# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001410368-26-022219
**Filing Date:** 2026-3
**Character Count:** 413436
**Document Hash:** a4b081c6ef78eb2689ec1ae685ea9c0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022219.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022219

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** State Street Navigator Securities Lending Trust
- **CENTRAL INDEX KEY:** 0001011008

**ORGANIZATION NAME:**
- **EIN:** 043313514
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 26729246

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19980914

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19960320

## Series and Classes Contracts Data

### State Street Navigator Securities Lending Government Money Market Portfolio (Series ID: S000009767)

| Class ID   | Class Name                                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000026831 | State Street Navigator Securities Lending Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001011008

### General Information

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

**Registrant Full Name:** State Street Navigator Securities Lending Trust

**CIK Number of Registrant:** 0001011008

**LEI of Registrant:** 5493005HD34MZLK62085

**Name of Series:** State Street Navigator Securities Lending Government Money Market Portfolio

**LEI of Series:** 5493008BJIBKQ5KTIF74

**EDGAR Series Identifier:** S000009767

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

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

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

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

### Service Providers
| Role                          | Details                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                      | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA  |  |
| Administrator                 | SSGA Funds Management, Inc.                      |  |
| Transfer Agent                | State Street Bank & Trust Co.<br>CIK: 0000839287 | 085-05003         |

### Fund Characteristics & Assets

- **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:** 22 days

- **WAL:** 59 days

- **Total Value of Portfolio Securities:** $9241580410.09

- **Amortized Cost of Portfolio Securities:** $9241298863.15

- **Cash:** $721981283.58

- **Total Other Assets:** $11024190.47

- **Total Liabilities:** $24560139.71

- **Net Assets of Series:** $9949744197.49

- **Number of Shares Outstanding (Series):** 9949725558.1300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $7123492882.76            | $7219453825.29             | 79.9500%                  | 81.0200%                   |
| 2026-02-03 | $7282047286.39            | $7378016145.64             | 80.3000%                  | 81.3500%                   |
| 2026-02-04 | $7602886228.99            | $7713865923.09             | 81.2100%                  | 82.4000%                   |
| 2026-02-05 | $7656209937.36            | $7751600567.80             | 81.4600%                  | 82.4700%                   |
| 2026-02-06 | $7156076364.91            | $7262003502.51             | 80.4400%                  | 81.6300%                   |
| 2026-02-09 | $7425919114.64            | $7536044216.47             | 81.0200%                  | 82.2300%                   |
| 2026-02-10 | $7434791204.49            | $7529923851.06             | 81.0600%                  | 82.0900%                   |
| 2026-02-11 | $7633575795.17            | $7874015455.01             | 81.3300%                  | 83.8900%                   |
| 2026-02-12 | $7250759629.03            | $7476307679.52             | 80.6400%                  | 83.1500%                   |
| 2026-02-13 | $6982330939.11            | $7207886480.72             | 80.0300%                  | 82.6100%                   |
| 2026-02-17 | $7177701400.21            | $7388288528.91             | 80.4500%                  | 82.8100%                   |
| 2026-02-18 | $7523085069.13            | $7592982818.18             | 82.2000%                  | 82.9700%                   |
| 2026-02-19 | $7323810532.03            | $7394215919.79             | 81.9500%                  | 82.7400%                   |
| 2026-02-20 | $7407354382.40            | $7477763288.62             | 81.9300%                  | 82.7100%                   |
| 2026-02-23 | $7409106104.43            | $7497127876.38             | 82.0700%                  | 83.0500%                   |
| 2026-02-24 | $7604239652.19            | $7642263588.58             | 82.5900%                  | 83.0000%                   |
| 2026-02-25 | $7551808538.04            | $7587434559.86             | 82.4900%                  | 82.8800%                   |
| 2026-02-26 | $7706530082.23            | $7767158544.97             | 82.6500%                  | 83.3000%                   |
| 2026-02-27 | $8354921060.36            | $8415551622.67             | 83.7600%                  | 84.3700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7400%             |
| 2026-02-03 | 3.7400%             |
| 2026-02-04 | 3.7400%             |
| 2026-02-05 | 3.7400%             |
| 2026-02-06 | 3.7300%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7200%             |
| 2026-02-11 | 3.7200%             |
| 2026-02-12 | 3.7200%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7400%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7300%             |
| 2026-02-23 | 3.7300%             |
| 2026-02-24 | 3.7300%             |
| 2026-02-25 | 3.7200%             |
| 2026-02-26 | 3.7200%             |
| 2026-02-27 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0000                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0000                      |
|  |  |
| 2026-02-20 | 1.0000                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9949744197.49

- **Number of Shares Outstanding:** 9949725558.1300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $362922200.70             | $989540881.05           |
| 2026-02-03 | $726509619.09             | $541095624.84           |
| 2026-02-04 | $857682384.46             | $633918764.14           |
| 2026-02-05 | $770877250.39             | $688808656.35           |
| 2026-02-06 | $414353840.78             | $934036238.60           |
| 2026-02-09 | $683801741.09             | $429840412.70           |
| 2026-02-10 | $762368066.99             | $705431641.58           |
| 2026-02-11 | $664823966.98             | $496303979.39           |
| 2026-02-12 | $381085800.07             | $740216377.51           |
| 2026-02-13 | $485388764.36             | $743897394.06           |
| 2026-02-17 | $884042616.53             | $711126999.88           |
| 2026-02-18 | $801285393.10             | $565454679.87           |
| 2026-02-19 | $610872474.45             | $767821521.48           |
| 2026-02-20 | $677845062.87             | $561124145.94           |
| 2026-02-23 | $600792527.13             | $683208683.40           |
| 2026-02-24 | $778881679.88             | $557512388.55           |
| 2026-02-25 | $621731200.90             | $689388664.31           |
| 2026-02-26 | $694027500.63             | $498964591.54           |
| 2026-02-27 | $1274575877.42            | $626702994.06           |

