | $55445.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $905266.09         | $62597.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $117683.48         | $76701.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 3.5000%  | 0.0000% | $642951.25         | $92761.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $427157.84         | $97996.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $152621.87         | $115684.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $1678088.43        | $122267.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $174901.50         | $153060.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $197768.01         | $157444.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $1441098.71        | $205274.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 3.5000%  | 0.0000% | $441057.81         | $373756.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $1470205.22        | $787920.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $14988795.78       | $789488.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $3944808.22        | $800678.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $4209631.62        | $802339.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 3.5000%  | 0.0000% | $1037815.02        | $883364.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $2566027.30        | $970241.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $13599058.97       | $1496252.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4975894.81        | $4282325.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $7476313.04        | $4864587.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $47854159.26       | $5291716.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $12511107.88       | $9669771.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $17875628.14       | $12639697.22       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 4.0000%  | 0.0000% | $216.71            | $12.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-04-01      | 4.0000%  | 0.0000% | $210.80            | $15.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $210.80            | $20.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 4.0000%  | 0.0000% | $421.61            | $54.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $210.80            | $142.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $210.80            | $163.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $210.80            | $165.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 4.0000%  | 0.0000% | $421.61            | $185.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $3372.86           | $2895.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $32236.10          | $3681.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $114676.79         | $5709.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $8010.54           | $6480.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.0000%  | 0.0000% | $9275.36           | $7605.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $10540.18          | $8043.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $92753.62          | $9605.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $70296.28          | $10539.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $35836.63          | $23271.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $103555.20         | $24729.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $322529.64         | $27245.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $294448.70         | $30528.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 4.0000%  | 0.0000% | $246306.40         | $37600.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $792106.46         | $72032.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $637293.91         | $145157.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $210812.96         | $160381.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $851087.01         | $193639.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $7473602.11        | $382971.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $535023.56         | $444379.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 4.0000%  | 0.0000% | $950427.83         | $624500.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.0000%  | 0.0000% | $998991.73         | $876815.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 4.0000%  | 0.0000% | $1540186.77        | $1414409.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $10000138.92       | $1608686.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 4.0000%  | 0.0000% | $2553035.05        | $2254863.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $6829356.52        | $2295064.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $45226954.20       | $3038665.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $9714498.45        | $7166605.22        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $10143590.83       | $7283736.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.5000%  | 0.0000% | $210.80            | $5.85              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-12-01      | 4.5000%  | 0.0000% | $210.80            | $38.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 4.5000%  | 0.0000% | $210.80            | $68.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.5000%  | 0.0000% | $431.73            | $111.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $212.07            | $164.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $210.80            | $164.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $210.80            | $178.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $210.80            | $192.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $210.80            | $197.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $210.80            | $197.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $210.80            | $199.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $421.61            | $397.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 4.5000%  | 0.0000% | $2318.84           | $1998.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $3162.06           | $2521.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $3247.43           | $2709.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $13491.44          | $8754.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $13702.24          | $10389.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $14355.73          | $12341.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $15810.28          | $12803.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $18972.33          | $17600.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $21080.37          | $19421.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $115942.03         | $21243.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $52700.92          | $37201.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $49843.06          | $38546.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $252328.64         | $40431.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $55862.98          | $44041.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 4.5000%  | 0.0000% | $131364.43         | $114909.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $194687.75         | $154088.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $206271.41         | $193729.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $341918.31         | $337911.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-05-01      | 4.5000%  | 0.0000% | $513542.45         | $507382.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $564553.99         | $524607.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $583803.95         | $550201.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $723854.33         | $645436.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $763043.79         | $722777.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $669.93            | $13.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 5.0000%  | 0.0000% | $210.80            | $20.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-01      | 5.0000%  | 0.0000% | $210.80            | $147.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $4474.52           | $174.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $210.80            | $177.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $212.49            | $182.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $210.80            | $183.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $210.80            | $185.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $210.80            | $192.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $210.80            | $202.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $210.80            | $205.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $210.80            | $205.