**Total Gross Subscriptions (Month):** $13053867967.82

**Total Gross Redemptions (Month):** $12564394639.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.7100%           |
| 2026-02-03 | 3.7100%           |
| 2026-02-04 | 3.7100%           |
| 2026-02-05 | 3.7100%           |
| 2026-02-06 | 3.7000%           |
| 2026-02-09 | 3.6900%           |
| 2026-02-10 | 3.6900%           |
| 2026-02-11 | 3.6900%           |
| 2026-02-12 | 3.6900%           |
| 2026-02-13 | 3.6900%           |
| 2026-02-17 | 3.7000%           |
| 2026-02-18 | 3.7000%           |
| 2026-02-19 | 3.7000%           |
| 2026-02-20 | 3.7000%           |
| 2026-02-23 | 3.7000%           |
| 2026-02-24 | 3.7000%           |
| 2026-02-25 | 3.6900%           |
| 2026-02-26 | 3.6900%           |
| 2026-02-27 | 3.6900%           |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.689900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.69_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2026-09-01      | 2.1200%  | 0.0000% | $102892997.00      | $102000000.10      | Agency Mortgage-Backed Securities |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.679900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 15499V008, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499V008_3.68_0427
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $15153000.00       | $15300018.76       | U.S. Treasuries (including strips) |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13201390.62
- **C.18.a - Value (excl. sponsor support):** $13201390.62
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13601320.02
- **C.18.a - Value (excl. sponsor support):** $13601320.02
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26813445.02
- **C.18.a - Value (excl. sponsor support):** $26813445.02
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8700271.53
- **C.18.a - Value (excl. sponsor support):** $8700271.53
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7204529.45
- **C.18.a - Value (excl. sponsor support):** $7204529.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6203918.46
- **C.18.a - Value (excl. sponsor support):** $6203918.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44600609.68
- **C.18.a - Value (excl. sponsor support):** $44600609.68
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5700136.97
- **C.18.a - Value (excl. sponsor support):** $5700136.97
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7AR5, C.4 - ISIN: US3130B7AR56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44099234.42
- **C.18.a - Value (excl. sponsor support):** $44099234.42
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4000143.04
- **C.18.a - Value (excl. sponsor support):** $4000143.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LW2, C.4 - ISIN: US3130B7LW23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24508377.29
- **C.18.a - Value (excl. sponsor support):** $24508377.29
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2501182.63
- **C.18.a - Value (excl. sponsor support):** $2501182.63
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4599952.62
- **C.18.a - Value (excl. sponsor support):** $4599952.62
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13899848.07
- **C.18.a - Value (excl. sponsor support):** $13899848.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21999249.80
- **C.18.a - Value (excl. sponsor support):** $21999249.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999517.70
- **C.18.a - Value (excl. sponsor support):** $64999517.70
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28898526.68
- **C.18.a - Value (excl. sponsor support):** $28898526.68
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9600950.40
- **C.18.a - Value (excl. sponsor support):** $9600950.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20699876.63
- **C.18.a - Value (excl. sponsor support):** $20699876.63
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3499976.87
- **C.18.a - Value (excl. sponsor support):** $3499976.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10599927.60
- **C.18.a - Value (excl. sponsor support):** $10599927.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8799847.67
- **C.18.a - Value (excl. sponsor support):** $8799847.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $6357656.00
- **C.18.a - Value (excl. sponsor support):** $6357656.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.494960%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16522524.78
- **C.18.a - Value (excl. sponsor support):** $16522524.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12448554.10
- **C.18.a - Value (excl. sponsor support):** $12448554.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 28: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16447053.32
- **C.18.a - Value (excl. sponsor support):** $16447053.32
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4183339.99
- **C.18.a - Value (excl. sponsor support):** $4183339.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **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):** $23301111.41
- **C.18.a - Value (excl. sponsor support):** $23301111.41
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135008529.30
- **C.18.a - Value (excl. sponsor support):** $135008529.30
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2502231.88
- **C.18.a - Value (excl. sponsor support):** $2502231.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1203018.06
- **C.18.a - Value (excl. sponsor support):** $1203018.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3802325.87
- **C.18.a - Value (excl. sponsor support):** $3802325.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5601640.18
- **C.18.a - Value (excl. sponsor support):** $5601640.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9504829.61
- **C.18.a - Value (excl. sponsor support):** $9504829.61
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4804475.57
- **C.18.a - Value (excl. sponsor support):** $4804475.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500226.31
- **C.18.a - Value (excl. sponsor support):** $1500226.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11108514.81
- **C.18.a - Value (excl. sponsor support):** $11108514.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.865000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3005652.30
- **C.18.a - Value (excl. sponsor support):** $3005652.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2681098.92
- **C.18.a - Value (excl. sponsor support):** $2681098.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8705047.91
- **C.18.a - Value (excl. sponsor support):** $8705047.91
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2802268.76
- **C.18.a - Value (excl. sponsor support):** $2802268.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000873.48
- **C.18.a - Value (excl. sponsor support):** $3000873.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $2200426.43
- **C.18.a - Value (excl. sponsor support):** $2200426.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12817564.29
- **C.18.a - Value (excl. sponsor support):** $12817564.29
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5551980.46
- **C.18.a - Value (excl. sponsor support):** $5551980.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11101115.22
- **C.18.a - Value (excl. sponsor support):** $11101115.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29012119.39
- **C.18.a - Value (excl. sponsor support):** $29012119.39
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1430091.29
- **C.18.a - Value (excl. sponsor support):** $1430091.29
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4901041.84
- **C.18.a - Value (excl. sponsor support):** $4901041.84
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5300388.17
- **C.18.a - Value (excl. sponsor support):** $5300388.17
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13105082.54
- **C.18.a - Value (excl. sponsor support):** $13105082.54
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001165.05
- **C.18.a - Value (excl. sponsor support):** $5001165.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1901159.30
- **C.18.a - Value (excl. sponsor support):** $1901159.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47996807.04
- **C.18.a - Value (excl. sponsor support):** $47996807.04
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10599892.84
- **C.18.a - Value (excl. sponsor support):** $10599892.84
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3599957.52
- **C.18.a - Value (excl. sponsor support):** $3599957.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20300011.57
- **C.18.a - Value (excl. sponsor support):** $20300011.57
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9808948.67
- **C.18.a - Value (excl. sponsor support):** $9808948.67
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12091731.41
- **C.18.a - Value (excl. sponsor support):** $12091731.41
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ57, C.4 - ISIN: US3133ETJ574, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15896678.49
- **C.18.a - Value (excl. sponsor support):** $15896678.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3799378.70
- **C.18.a - Value (excl. sponsor support):** $3799378.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999925.32
- **C.18.a - Value (excl. sponsor support):** $1999925.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5399412.80
- **C.18.a - Value (excl. sponsor support):** $5399412.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1499836.46
- **C.18.a - Value (excl. sponsor support):** $1499836.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7999240.40
- **C.18.a - Value (excl. sponsor support):** $7999240.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999888.55
- **C.18.a - Value (excl. sponsor support):** $999888.55
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3599921.45
- **C.18.a - Value (excl. sponsor support):** $3599921.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15999675.68
- **C.18.a - Value (excl. sponsor support):** $15999675.68
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002443.55
- **C.18.a - Value (excl. sponsor support):** $5002443.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999981.66
- **C.18.a - Value (excl. sponsor support):** $1999981.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3409953.59
- **C.18.a - Value (excl. sponsor support):** $3409953.59
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999972.24
- **C.18.a - Value (excl. sponsor support):** $1999972.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999956.02
- **C.18.a - Value (excl. sponsor support):** $2999956.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999967.30
- **C.18.a - Value (excl. sponsor support):** $2999967.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **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 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999945.95
- **C.18.a - Value (excl. sponsor support):** $4999945.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **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 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999993.96
- **C.18.a - Value (excl. sponsor support):** $1999993.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **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 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999994.81
- **C.18.a - Value (excl. sponsor support):** $2999994.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25000169.00
- **C.18.a - Value (excl. sponsor support):** $25000169.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25009864.25
- **C.18.a - Value (excl. sponsor support):** $25009864.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 83: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26519666.18
- **C.18.a - Value (excl. sponsor support):** $26519666.18
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $35002745.39
- **C.18.a - Value (excl. sponsor support):** $35002745.39
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17607194.35
- **C.18.a - Value (excl. sponsor support):** $17607194.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 86: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17302929.41
- **C.18.a - Value (excl. sponsor support):** $17302929.41
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31912726.82
- **C.18.a - Value (excl. sponsor support):** $31912726.82
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $4299532.46
- **C.18.a - Value (excl. sponsor support):** $4299532.46
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $6799213.85
- **C.18.a - Value (excl. sponsor support):** $6799213.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $23041865.06
- **C.18.a - Value (excl. sponsor support):** $23041865.06
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21623978.38
- **C.18.a - Value (excl. sponsor support):** $21623978.38
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $9999091.50
- **C.18.a - Value (excl. sponsor support):** $9999091.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $63917155.23
- **C.18.a - Value (excl. sponsor support):** $63917155.23
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $25215018.70
- **C.18.a - Value (excl. sponsor support):** $25215018.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 95: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $23709631.68
- **C.18.a - Value (excl. sponsor support):** $23709631.68
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 96: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5202150.56
- **C.18.a - Value (excl. sponsor support):** $5202150.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $29225188.80
- **C.18.a - Value (excl. sponsor support):** $29225188.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 98: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4702459.51
- **C.18.a - Value (excl. sponsor support):** $4702459.51
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **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 99: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13401572.36
- **C.18.a - Value (excl. sponsor support):** $13401572.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $27999733.44
- **C.18.a - Value (excl. sponsor support):** $27999733.44
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8599890.69
- **C.18.a - Value (excl. sponsor support):** $8599890.69
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: ING Tri Party Repo

- **C.1 - Title:** ING Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 46599M002, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46599M002_3.66_0302
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $25491200.00       | $25500068.40       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150042307.64
- **C.18.a - Value (excl. sponsor support):** $150042307.64
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67015208.70
- **C.18.a - Value (excl. sponsor support):** $67015208.70
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.677500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72210473.17
- **C.18.a - Value (excl. sponsor support):** $72210473.17
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $78348679.14
- **C.18.a - Value (excl. sponsor support):** $78348679.14
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $70567512.77
- **C.18.a - Value (excl. sponsor support):** $70567512.77
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44703059.60
- **C.18.a - Value (excl. sponsor support):** $44703059.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $51984183.16
- **C.18.a - Value (excl. sponsor support):** $51984183.16
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $46133422.39
- **C.18.a - Value (excl. sponsor support):** $46133422.39
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89083804.70
- **C.18.a - Value (excl. sponsor support):** $89083804.70
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96936462.42
- **C.18.a - Value (excl. sponsor support):** $96936462.42
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64791303.31
- **C.18.a - Value (excl. sponsor support):** $64791303.31
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $62631698.86
- **C.18.a - Value (excl. sponsor support):** $62631698.86
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1093451.41
- **C.18.a - Value (excl. sponsor support):** $1093451.41
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47528299.11
- **C.18.a - Value (excl. sponsor support):** $47528299.11
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64456977.51
- **C.18.a - Value (excl. sponsor support):** $64456977.51
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82375120.16
- **C.18.a - Value (excl. sponsor support):** $82375120.16
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120332941.85
- **C.18.a - Value (excl. sponsor support):** $120332941.85
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64901818.15
- **C.18.a - Value (excl. sponsor support):** $64901818.15
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40480312.31
- **C.18.a - Value (excl. sponsor support):** $40480312.31
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47480782.93
- **C.18.a - Value (excl. sponsor support):** $47480782.93
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98929300.00
- **C.18.a - Value (excl. sponsor support):** $98929300.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49431548.50
- **C.18.a - Value (excl. sponsor support):** $49431548.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74784156.42
- **C.18.a - Value (excl. sponsor support):** $74784156.42
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49748611.00
- **C.18.a - Value (excl. sponsor support):** $49748611.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49712823.00
- **C.18.a - Value (excl. sponsor support):** $49712823.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54729470.88
- **C.18.a - Value (excl. sponsor support):** $54729470.88
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35273441.79
- **C.18.a - Value (excl. sponsor support):** $35273441.79
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.507500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74469645.00
- **C.18.a - Value (excl. sponsor support):** $74469645.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29718150.17
- **C.18.a - Value (excl. sponsor support):** $29718150.17
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38571614.59
- **C.18.a - Value (excl. sponsor support):** $38571614.59
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43855664.81
- **C.18.a - Value (excl. sponsor support):** $43855664.81
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25547882.88
- **C.18.a - Value (excl. sponsor support):** $25547882.88
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63468384.89
- **C.18.a - Value (excl. sponsor support):** $63468384.89
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47593857.65
- **C.18.a - Value (excl. sponsor support):** $47593857.65
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18972440.26
- **C.18.a - Value (excl. sponsor support):** $18972440.26
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.700400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4380510.43
- **C.18.a - Value (excl. sponsor support):** $4380510.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14791276.49
- **C.18.a - Value (excl. sponsor support):** $14791276.49
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2966648.43
- **C.18.a - Value (excl. sponsor support):** $2966648.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.162800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12440526.28
- **C.18.a - Value (excl. sponsor support):** $12440526.28
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31008095.00
- **C.18.a - Value (excl. sponsor support):** $31008095.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17185854.44
- **C.18.a - Value (excl. sponsor support):** $17185854.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.679200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16066874.16
- **C.18.a - Value (excl. sponsor support):** $16066874.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.660700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17252265.63
- **C.18.a - Value (excl. sponsor support):** $17252265.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $43798568.75
- **C.18.a - Value (excl. sponsor support):** $43798568.75
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1579456.80
- **C.18.a - Value (excl. sponsor support):** $1579456.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.847700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18280391.07
- **C.18.a - Value (excl. sponsor support):** $18280391.07
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19706112.95
- **C.18.a - Value (excl. sponsor support):** $19706112.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.773000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29004746.43
- **C.18.a - Value (excl. sponsor support):** $29004746.43
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12459330.46
- **C.18.a - Value (excl. sponsor support):** $12459330.46
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.724300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42739178.63
- **C.18.a - Value (excl. sponsor support):** $42739178.63
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.569300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5802129.70
- **C.18.a - Value (excl. sponsor support):** $5802129.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921BPA003_3.66_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.91             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $51222600.00       | $52664485.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $47700.00          | $48818.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $70216000.00       | $71428761.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $128738800.00      | $130935532.02      | U.S. Treasuries (including strips) |

### Security 155: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.669900%
- **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: 926SGL007, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGL007_3.67_0302
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2027-12-01      | 6.0000%  | 0.0000% | $59760.00          | $109.03            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-09-01      | 6.5000%  | 0.0000% | $283654.00         | $864.12            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-12-01      | 3.5000%  | 0.0000% | $12558000.00       | $1341690.79        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-01      | 3.0000%  | 0.0000% | $4613265.00        | $688197.62         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-01-01      | 3.0000%  | 0.0000% | $954968.00         | $194204.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-01      | 3.0000%  | 0.0000% | $2367.00           | $484.58            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $72937.12          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-12-01      | 3.5000%  | 0.0000% | $6130000.00        | $566160.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 5.0000%  | 0.0000% | $47431848.00       | $47579410.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $16679467.00       | $16732335.40       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 6.0000%  | 0.0000% | $9157922.00        | $7406373.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $29265.07          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-09-01      | 3.0000%  | 0.0000% | $24497.00          | $3379.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-10-01      | 6.5000%  | 0.0000% | $2516489.00        | $2559020.63        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $11961928.00       | $10070272.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-04-20      | 3.5000%  | 0.0000% | $692000.00         | $45926.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 5.5000%  | 0.0000% | $84200.00          | $2248.93           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 3.5000%  | 0.0000% | $1104920.00        | $87640.61          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-09-01      | 6.0000%  | 0.0000% | $140671.00         | $22983.21          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 5.0000%  | 0.0000% | $3120000.00        | $2086405.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $1681.00           | $1280.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $50593744.00       | $52028313.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 3.5000%  | 0.0000% | $67380944.00       | $8171321.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $236976.00         | $17777.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $1387827.00        | $470258.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 4.5000%  | 0.0000% | $1000.00           | $27.87             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 5.0000%  | 0.0000% | $76301.00          | $3802.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-15      | 4.5000%  | 0.0000% | $1999.00           | $129.71            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 5.0000%  | 0.0000% | $4770355.00        | $170109.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-15      | 5.0000%  | 0.0000% | $326344.00         | $4015.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-08-15      | 4.5000%  | 0.0000% | $1998.00           | $299.12            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $1012188.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-15      | 4.5000%  | 0.0000% | $2001.00           | $115.41            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-08-15      | 5.0000%  | 0.0000% | $2759264.00        | $135329.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-15      | 5.0000%  | 0.0000% | $1694681.00        | $275706.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-15      | 4.5000%  | 0.0000% | $2446257.00        | $242798.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-15      | 4.5000%  | 0.0000% | $1000.00           | $66.24             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-15      | 3.5000%  | 0.0000% | $939391.00         | $97541.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-15      | 3.5000%  | 0.0000% | $2622523.00        | $354788.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-15      | 4.0000%  | 0.0000% | $911955.00         | $406872.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-15      | 3.5000%  | 0.0000% | $3227305.00        | $98061.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-15      | 3.5000%  | 0.0000% | $174371.00         | $16921.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-15      | 3.5000%  | 0.0000% | $3002.00           | $859.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-15      | 4.0000%  | 0.0000% | $2000.00           | $1505.38           | Agency Mortgage-Backed Securities |

### Security 156: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NEC009, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEC009_3.66_0302
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-06-16      | NA       | 0.0000% | $1100.00           | $1088.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $98.17             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $121683200.00      | $132598740.15      | U.S. Treasuries (including strips) |