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $421.61            | $382.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $424.14            | $411.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $727.27            | $698.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1054.02           | $913.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $7378.13           | $5937.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $8432.15           | $6669.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $7799.74           | $7071.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 5.0000%  | 0.0000% | $9696.97           | $7098.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $9417.44           | $7601.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $13913.04          | $10064.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $17697.81          | $15667.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $473170.38         | $17451.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $33096.18          | $30511.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $41739.13          | $33272.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $58439.00          | $45611.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $73781.29          | $55304.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-03-01      | 5.0000%  | 0.0000% | $160011.17         | $113079.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $439525.69         | $120129.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 5.0000%  | 0.0000% | $17272613.44       | $180794.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $10168601.21       | $251298.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $270794.20         | $258084.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 5.0000%  | 0.0000% | $479599.89         | $482591.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $658921.74         | $536836.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $836364.48         | $731894.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $879996.63         | $787898.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-04-15      | 5.0000%  | 0.0000% | $1255603.69        | $1215348.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $2712877.58        | $2087906.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $2812188.67        | $2288934.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $3699446.22        | $3586917.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $4767473.41        | $3765868.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $5030538.29        | $4074600.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $10116000.21       | $7928859.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $11681964.69       | $11274028.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $23034144.72       | $21842108.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 1.5000%  | 0.0000% | $31335.55          | $15610.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 1.5000%  | 0.0000% | $9315985.24        | $5223807.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $215.86            | $112.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $215.86            | $112.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $210.80            | $114.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $210.80            | $127.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $210.80            | $133.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $210.80            | $134.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $210.80            | $136.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $210.80            | $161.86            | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $9.09              | $4.49              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $21.08             | $7.90              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $21.08             | $20.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $63.24             | $22.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 0.0000%  | 0.0000% | $84.32             | $28.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 0.0000%  | 0.0000% | $126.48            | $50.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 0.0000%  | 0.0000% | $168.64            | $69.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-24      | 0.0000%  | 0.0000% | $9380.76           | $9323.65           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.0000%  | 0.0000% | $26645.59          | $26461.09          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-14      | 0.0000%  | 0.0000% | $230218.71         | $228249.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-17      | 0.0000%  | 0.0000% | $669723.32         | $668543.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-17      | 0.0000%  | 0.0000% | $782482.21         | $778353.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $210.80            | $218.15            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $1243446.64        | $1213240.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $168.64            | $78.89             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $742851.12         | $692430.59         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $880379.45         | $857437.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $938687.75         | $872376.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 2.1250%  | 0.0000% | $421.61            | $396.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $88137.02          | $64231.86          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $21.08             | $16.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $59467.72          | $58021.56          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $430039.53         | $342516.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $3334281.95        | $3304685.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $126.48            | $126.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $139362.32         | $139920.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $77976.28          | $78362.85          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $647588.93         | $657474.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $210.80            | $208.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $1554888.01        | $1593128.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $210.80            | $218.20            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $988479.58         | $936663.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $3765923.58        | $3831359.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $210.80            | $216.81            | U.S. Treasuries (including strips)        |

### Security 125: Natixis

- **C.1 - Title:** Natixis 4.360000%
- **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: BIV8LKTY6, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8LKTY6
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2075-04-20      | 5.1683%  | 0.0000% | $1552.50           | $1549.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6220%  | 0.0000% | $1397925.00        | $1338579.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Banks                  | 2038-06-01      | 4.1500%  | 0.0000% | $1377000.00        | $1263673.89        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2620%  | 0.0000% | $81204525.00       | $77370023.24       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.3220%  | 0.0000% | $48667.50          | $31666.79          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $679.05            | $671.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $675.00            | $672.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $691.20            | $690.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $4386731.85        | $38910.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $274982.85         | $227204.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $17607153.60       | $17259817.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $712.80            | $645.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $675.00            | $684.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $675.00            | $685.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $676.35            | $686.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $675.00            | $687.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $675.00            | $688.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $675.00            | $688.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $675.00            | $688.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1392.53           | $1386.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2089.80           | $2118.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2200.50           | $2230.