### Security 157: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 927NEF002_3.67_0302
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2049-11-01      | 2.8750%  | 0.0000% | $1089502.00        | $271372.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $104.84            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.86             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $178.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-04-01      | 4.5000%  | 0.0000% | $1000.00           | $29.45             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-10-01      | 3.5000%  | 0.0000% | $1002.00           | $63.39             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $60.36             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $20.28             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 3.0000%  | 0.0000% | $1000.00           | $773.69            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 6.0000%  | 0.0000% | $523000.00         | $332450.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 4.0000%  | 0.0000% | $595931.00         | $506623.11         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 4.5000%  | 0.0000% | $165200.00         | $154012.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $902.25            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 5.5000%  | 0.0000% | $450431.00         | $377797.80         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-09-01      | 4.4000%  | 0.0000% | $2284570.00        | $2298599.04        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $163.27            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $302.97            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $329.46            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-10-01      | 2.0000%  | 0.0000% | $540999.00         | $296859.24         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $527.21            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $673.70            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $805.29            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $409.81            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $720.01            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-12-01      | 5.5000%  | 0.0000% | $1005.00           | $734.63            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $790.28            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.59            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $780040.00         | $656229.73         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 5.5000%  | 0.0000% | $11548357.00       | $9865977.63        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $248.87            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $422.03            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $442.50            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $16828.00          | $10150.18          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-10-01      | 5.0000%  | 0.0000% | $1504.00           | $1455.45           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1193.73           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $1001.00           | $866.29            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $301333.00         | $298741.33         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-03-01      | 6.3370%  | 0.0000% | $1000.00           | $5.36              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2026-12-01      | 3.0000%  | 0.0000% | $10568506.00       | $34641.43          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $126.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $1476999.00        | $395553.64         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-10-01      | 5.6000%  | 0.0000% | $1009.00           | $166.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.75            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-02-01      | 2.5000%  | 0.0000% | $117367.00         | $22832.50          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-09-01      | 3.0000%  | 0.0000% | $1290000.00        | $72706.84          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $133.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-05-01      | 2.5000%  | 0.0000% | $727332.00         | $122323.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $179.63            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-04-01      | 5.5000%  | 0.0000% | $5163025.00        | $30589.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 6.3930%  | 0.0000% | $1023.00           | $1.93              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-09-01      | 6.5000%  | 0.0000% | $1001.00           | $6.04              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-10-01      | 5.5000%  | 0.0000% | $1675.00           | $17.61             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2043-07-01      | 4.0000%  | 0.0000% | $1368979.00        | $242169.09         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-08-01      | 3.5000%  | 0.0000% | $1001.00           | $147.90            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-07-01      | 3.0000%  | 0.0000% | $93281.00          | $17661.97          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $335.34            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $165.80            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 3.0000%  | 0.0000% | $1000.00           | $145.53            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $56.63             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $144.57            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $1038.00           | $119.29            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-12-01      | 3.5000%  | 0.0000% | $3126.00           | $910.54            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-01-01      | 3.5000%  | 0.0000% | $1022.00           | $178.10            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $149.70            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-05-01      | 3.0000%  | 0.0000% | $1011.00           | $91.80             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $645.87            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-10-01      | 3.0000%  | 0.0000% | $3989701.00        | $699802.41         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $426.72            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $675.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 7.0000%  | 0.0000% | $1008.00           | $1050.84           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $2048.00           | $2059.32           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-08-01      | 5.8820%  | 0.0000% | $2108317.00        | $7801.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-01-01      | 6.0000%  | 0.0000% | $1586.00           | $25.32             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $1006.00           | $1059.43           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1072.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $817.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.0000%  | 0.0000% | $87324.00          | $25173.10          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $361458.00         | $277036.13         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-20      | 5.3750%  | 0.0000% | $1001.00           | $8.55              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $931.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $994.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $997.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1023.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.77           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 4.5000%  | 0.0000% | $1039.00           | $1054.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.55           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1002.00           | $1055.16           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $27000.00          | $20263.58          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.0000%  | 0.0000% | $74010.00          | $60610.48          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $868.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $1004.00           | $679.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $793.74            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.0000%  | 0.0000% | $7004.00           | $6081.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $221.33            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-10-01      | 2.5000%  | 0.0000% | $30000.00          | $12770.14          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $533.61            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-06-01      | 2.5000%  | 0.0000% | $1002.00           | $580.91            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.0000%  | 0.0000% | $1496288.00        | $915909.12         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $1001.00           | $642.96            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $608.55            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $714.94            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $4696988.00        | $3602075.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $709.40            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 2.5000%  | 0.0000% | $1034.00           | $743.56            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $768.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-12-15      | 6.5000%  | 0.0000% | $1291.00           | $30.98             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $861.25            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.50           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1052.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1056.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 5.5000%  | 0.0000% | $1997.00           | $9.88              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-09-01      | 6.6750%  | 0.0000% | $900000.00         | $5406.96           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 4.5000%  | 0.0000% | $1002.00           | $43.60             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-12-01      | 4.5000%  | 0.0000% | $1024.00           | $73.89             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-09-01      | 4.5000%  | 0.0000% | $1000.00           | $9.96              | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $615.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $118.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $1021.00           | $179.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $314.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-01      | 6.0000%  | 0.0000% | $1054.00           | $702.08            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $700.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $687.78            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $564.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $2020.00           | $1502.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 4.0000%  | 0.0000% | $5829362.00        | $4693704.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.0000%  | 0.0000% | $92960.00          | $83868.19          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 4.5000%  | 0.0000% | $183668.00         | $179721.89         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2027-09-15      | 3.3750%  | 0.0000% | $300.00            | $304.09            | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $635.65            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.5000%  | 0.0000% | $1020.00           | $896.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $1018848.00        | $647435.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $972.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 4.5000%  | 0.0000% | $87130.00          | $84208.42          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-10-01      | 6.5000%  | 0.0000% | $1031359.00        | $1072142.38        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $911.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 6.0000%  | 0.0000% | $14224.00          | $12051.54          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $1179.00           | $1195.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2538432.00        | $2093464.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $7092.00           | $7314.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $87276.00          | $82862.44          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $1199.00           | $1126.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1021.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $4380348.00        | $4522172.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1031.96           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.38           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $981.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $877152.00         | $909386.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1072.00           | $1123.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.06           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $854.66            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1131750.00        | $874457.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $932.78            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1629.16           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-11-01      | 2.0000%  | 0.0000% | $1970192.00        | $1601601.62        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $932.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $816.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-03-01      | 5.5000%  | 0.0000% | $11008.00          | $11277.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $80.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $128.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-15      | 3.5000%  | 0.0000% | $1003.00           | $101.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-02-01      | 3.5000%  | 0.0000% | $110000.00         | $16023.37          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-03-01      | 4.0000%  | 0.0000% | $499000.00         | $55351.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $294.77            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $516.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $178.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-10-01      | 3.6900%  | 0.0000% | $1000.00           | $973.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $263.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-07-01      | 3.0000%  | 0.0000% | $505000.00         | $147961.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $265.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-07-01      | 6.5080%  | 0.0000% | $3314.00           | $777.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $173.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $274.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $327.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 3.0000%  | 0.0000% | $1199469.00        | $514056.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-09-01      | 2.5900%  | 0.0000% | $1000.00           | $704.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2032-11-01      | 4.7100%  | 0.0000% | $33801.00          | $35006.40          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $70753.00          | $52811.53          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $8005.00           | $6924.28           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $978.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $55600.00          | $31805.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $619060.00         | $453152.16         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $1001.00           | $705.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 6.5000%  | 0.0000% | $626328.00         | $336544.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $795.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $5340664.00        | $3772768.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $65693.00          | $63982.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.0000%  | 0.0000% | $490000.00         | $436989.74         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-04-01      | 5.1300%  | 0.0000% | $1001.00           | $1054.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-06-01      | 5.1300%  | 0.0000% | $9893.00           | $10304.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-08-01      | 4.7300%  | 0.0000% | $252069.00         | $261507.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-12-01      | 4.4650%  | 0.0000% | $70248.00          | $71350.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-09-01      | 4.0000%  | 0.0000% | $1309000.00        | $314954.87         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 5.5000%  | 0.0000% | $1000.00           | $178.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $17789940.00       | $3861983.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $717987.00         | $381739.41         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $523.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $500.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $14682.00          | $5928.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $3072.00           | $1835.70           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $680000.00         | $399414.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.0000%  | 0.0000% | $8981004.00        | $5473875.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $641.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $40864.00          | $28994.97          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $46300.00          | $36199.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $837.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $878.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $802.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1743.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1120.00           | $907.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $896.59            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $924.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.0000%  | 0.0000% | $307087.00         | $285920.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $973.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $2028.00           | $2049.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $8024010.00        | $7307636.88        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 5.5000%  | 0.0000% | $1033.00           | $1021.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $2024.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $903.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-04-01      | 2.5000%  | 0.0000% | $2049.00           | $566.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $176.38            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $409.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-20      | 4.5000%  | 0.0000% | $1000.00           | $35.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 4.5000%  | 0.0000% | $1000.00           | $7.31              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 4.5000%  | 0.0000% | $1000.00           | $64.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $64.91             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $1323470.00        | $760307.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $559.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-06-01      | 2.0000%  | 0.0000% | $268059.00         | $134373.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $2951208.00        | $1810307.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $577.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $1022.00           | $667.14            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $620.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $186985.00         | $139600.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $716.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1005.00           | $800.71            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $768.26            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.0000%  | 0.0000% | $2008.00           | $1633.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $802.07            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $774.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $253952.00         | $203590.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.09           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $889.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-04-01      | 6.5000%  | 0.0000% | $39992.00          | $40245.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 3.0000%  | 0.0000% | $1000.00           | $125.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-10-20      | 4.0000%  | 0.0000% | $2000.00           | $149.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-12-20      | 2.5000%  | 0.0000% | $1021.00           | $172.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 6.5000%  | 0.0000% | $1000.00           | $93.60             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-08-20      | 3.5000%  | 0.0000% | $1000.00           | $106.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.0000%  | 0.0000% | $1021.00           | $93.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.0000%  | 0.0000% | $1023.00           | $80.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 3.5000%  | 0.0000% | $1024.00           | $103.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 6.0000%  | 0.0000% | $1000.00           | $267.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 4.0000%  | 0.0000% | $443732.00         | $65304.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 3.0000%  | 0.0000% | $21131339.00       | $5093377.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 2.0000%  | 0.0000% | $1000.00           | $628.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $715.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 2.0000%  | 0.0000% | $2048.00           | $1275.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $727.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $725.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 4.0000%  | 0.0000% | $2000.00           | $1517.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $679.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $662.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 6.5000%  | 0.0000% | $2048.00           | $981.89            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 4.5000%  | 0.0000% | $1144.00           | $1001.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $194.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $537.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 4.5000%  | 0.0000% | $1024.00           | $941.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 7.5000%  | 0.0000% | $12033.00          | $12711.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 5.5000%  | 0.0000% | $21536.00          | $17767.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $980.95            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.0000%  | 0.0000% | $136834.00         | $104624.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-08-20      | 7.0000%  | 0.0000% | $1024.00           | $912.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.0000%  | 0.0000% | $1024.00           | $998.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.84           | Agency Mortgage-Backed Securities  |

### Security 158: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 927NFC008_3.66_0302
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $1000.00           | $950.32            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $115999000.00      | $151260948.99      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $11266000.00       | $11937662.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1015.86           | U.S. Treasuries (including strips) |

### Security 159: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 929AAV007, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 929AAV007_3.68_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $120056125.00      | $28135260.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-12-01      | 3.5000%  | 0.0000% | $245775425.00      | $45058089.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 3.5000%  | 0.0000% | $349598958.00      | $45079803.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $45552585.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $399604184.00      | $45597891.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $85332751.00       | $45576369.56       | Agency Mortgage-Backed Securities |

### Security 160: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_3.67_0302
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2039-09-01      | 4.5000%  | 0.0000% | $22000000.00       | $1052131.07        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-05-01      | 6.5020%  | 0.0000% | $1264000.00        | $7336.14           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-03-01      | 3.0000%  | 0.0000% | $1549306.00        | $291773.68         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-06-01      | 3.5000%  | 0.0000% | $4926256.00        | $1044874.82        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-09-01      | 3.7900%  | 0.0000% | $5059130.00        | $4936824.46        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-10-01      | 2.5000%  | 0.0000% | $2269000.00        | $1414964.99        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-01-01      | 6.5000%  | 0.0000% | $1830774.00        | $578394.15         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-07-01      | 7.0000%  | 0.0000% | $1111694.00        | $829714.35         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-01-01      | 4.6660%  | 0.0000% | $20996060.00       | $7824.88           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-07-01      | 6.6000%  | 0.0000% | $2995000.00        | $107864.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.1350%  | 0.0000% | $400000.00         | $329653.52         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-11-01      | 6.0370%  | 0.0000% | $25004768.00       | $90108.65          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2045-06-01      | 3.0000%  | 0.0000% | $608500.00         | $70265.35          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-06-01      | 3.0000%  | 0.0000% | $1357284.00        | $815704.62         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 4.0000%  | 0.0000% | $6320008.00        | $2298311.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-03-01      | 5.9800%  | 0.0000% | $3054980.00        | $11557.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-08-01      | 2.5000%  | 0.0000% | $4536960.00        | $2357830.89        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2310145.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-08-01      | 6.5100%  | 0.0000% | $5031096.00        | $162698.15         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1905284.00        | $1929267.69        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $120317952.00      | $111088996.61      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 5.0000%  | 0.0000% | $2088623.00        | $2125758.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-03-01      | 4.5000%  | 0.0000% | $2254384.00        | $2244852.46        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-03-01      | 6.6100%  | 0.0000% | $250000.00         | $11708.25          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 6.3080%  | 0.0000% | $1075000.00        | $68101.56          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.1350%  | 0.0000% | $7770000.00        | $5927178.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.9420%  | 0.0000% | $21756096.00       | $15419186.40       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.5850%  | 0.0000% | $90000.00          | $58733.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-03-01      | 5.5000%  | 0.0000% | $1224860.00        | $1265708.13        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-04-01      | 2.0000%  | 0.0000% | $7900000.00        | $4342529.20        | Agency Mortgage-Backed Securities |

### Security 161: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.66_0302
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **C.19 - Percentage of Net Assets:** 5.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $474640000.00      | $540600013.85      | U.S. Treasuries (including strips) |

### Security 162: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_3.68_0326
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $35023900.00       | $35700007.91       | U.S. Treasuries (including strips) |

### Security 163: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.66_0302
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 3.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $497249500.00      | $357108950.89      | U.S. Treasuries (including strips) |

### Security 164: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2049-05-01      | 3.5000%  | 0.0000% | $11706619.00       | $2380423.21        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-03-01      | 5.5000%  | 0.0000% | $180000.00         | $94771.68          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-08-01      | 5.5000%  | 0.0000% | $1334423.00        | $980652.30         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-03-01      | 5.5000%  | 0.0000% | $5563942.00        | $4155825.13        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 6.5000%  | 0.0000% | $8269607.00        | $7693007.25        | Agency Mortgage-Backed Securities |

### Security 165: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANK | 2029-03-09      | 2.8750%  | 0.0000% | $250000.00         | $248534.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $39286.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK | 2031-03-14      | 4.1250%  | 0.0000% | $13275000.00       | $13832790.06       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10164.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK | 2028-11-24      | 3.4760%  | 0.0000% | $1030000.00        | $1029982.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK | 2036-07-15      | 5.5000%  | 0.0000% | $265000.00         | $296164.71         | Agency Mortgage-Backed Securities |

### Security 166: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.66_0302
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $900.00            | $940.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $18544800.00       | $18307683.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $12100800.00       | $12286202.58       | U.S. Treasuries (including strips) |

### Security 167: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_3.79_0605
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $230596.13         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-25      | 5.0000%  | 0.0000% | $16066207.00       | $16561498.79       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-12-25      | 5.5000%  | 0.0000% | $9734000.00        | $9528480.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $168304.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-15      | 4.0000%  | 0.0000% | $9552720.00        | $87329.03          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8677050.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6133496.95        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-25      | 5.0000%  | 0.0000% | $10742320.00       | $11137574.55       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-06-25      | 5.0000%  | 0.0000% | $14352592.00       | $14779736.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 2.2683%  | 0.0000% | $62417088.00       | $454306.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 2.4183%  | 0.0000% | $29461760.00       | $233188.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-04-20      | 3.3862%  | 0.0000% | $17346912.00       | $120472.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 2.3385%  | 0.0000% | $71738366.00       | $3987964.27        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.67_0302
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $25302200.00       | $25382399.62       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $31036992.00       | $31518944.19       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 6.5000%  | 0.0000% | $28571387.00       | $25617600.80       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 6.0000%  | 0.0000% | $34045640.00       | $31814265.36       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $32226624.00       | $31858885.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-02-01      | 6.0000%  | 0.0000% | $7216774.00        | $6807904.99        | Agency Mortgage-Backed Securities |

### Security 169: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.66_0302
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 8.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $883615600.00      | $816000035.71      | U.S. Treasuries (including strips) |

### Security 170: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.66_0302
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $169497400.00      | $173400000.00      | U.S. Treasuries (including strips) |

### Security 171: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $700.00            | $691.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $40000.00          | $38433.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $92600.00          | $94813.06          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $98106100.00       | $99905187.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $1911200.00        | $1960780.91        | U.S. Treasuries (including strips) |

### Security 172: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP | 2052-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $209598.72         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-04-01      | 4.0000%  | 0.0000% | $17550238.00       | $2891899.52        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-09-01      | 3.5000%  | 0.0000% | $3624196.00        | $523069.49         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-09-01      | 6.5000%  | 0.0000% | $49459902.00       | $4616203.41        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-08-01      | 2.0000%  | 0.0000% | $100000.00         | $11651.81          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2054-11-01      | 5.5000%  | 0.0000% | $34984756.00       | $5848086.52        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-05-01      | 3.5000%  | 0.0000% | $7488978.00        | $1199490.55        | Agency Mortgage-Backed Securities |