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $485524.80         | $492994.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $538940.25         | $546127.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $783881.55         | $799737.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1149231.38        | $1170437.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1455462.68        | $1476255.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $4683025.80        | $3873953.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $6918750.00        | $5962901.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $81000000.00       | $71530120.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $675.00            | $697.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $675.00            | $698.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $675.00            | $699.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $675.00            | $699.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $675.00            | $700.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $675.00            | $702.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $675.00            | $703.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $735.75            | $760.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $593216.33         | $616564.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $593216.33         | $616564.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1235688.75        | $1284371.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1271385.45        | $1314476.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 7.0000%  | 0.0000% | $675.00            | $702.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $1350.00           | $1434.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-15      | 7.5000%  | 0.0000% | $214255.80         | $224638.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1814.40           | $1694.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $55883.25          | $3796.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $31073.63          | $29796.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $947218.73         | $925753.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1439010.90        | $1366052.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2042892.23        | $1608287.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2144844.23        | $1909501.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $2992485.60        | $2918211.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $9306100.80        | $8875072.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $22934275.20       | $20504636.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 5.0600%  | 0.0000% | $675.00            | $691.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $675.00            | $519.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $675.00            | $543.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $675.00            | $590.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $675.00            | $601.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $675.00            | $647.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $675.00            | $663.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $9450.00           | $5517.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 2.0000%  | 0.0000% | $219715.20         | $127104.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $6006592.13        | $3584549.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5811013.58        | $4319992.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 2.0000%  | 0.0000% | $11747226.83       | $6863109.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $15139764.00       | $8808095.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $675.00            | $447.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $285525.00         | $173777.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $3625956.90        | $2315231.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $4787977.50        | $3075847.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $60513004.80       | $37700759.18       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $702.00            | $154.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $675.00            | $265.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.0000%  | 0.0000% | $675.00            | $401.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 3.0000%  | 0.0000% | $1957.50           | $632.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1343.25           | $913.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1343.25           | $913.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $2272502.25        | $1740524.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 3.0000%  | 0.0000% | $1969519.05        | $1753951.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $68748739.20       | $21763411.02       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $1395.23           | $212.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $17945.55          | $12159.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $1431546.75        | $62222.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $253756.80         | $234383.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.5000%  | 0.0000% | $6382232.33        | $1754797.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 3.5000%  | 0.0000% | $4337629.65        | $2433984.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1858.95           | $384.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 4.0000%  | 0.0000% | $47250.00          | $12007.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $75898.35          | $20292.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 4.0000%  | 0.0000% | $9935580.83        | $755732.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.0000%  | 0.0000% | $2265023.93        | $2066096.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $163674777.60      | $12358031.33       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $691.20            | $549.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $675.00            | $585.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 4.5000%  | 0.0000% | $844415.55         | $620373.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 4.5000%  | 0.0000% | $1048034.70        | $701256.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.8130%  | 0.0000% | $9137069.33        | $8048500.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1814.40           | $1694.39           | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $2295000.00        | $2210334.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $135.00            | $98.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 3.0000%  | 0.0000% | $1012.50           | $761.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $1350.00           | $985.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $351067.50         | $250285.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 3.0000%  | 0.0000% | $5778675.00        | $4324672.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $67.50             | $53.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $67.50             | $66.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $202.50            | $197.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $405.00            | $405.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $1350.00           | $1094.00           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $67.50             | $67.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $4471942.50        | $4204545.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $67.50             | $66.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $455962.50         | $437662.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $12943260.00       | $12956145.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $12943260.00       | $12956145.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $742.50            | $628.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $660150.00         | $657585.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $67.50             | $67.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $67.50             | $67.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $135.00            | $134.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $1822.50           | $1822.94           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 3.7500%  | 0.0000% | $5304217.50        | $5340251.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $9477000.00        | $9563512.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $67.50             | $68.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.8750%  | 0.0000% | $675.00            | $598.78            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.8750%  | 0.0000% | $168277.50         | $168629.61         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $199800.00         | $199292.