### Security 173: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.76_0610
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIEMAC STRIP          | 2042-07-15      | 5.0000%  | 0.0000% | $11290000.00       | $1542684.04        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2046-10-15      | 4.2500%  | 0.0000% | $28006597.00       | $5091051.11        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2037-10-15      | 4.2648%  | 0.0000% | $4818841.00        | $278017.85         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2042-04-01      | 4.0000%  | 0.0000% | $25704313.00       | $262984.30         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2042-11-01      | 3.0000%  | 0.0000% | $4700000.00        | $382859.36         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2042-07-15      | 4.0000%  | 0.0000% | $60283329.00       | $1159784.93        | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2042-08-15      | 4.0000%  | 0.0000% | $6333545.00        | $101266.15         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2046-12-15      | 3.5000%  | 0.0000% | $17723272.00       | $584757.29         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2047-09-15      | 4.5000%  | 0.0000% | $13952867.00       | $656282.36         | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2048-09-15      | 3.0000%  | 0.0000% | $11608353.00       | $332299.69         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2027-10-15      | 3.8750%  | 0.0000% | $13842700.00       | $14126497.03       | U.S. Treasuries (including strips) |
| FANNIE MAE INTEREST STRIP | 2052-03-01      | 2.0000%  | 0.0000% | $55615171.00       | $4943112.96        | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2052-02-01      | 1.5000%  | 0.0000% | $1970000.00        | $152879.26         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2050-10-25      | 2.0000%  | 0.0000% | $115218276.00      | $11391316.86       | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2050-08-01      | 3.0000%  | 0.0000% | $741699.00         | $94282.89          | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2051-03-01      | 2.0000%  | 0.0000% | $85631018.00       | $9254658.83        | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2052-09-01      | 3.5000%  | 0.0000% | $1775804.00        | $256296.54         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2048-10-01      | 4.5000%  | 0.0000% | $1564552.00        | $218951.81         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP           | 2052-08-01      | 2.0000%  | 0.0000% | $1460000.00        | $170116.39         | Agency Mortgage-Backed Securities  |

### Security 174: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_3.66_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $1041268.00        | $985309.64         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $994717.00         | $726709.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1007.00           | $805.72            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-05-15      | 2.8750%  | 0.0000% | $14946500.00       | $14886425.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-05-31      | 4.5000%  | 0.0000% | $1158600.00        | $1207368.66        | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $835.56            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.0000%  | 0.0000% | $5077.00           | $5076.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 4.0480%  | 0.0000% | $1000.00           | $719.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 6.0000%  | 0.0000% | $418299827.00      | $398213656.25      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $1040.00           | $466.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $9771.00           | $6122.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $344320.00         | $323011.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $116465439.00      | $68418954.07       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.0000%  | 0.0000% | $39067054.00       | $25224619.17       | Agency Mortgage-Backed Securities  |

### Security 175: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_3.67_0304
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2030-12-01      | 3.0000%  | 0.0000% | $10068.00          | $875.66            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $3108.00           | $711.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.5000%  | 0.0000% | $1000.00           | $922.63            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $11432899.00       | $11310976.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 6.5000%  | 0.0000% | $1024.00           | $1048.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $389970.00         | $312024.12         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2043-08-15      | 3.6250%  | 0.0000% | $32300.00          | $28665.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-11-15      | 3.3750%  | 0.0000% | $1200.00           | $990.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2055-05-15      | 4.7500%  | 0.0000% | $2965100.00        | $3040076.73        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-07-15      | 0.3750%  | 0.0000% | $1300.00           | $1718.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-07-15      | 0.1250%  | 0.0000% | $700.00            | $850.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.72             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $95.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-15      | 2.7500%  | 0.0000% | $800.00            | $755.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-10-15      | 1.1250%  | 0.0000% | $17200.00          | $17326.29          | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL               | 2056-02-01      | 5.0000%  | 0.0000% | $1013.00           | $1033.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $853742.00         | $501540.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $607.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $1223.00           | $929.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 4.5000%  | 0.0000% | $83260.00          | $77506.37          | Agency Mortgage-Backed Securities  |

### Security 176: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_3.67_0302
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 4.5000%  | 0.0000% | $4395.00           | $1005.55           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $1008.00           | $1007.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 6.5000%  | 0.0000% | $6157831.00        | $6423683.46        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $79869312.00       | $20199318.42       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $736.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.5000%  | 0.0000% | $1000.00           | $922.63            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2048-12-15      | 5.5000%  | 0.0000% | $1001.00           | $1013.11           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $800.12            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2027-12-31      | 3.8750%  | 0.0000% | $33800.00          | $34252.87          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $19792200.00       | $20049207.40       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $5497728.00        | $5547941.60        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.66           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1114.00           | $1138.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-06-01      | 5.5000%  | 0.0000% | $1012.00           | $914.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 4.0000%  | 0.0000% | $1000.00           | $42.62             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $1525.00           | $1011.26           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.0000%  | 0.0000% | $1249.00           | $165.02            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 3.0000%  | 0.0000% | $150000000.00      | $21253103.90       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $746.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $686.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 6.0000%  | 0.0000% | $1000.00           | $617.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $29767104.00       | $9282010.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $150976834.00      | $54235263.28       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $526.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $500.99            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $448.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $595.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $953.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.5000%  | 0.0000% | $1501908.00        | $1081229.55        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $4361032.00        | $4675239.15        | Agency Mortgage-Backed Securities  |

### Security 177: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 99VDKY004_3.67_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2029-01-01      | 2.0000%  | 0.0000% | $700000.00         | $38953.41          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-02-01      | 7.5000%  | 0.0000% | $2108556.00        | $1690953.81        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2049-12-01      | 4.0000%  | 0.0000% | $485000.00         | $145613.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-09-01      | 4.0000%  | 0.0000% | $474773.00         | $26425.05          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-06-01      | 3.0000%  | 0.0000% | $9060064.00        | $1042938.98        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2028-08-01      | 3.5000%  | 0.0000% | $11500000.00       | $114460.18         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2032-08-01      | 2.0000%  | 0.0000% | $1200000.00        | $194444.41         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-11-01      | 3.5000%  | 0.0000% | $1300000.00        | $258053.97         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-05-01      | 3.0000%  | 0.0000% | $1038646.00        | $949379.48         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $193000.00         | $117757.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-04-01      | 2.5000%  | 0.0000% | $6575000.00        | $194209.09         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 2.5000%  | 0.0000% | $1500000.00        | $259961.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $2600116.00        | $1979258.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $2548752.00        | $2665038.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $3272604.00        | $3118958.29        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 5.5000%  | 0.0000% | $2007316.00        | $2023530.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1006536.00        | $1069508.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $269280.00         | $281614.57         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.5000%  | 0.0000% | $303933.00         | $320360.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 7.0000%  | 0.0000% | $256610.00         | $271170.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $488395.00         | $513054.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.5000%  | 0.0000% | $307709.00         | $163460.96         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-12-01      | 6.0000%  | 0.0000% | $1200824.00        | $549651.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3765144.00        | $2411113.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1451724.00        | $1510466.27        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 5.5000%  | 0.0000% | $13905824.00       | $14196426.13       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $165000.00         | $132511.29         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $50707584.00       | $48737895.94       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-02-01      | 5.5000%  | 0.0000% | $797952.00         | $815403.23         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.5000%  | 0.0000% | $325655.00         | $345164.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $4569640.00        | $4667621.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-01-01      | 3.0000%  | 0.0000% | $1005000.00        | $125211.77         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 3.0000%  | 0.0000% | $296346.00         | $182946.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $10177856.00       | $10500004.34       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 6.5000%  | 0.0000% | $233761.00         | $247976.34         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-04-01      | 3.0000%  | 0.0000% | $615000.00         | $138501.13         | Agency Mortgage-Backed Securities |

### Security 178: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.599900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDMN006_3.60_0302
- **C.18 - Value (incl. sponsor support):** $573000.00
- **C.18.a - Value (excl. sponsor support):** $573000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $153.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $556200.00         | $584332.37         | U.S. Treasuries (including strips) |

### Security 179: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDMN006_3.67_0302
- **C.18 - Value (incl. sponsor support):** $645000000.00
- **C.18.a - Value (excl. sponsor support):** $645000000.00
- **C.19 - Percentage of Net Assets:** 6.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2031-05-15      | NA       | 0.0000% | $184.32            | $152.24            | U.S. Treasuries (including strips) |
| STRIPS          | 2045-08-15      | NA       | 0.0000% | $1433.59           | $555.84            | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $40.96             | $14.91             | U.S. Treasuries (including strips) |
| STRIPS          | 2049-05-15      | NA       | 0.0000% | $1638.40           | $526.73            | U.S. Treasuries (including strips) |
| STRIPS          | 2032-11-15      | NA       | 0.0000% | $163.84            | $126.98            | U.S. Treasuries (including strips) |
| STRIPS          | 2033-11-15      | NA       | 0.0000% | $46301511.68       | $34253858.34       | U.S. Treasuries (including strips) |
| STRIPS          | 2027-11-15      | NA       | 0.0000% | $43482316.80       | $40938601.27       | U.S. Treasuries (including strips) |
| STRIPS          | 2030-05-15      | NA       | 0.0000% | $81.09             | $69.67             | U.S. Treasuries (including strips) |
| STRIPS          | 2037-08-15      | NA       | 0.0000% | $81.92             | $49.95             | U.S. Treasuries (including strips) |
| STRIPS          | 2052-11-15      | NA       | 0.0000% | $16.00             | $4.34              | U.S. Treasuries (including strips) |
| STRIPS          | 2041-02-15      | NA       | 0.0000% | $16703440.00       | $8350550.76        | U.S. Treasuries (including strips) |
| STRIPS          | 2043-05-15      | NA       | 0.0000% | $250.00            | $109.75            | U.S. Treasuries (including strips) |
| STRIPS          | 2050-05-15      | NA       | 0.0000% | $40.96             | $12.50             | U.S. Treasuries (including strips) |
| STRIPS          | 2051-05-15      | NA       | 0.0000% | $16796569.60       | $4889044.70        | U.S. Treasuries (including strips) |
| STRIPS          | 2054-11-15      | NA       | 0.0000% | $450.56            | $113.67            | U.S. Treasuries (including strips) |
| STRIPS          | 2055-11-15      | NA       | 0.0000% | $40.95             | $9.98              | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $430208000.00      | $426340430.08      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2026-11-15      | NA       | 0.0000% | $1000.00           | $974.48            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2037-02-15      | NA       | 0.0000% | $3400.00           | $2182.02           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2039-11-15      | NA       | 0.0000% | $100.00            | $54.95             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-05-15      | NA       | 0.0000% | $200.00            | $101.12            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2046-02-15      | NA       | 0.0000% | $200.00            | $77.50             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-05-15      | NA       | 0.0000% | $6018400.00        | $2073573.52        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-11-15      | NA       | 0.0000% | $1600.00           | $486.62            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2040-11-15      | NA       | 0.0000% | $7900.00           | $4080.71           | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $488000.00         | $241737.63         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-02-15      | NA       | 0.0000% | $200.00            | $54.82             | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2055-02-15      | NA       | 0.0000% | $3100.00           | $782.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $4249600.00        | $3237613.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $400.00            | $372.49            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2034-11-15      | NA       | 0.0000% | $600.00            | $425.19            | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2035-05-15      | NA       | 0.0000% | $200.00            | $138.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $900.00            | $884.03            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $114.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $20615300.00       | $20291328.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $800.00            | $802.74            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $107.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $2000.00           | $2020.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $4969900.00        | $5099072.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $98252000.00       | $100954934.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $11064400.00       | $11213850.03       | U.S. Treasuries (including strips) |

### Security 180: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.68_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $1332048.00        | $1343961.99        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-05-01      | 4.5000%  | 0.0000% | $16999.00          | $1855.24           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2033-09-01      | 5.5000%  | 0.0000% | $1002349.00        | $6605.60           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-01      | 3.5000%  | 0.0000% | $352000.00         | $48071.04          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $1166340.00        | $972159.14         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 4.5000%  | 0.0000% | $161000.00         | $124744.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $30913280.00       | $24172716.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-05-01      | 4.5000%  | 0.0000% | $2556580.00        | $37504.59          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-04-01      | 4.5000%  | 0.0000% | $296320.00         | $13769.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-01      | 3.5000%  | 0.0000% | $226310.00         | $16758.49          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-06-01      | 4.0000%  | 0.0000% | $200000.00         | $14917.27          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-01-01      | 4.5000%  | 0.0000% | $206158.00         | $12172.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-10-20      | 5.5000%  | 0.0000% | $38397.00          | $31910.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-15      | 6.5000%  | 0.0000% | $141788.00         | $2419.27           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $4222000.00        | $4443420.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-01-01      | 4.5000%  | 0.0000% | $192425.00         | $4513.48           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-01      | 3.5000%  | 0.0000% | $7999.00           | $545.00            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-05-01      | 3.5000%  | 0.0000% | $2000.00           | $109.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2045-10-01      | 6.5000%  | 0.0000% | $86239.00          | $89311.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-02-01      | 4.5000%  | 0.0000% | $862052.00         | $20724.95          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $1138902.00        | $991889.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $162808.00         | $164688.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-12-01      | 5.5000%  | 0.0000% | $1066222.00        | $1103009.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $2551680.00        | $2592629.64        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $7717632.00        | $7189789.13        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $36446.00          | $32856.59          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $6456000.00        | $6068380.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2041-01-01      | 6.5000%  | 0.0000% | $227034.00         | $234159.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $1243076.00        | $1307563.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-05-20      | 6.0000%  | 0.0000% | $51077.00          | $2150.81           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 4.0000%  | 0.0000% | $2465170.00        | $521592.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-11-01      | 3.5000%  | 0.0000% | $1086856.00        | $451719.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 4.5000%  | 0.0000% | $1385000.00        | $138306.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 3.5900%  | 0.0000% | $146830.00         | $141051.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-01      | 2.4350%  | 0.0000% | $2468704.00        | $1396429.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $10469712.00       | $7837119.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $824660.00         | $590544.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $1190000.00        | $1104542.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 7.0000%  | 0.0000% | $7457800.00        | $7247388.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $32815680.00       | $18193519.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-15      | 4.5000%  | 0.0000% | $473202.00         | $32191.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $5250000.00        | $3268797.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 3.0000%  | 0.0000% | $186000.00         | $109513.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.5000%  | 0.0000% | $352000.00         | $236554.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 3.5000%  | 0.0000% | $5554680.00        | $4757922.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 3.0000%  | 0.0000% | $193667.00         | $13542.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $4002.00           | $300.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $35000.00          | $5590.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 6.0000%  | 0.0000% | $69000.00          | $5081.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $2257.00           | $1398.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.5000%  | 0.0000% | $1402308.00        | $1421915.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-06-15      | 4.8600%  | 0.0000% | $103271.00         | $104022.33         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1295794.00        | $1361329.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1986954.00        | $2014318.55        | Agency Mortgage-Backed Securities |