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $388800.00         | $377941.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $644962.50         | $564794.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $3375000.00        | $3386725.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $3374932.50        | $3399578.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $4296375.00        | $4358949.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $5254470.00        | $5156172.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $67.50             | $68.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $607.50            | $609.82            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $2025607.50        | $2049919.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $2324430.00        | $2291752.50        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $9351922.50        | $8010767.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $8295412.50        | $8412453.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $13689877.50       | $13887095.61       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $67.50             | $61.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 4.1250%  | 0.0000% | $202.50            | $203.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $67.50             | $42.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $202.50            | $196.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $877.50            | $607.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $1012.50           | $1013.84           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $5866020.00        | $5644069.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $67.50             | $66.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $202.50            | $142.36            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $2693655.00        | $2006188.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-15      | 2.8750%  | 0.0000% | $66015.00          | $66819.54          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $6074932.50        | $5832411.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $135.00            | $81.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $405.00            | $409.99            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $675.00            | $679.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $810.00            | $806.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $169087.50         | $149665.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $1211962.50        | $1221442.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $1732657.50        | $1755078.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $3375067.50        | $3379430.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $67.50             | $69.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $202.50            | $183.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $202.50            | $190.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $742.50            | $755.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $67500.00          | $68889.66          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $337432.50         | $345574.91         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $515160.00         | $491940.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $1613925.00        | $1659244.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $1485.00           | $1488.05           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-03      | 0.0000%  | 0.0000% | $67.50             | $67.23             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-02      | 0.0000%  | 0.0000% | $270.00            | $266.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-25      | 0.0000%  | 0.0000% | $270.00            | $266.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-04      | 0.0000%  | 0.0000% | $270.00            | $266.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $810.00            | $795.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 0.0000%  | 0.0000% | $2025.00           | $2010.27           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-06-10      | 0.0000%  | 0.0000% | $338040.00         | $337603.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $1406295.00        | $1356512.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $19109520.00       | $18954923.98       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $607.50            | $684.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 1.1250%  | 0.0000% | $202.50            | $188.42            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $472.50            | $286.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $16874730.00       | $15487221.00       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $67.50             | $31.51             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $67.50             | $65.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $2241675.00        | $1896645.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $10800000.00       | $10022594.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $1736100.00        | $1969197.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $3331260.00        | $3066663.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $5892750.00        | $3670508.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $59737.50          | $53652.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 1.5000%  | 0.0000% | $1078650.00        | $1050140.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $54000000.00       | $50123814.71       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-15      | 1.6250%  | 0.0000% | $67.50             | $69.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $3307.50           | $3029.40           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $1485.00           | $1488.05           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $309892.50         | $320991.24         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $674460.00         | $691334.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $1498500.00        | $1416831.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $2510392.50        | $2553274.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $9408960.00        | $9646836.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-31      | 4.4263%  | 0.0000% | $67.50             | $67.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $742.50            | $693.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $2650455.00        | $2687943.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $10580017.50       | $10704377.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $67.50             | $64.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $202.50            | $205.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $607.50            | $583.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 4.6250%  | 0.0000% | $1350.00           | $1363.06           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $8100.00           | $7793.78           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 4.6250%  | 0.0000% | $9450.00           | $9581.62           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 4.6250%  | 0.0000% | $9450.00           | $9581.62           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $6132780.00        | $6345783.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $6132780.00        | $6345783.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $607.50            | $684.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $1090125.00        | $1440707.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-31      | 0.2500%  | 0.0000% | $67.50             | $66.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $145665.00         | $102182.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-28      | 0.5000%  | 0.0000% | $202.50            | $197.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $67.50             | $62.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $2430.00           | $2047.03           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $81067.50          | $68836.18          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 0.7500%  | 0.0000% | $135.00            | $129.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $321772.50         | $296867.14         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-15      | 0.7500%  | 0.0000% | $453060.00         | $568991.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $9172102.50        | $9443021.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $675.00            | $655.42            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 4.8750%  | 0.0000% | $67.50             | $69.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 4.8750%  | 0.0000% | $1927125.00        | $1945907.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $7129755.00        | $7369487.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-31      | 5.0000%  | 0.0000% | $8100000.00        | $8152261.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 5.2500%  | 0.0000% | $540.00            | $563.59            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $540.00            | $555.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $9935797.50        | $8644167.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $423562.50         | $276420.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $135.00            | $132.78            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $540.00            | $503.82            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $810.00            | $548.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $3172.50           | $2132.73           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $2110387.50        | $1218628.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $4725000.00        | $4591533.95        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 2.1250%  | 0.0000% | $540.00            | $572.08            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $67.50             | $41.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $675000.00         | $655394.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $5399730.00        | $5192683.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $49127512.50       | $31649814.72       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $67.50             | $41.79             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $67.50             | $42.36             | U.S. Treasuries (including strips)        |

### Security 126: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKTZ3, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8LKTZ3
- **C.18 - Value (incl. sponsor support):** $605000000.00
- **C.18.a - Value (excl. sponsor support):** $605000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2052-03-01      | 2.5000%  | 0.0000% | $504.17            | $367.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $25605.11          | $11582.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $3831775.06        | $2894251.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2028-05-01      | 3.0000%  | 0.0000% | $3676.89           | $292.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $43631591.67       | $10060240.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $3743437.50        | $647784.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $6742014.13        | $1214686.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 4.0000%  | 0.0000% | $917.58            | $60.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $3175.75           | $490.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 4.0000%  | 0.0000% | $5473.74           | $1786.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $206658.42         | $49811.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $2014588.49        | $150872.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $5358199.14        | $1486038.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $2115634.58        | $1689448.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $2169441.77        | $1715303.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $7837000.60        | $6368193.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $61103657.40       | $14028411.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $28087982.08       | $21521868.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 4.7600%  | 0.0000% | $2016666.67        | $2004038.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $504.17            | $440.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $3521402.50        | $2939083.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $7573714.68        | $6811940.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $10083333.33       | $8102066.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $10768193.33       | $8879547.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $32715375.00       | $31652247.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $47816366.08       | $44555212.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $68743811.67       | $53612437.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $72237838.93       | $68948286.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $3673156.67        | $3048677.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $15110049.95       | $14811768.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $23952019.07       | $23350412.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $50953377.29       | $50564392.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $56037579.49       | $52356010.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $98025560.60       | $97446858.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 6.0000%  | 0.0000% | $1330316.35        | $103411.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.0000%  | 0.0000% | $11720362.50       | $11561695.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $504.67            | $453.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $504.17            | $454.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $562.65            | $552.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $2647026.25        | $2651850.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.5000%  | 0.0000% | $12646113.33       | $12208166.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $104161204.40      | $56435241.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 7.0000%  | 0.0000% | $504.17            | $471.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $504.17            | $482.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $3489488.75        | $3212311.08        | Agency Mortgage-Backed Securities |

### Security 127: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKU65, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8LKU65
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 0.0000%  | 0.0000% | $11701333.58       | $11726175.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0000%  | 0.0000% | $13611111.11       | $13649331.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4783%  | 0.0000% | $640.89            | $620.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $1003968.97        | $996275.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.6283%  | 0.0000% | $15664110.97       | $10927423.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7313%  | 0.0000% | $25925925.86       | $26037848.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $1382405.31        | $116808.82         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15996450.56       | $1803786.91        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.2978%  | 0.0000% | $162606453.72      | $600629.73         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $426696.08         | $21621.41          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $2187500.00        | $263383.79         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $6238184.17        | $530610.94         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $15226258.06       | $2099031.19        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $19444444.44       | $2459571.61        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $674032.33         | $35433.73          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $2026147.47        | $66343.28          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $10549184.72       | $138797.09         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $3727531.69        | $534894.29         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-01-25      | 3.0000%  | 0.0000% | $7291666.67        | $902058.53         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.0000%  | 0.0000% | $10026125.28       | $1548226.05        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $19120874.31       | $2960878.44        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $499033.69         | $42201.88          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $5883343.28        | $91107.60          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $8333333.17        | $201106.01         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $27328994.00       | $629641.78         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $25534905.28       | $737999.62         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.5000%  | 0.0000% | $5778790.31        | $1032086.07        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $9721180.78        | $1224863.81        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $718755.33         | $68604.47          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $490404.06         | $91782.70          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $2853347.00        | $110211.80         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $10001254.28       | $168223.08         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $1712597.83        | $169981.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $9268433.03        | $259231.63         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $3888888.89        | $794712.83         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $4239950.75        | $88572.81          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $1036378.00        | $94692.26          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $750151.69         | $148927.74         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $6027777.78        | $1332093.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $9436047.06        | $1975250.49        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $11810836.33       | $2187564.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $14583333.33       | $2869261.86        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.8002%  | 0.0000% | $2534800.33        | $169282.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $964662.42         | $79213.73          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $1919095.11        | $262899.40         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $7777777.78        | $1723888.60        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $8959682.67        | $1873615.04        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $2179335.47        | $105566.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $19444444.44       | $1431475.65        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $1214377.50        | $73084.95          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $287155.75         | $19171.05          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-06-15      | 5.5000%  | 0.0000% | $18141093.64       | $33861.94          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $6008333.33        | $126057.04         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $4861111.11        | $1102078.99        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $13611111.11       | $2591576.86        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $32546213.39       | $7555448.57        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $277489.92         | $43702.63          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $8963888.89        | $1774722.94        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $9688153.61        | $1903582.81        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $11741822.94       | $2494689.04        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $20650257.64       | $3899275.55        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $8017361.53        | $162900.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $3342289.81        | $609157.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $276625.03         | $47778.82          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $19509607.06       | $1517383.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $656406.92         | $683879.56         | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $53572225.00       | $55870707.78       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $2656597.22        | $2791589.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $25376516.67       | $26138039.72       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $8617875.00        | $8513665.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $11040108.33       | $10616424.84       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $44837333.33       | $43987767.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $3294841.67        | $3222966.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $5833333.33        | $5810510.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $2389877.78        | $2392259.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-31      | 3.7500%  | 0.0000% | $19205880.56       | $19306694.10       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $294622.22         | $300147.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-15      | 3.8750%  | 0.0000% | $15103686.11       | $15225251.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-15      | 4.0000%  | 0.0000% | $972222.22         | $989008.38         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $1625944.44        | $1650122.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $2567463.89        | $2592131.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $2916588.89        | $2946306.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $2936344.44        | $2970060.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $3888888.89        | $3938480.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $11704719.44       | $11795236.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $50335250.00       | $49722705.90       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $4861.11           | $4901.77           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $517805.56         | $524928.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 4.1250%  | 0.0000% | $972222.22         | $987089.84         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $2784872.22        | $2838903.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $7554925.00        | $7614143.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $58232377.78       | $58771219.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $4278594.44        | $4370130.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $37933136.11       | $38739992.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $70516055.56       | $72571351.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $74295550.00       | $76117517.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 4.3750%  | 0.0000% | $49777.78          | $50558.05          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $5309888.89        | $5442788.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $14487102.78       | $14851336.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.3993%  | 0.0000% | $1114361.11        | $1118441.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $3888947.22        | $3588155.08        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $2382177.78        | $2025922.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $1932505.56        | $1636829.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $7465013.89        | $6937668.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $10045894.44       | $9812562.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $948752.78         | $886204.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-31      | 2.7500%  | 0.0000% | $4861.11           | $4874.85           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $600561.11         | $551470.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 2.8750%  | 0.0000% | $183341.67         | $184636.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 2.8750%  | 0.0000% | $7296041.67        | $7035082.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-07-15      | 3.0000%  | 0.0000% | $139727.78         | $141042.32         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $41027.78          | $41099.19          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 3.5000%  | 0.0000% | $4647416.67        | $4607734.82        | U.S. Treasuries (including strips)        |

### Security 128: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **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: BIV8LL5T1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8LL5T1
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $122117321.00      | $122002873.68      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2054-12-25      | 0.1250%  | 0.0000% | $4615168.00        | $3427797.23        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2051-10-25      | 5.0000%  | 0.0000% | $54052723.00       | $52999838.98       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-05-25      | 5.5720%  | 0.0000% | $108227535.00      | $107169490.17      | Agency Debentures and Agency Strips       |

### Security 129: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LMKT2, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: BIV8LMKT2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-11-15      | 1.3750%  | 0.0000% | $593315500.00      | $500177106.92      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Invesco Treasurer's Series Trust

**Date:** 2025-06-06

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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