### Security 181: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.669900%
- **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: 99VDNY001, C.3 - LEI: 9R7GPTSO7KV3UQJZQ078, C.5 - Other ID: 99VDNY001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 3.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL             | 2056-01-20      | 7.0000%  | 0.0000% | $2000.00           | $2133.17           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $3015.00           | $3154.88           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $1003.00           | $1037.63           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 7.0000%  | 0.0000% | $1000.00           | $1070.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $2014.00           | $2092.45           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $2000.00           | $2018.95           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1012.50           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $2000.00           | $2025.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3001.00           | $3093.69           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $2010.00           | $2079.87           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $4009.00           | $4211.01           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4024.00           | $4153.12           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $3006.00           | $3087.78           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $2000.00           | $2082.42           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.09           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $4014.00           | $4138.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1011.00           | $1063.44           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $3006.00           | $3160.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3002.00           | $3095.23           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $3000.00           | $3117.02           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $2001.00           | $2063.13           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $4001.00           | $4116.60           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $3001.00           | $3165.64           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1002.00           | $1044.81           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $1596408.00        | $1611483.06        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1017.00           | $1058.91           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $2000.00           | $2103.87           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $3005.00           | $3101.42           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $2003.00           | $2057.49           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $2001.00           | $2104.53           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2145.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $4011.00           | $4042.36           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.99           | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2032-02-15      | NA       | 0.0000% | $5.68              | $4.55              | U.S. Treasuries (including strips) |
| STRIPS                         | 2032-08-15      | NA       | 0.0000% | $5.45              | $4.27              | U.S. Treasuries (including strips) |
| STRIPS                         | 2033-02-15      | NA       | 0.0000% | $9.67              | $7.41              | U.S. Treasuries (including strips) |
| STRIPS                         | 2033-08-15      | NA       | 0.0000% | $0.69              | $0.52              | U.S. Treasuries (including strips) |
| STRIPS                         | 2034-02-15      | NA       | 0.0000% | $2.00              | $1.46              | U.S. Treasuries (including strips) |
| STRIPS                         | 2034-08-15      | NA       | 0.0000% | $8.83              | $6.30              | U.S. Treasuries (including strips) |
| STRIPS                         | 2035-02-15      | NA       | 0.0000% | $1.38              | $0.96              | U.S. Treasuries (including strips) |
| STRIPS                         | 2036-02-15      | NA       | 0.0000% | $7.06              | $4.67              | U.S. Treasuries (including strips) |
| STRIPS                         | 2036-08-15      | NA       | 0.0000% | $10.00             | $6.45              | U.S. Treasuries (including strips) |
| STRIPS                         | 2030-11-15      | NA       | 0.0000% | $7.00              | $5.90              | U.S. Treasuries (including strips) |
| STRIPS                         | 2044-11-15      | NA       | 0.0000% | $10.00             | $4.04              | U.S. Treasuries (including strips) |
| STRIPS                         | 2045-02-15      | NA       | 0.0000% | $15.16             | $6.04              | U.S. Treasuries (including strips) |
| STRIPS                         | 2046-02-15      | NA       | 0.0000% | $19.83             | $7.49              | U.S. Treasuries (including strips) |
| STRIPS                         | 2046-05-15      | NA       | 0.0000% | $2.98              | $1.11              | U.S. Treasuries (including strips) |
| STRIPS                         | 2046-08-15      | NA       | 0.0000% | $0.98              | $0.36              | U.S. Treasuries (including strips) |
| STRIPS                         | 2046-11-15      | NA       | 0.0000% | $1.00              | $0.36              | U.S. Treasuries (including strips) |
| STRIPS                         | 2047-02-15      | NA       | 0.0000% | $13.63             | $4.89              | U.S. Treasuries (including strips) |
| STRIPS                         | 2047-05-15      | NA       | 0.0000% | $8.67              | $3.08              | U.S. Treasuries (including strips) |
| STRIPS                         | 2047-08-15      | NA       | 0.0000% | $9.98              | $3.50              | U.S. Treasuries (including strips) |
| STRIPS                         | 2047-11-15      | NA       | 0.0000% | $9.98              | $3.46              | U.S. Treasuries (including strips) |
| STRIPS                         | 2048-02-15      | NA       | 0.0000% | $10.01             | $3.42              | U.S. Treasuries (including strips) |
| STRIPS                         | 2048-05-15      | NA       | 0.0000% | $10.09             | $3.41              | U.S. Treasuries (including strips) |
| STRIPS                         | 2048-11-15      | NA       | 0.0000% | $6.85              | $2.26              | U.S. Treasuries (including strips) |
| STRIPS                         | 2049-02-15      | NA       | 0.0000% | $0.07              | $0.02              | U.S. Treasuries (including strips) |
| STRIPS                         | 2049-05-15      | NA       | 0.0000% | $16.98             | $5.46              | U.S. Treasuries (including strips) |
| STRIPS                         | 2049-08-15      | NA       | 0.0000% | $20.00             | $6.35              | U.S. Treasuries (including strips) |
| STRIPS                         | 2049-11-15      | NA       | 0.0000% | $4.93              | $1.55              | U.S. Treasuries (including strips) |
| RFC PRINCIPAL  STRIP           | 2030-01-15      | NA       | 0.0000% | $1000.00           | $865.65            | Agency Mortgage-Backed Securities  |
| RFC PRINCIPAL  STRIP           | 2030-04-15      | NA       | 0.0000% | $223885000.00      | $192176391.33      | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY          | 2030-05-01      | 7.1250%  | 0.0000% | $9000.00           | $10411.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $43.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-15      | 4.5000%  | 0.0000% | $3000.00           | $121.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-15      | 4.5000%  | 0.0000% | $4000.00           | $64.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-15      | 4.5000%  | 0.0000% | $5000.00           | $203.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-11-20      | 4.0000%  | 0.0000% | $2000.00           | $210.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 4.0000%  | 0.0000% | $2000.00           | $246.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.5000%  | 0.0000% | $2007.00           | $134.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-06-15      | 4.5000%  | 0.0000% | $2000.00           | $45.18             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-08-15      | 4.5000%  | 0.0000% | $1000.00           | $26.43             | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2031-11-15      | NA       | 0.0000% | $2.62              | $2.12              | U.S. Treasuries (including strips) |
| STRIPS                         | 2032-05-15      | NA       | 0.0000% | $8.00              | $6.34              | U.S. Treasuries (including strips) |
| STRIPS                         | 2032-11-15      | NA       | 0.0000% | $3.09              | $2.39              | U.S. Treasuries (including strips) |
| STRIPS                         | 2033-05-15      | NA       | 0.0000% | $10.00             | $7.58              | U.S. Treasuries (including strips) |
| STRIPS                         | 2034-05-15      | NA       | 0.0000% | $11.97             | $8.64              | U.S. Treasuries (including strips) |
| STRIPS                         | 2034-11-15      | NA       | 0.0000% | $7.21              | $5.08              | U.S. Treasuries (including strips) |
| STRIPS                         | 2026-08-15      | NA       | 0.0000% | $2.07              | $2.04              | U.S. Treasuries (including strips) |
| STRIPS                         | 2027-08-15      | NA       | 0.0000% | $6.32              | $6.00              | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2033-04-01      | 3.0000%  | 0.0000% | $29580.00          | $3117.12           | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2028-02-15      | NA       | 0.0000% | $1.27              | $1.19              | U.S. Treasuries (including strips) |
| STRIPS                         | 2028-08-15      | NA       | 0.0000% | $1.00              | $0.92              | U.S. Treasuries (including strips) |
| STRIPS                         | 2028-05-15      | NA       | 0.0000% | $9.00              | $8.33              | U.S. Treasuries (including strips) |
| STRIPS                         | 2028-11-15      | NA       | 0.0000% | $10.02             | $9.11              | U.S. Treasuries (including strips) |
| STRIPS                         | 2035-05-15      | NA       | 0.0000% | $0.86              | $0.59              | U.S. Treasuries (including strips) |
| STRIPS                         | 2035-11-15      | NA       | 0.0000% | $2.77              | $1.86              | U.S. Treasuries (including strips) |
| STRIPS                         | 2029-05-15      | NA       | 0.0000% | $10.95             | $9.78              | U.S. Treasuries (including strips) |
| STRIPS                         | 2029-11-15      | NA       | 0.0000% | $1.62              | $1.42              | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2028-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $26329.73          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $39052.28          | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2030-08-15      | NA       | 0.0000% | $5.70              | $4.85              | U.S. Treasuries (including strips) |
| STRIPS                         | 2031-02-15      | NA       | 0.0000% | $134.51            | $112.17            | U.S. Treasuries (including strips) |
| STRIPS                         | 2036-11-15      | NA       | 0.0000% | $3.16              | $2.01              | U.S. Treasuries (including strips) |
| STRIPS                         | 2037-05-15      | NA       | 0.0000% | $3.34              | $2.07              | U.S. Treasuries (including strips) |
| STRIPS                         | 2037-08-15      | NA       | 0.0000% | $1.00              | $0.61              | U.S. Treasuries (including strips) |
| STRIPS                         | 2051-11-15      | NA       | 0.0000% | $9.96              | $2.84              | U.S. Treasuries (including strips) |
| STRIPS                         | 2037-11-15      | NA       | 0.0000% | $89.90             | $54.09             | U.S. Treasuries (including strips) |
| STRIPS                         | 2038-08-15      | NA       | 0.0000% | $0.32              | $0.18              | U.S. Treasuries (including strips) |
| STRIPS                         | 2039-02-15      | NA       | 0.0000% | $26.12             | $14.65             | U.S. Treasuries (including strips) |
| STRIPS                         | 2052-02-15      | NA       | 0.0000% | $6.62              | $1.86              | U.S. Treasuries (including strips) |
| STRIPS                         | 2052-05-15      | NA       | 0.0000% | $3.76              | $1.04              | U.S. Treasuries (including strips) |
| STRIPS                         | 2052-08-15      | NA       | 0.0000% | $15.91             | $4.38              | U.S. Treasuries (including strips) |
| STRIPS                         | 2038-11-15      | NA       | 0.0000% | $2.62              | $1.49              | U.S. Treasuries (including strips) |
| STRIPS                         | 2039-08-15      | NA       | 0.0000% | $9.75              | $5.32              | U.S. Treasuries (including strips) |
| STRIPS                         | 2039-11-15      | NA       | 0.0000% | $8.87              | $4.76              | U.S. Treasuries (including strips) |
| STRIPS                         | 2052-11-15      | NA       | 0.0000% | $10.00             | $2.71              | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2027-10-01      | 2.5000%  | 0.0000% | $3495596.00        | $66800.52          | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2053-05-15      | NA       | 0.0000% | $0.47              | $0.12              | U.S. Treasuries (including strips) |
| STRIPS                         | 2040-05-15      | NA       | 0.0000% | $1.12              | $0.59              | U.S. Treasuries (including strips) |
| STRIPS                         | 2040-11-15      | NA       | 0.0000% | $5.83              | $2.96              | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2053-03-01      | 6.5000%  | 0.0000% | $1990780.00        | $943446.90         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 4.5000%  | 0.0000% | $1096510.00        | $953023.89         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $46177.00          | $22042.03          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 4.0000%  | 0.0000% | $540550.00         | $494169.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $3350.00           | $2697.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.0000%  | 0.0000% | $2940.00           | $2494.10           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-09-01      | 2.5000%  | 0.0000% | $413152.00         | $39002.11          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-03-01      | 2.0000%  | 0.0000% | $537000.00         | $295860.23         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 2.0000%  | 0.0000% | $166340.00         | $123113.42         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $3405843.00        | $2178304.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $791345.00         | $539314.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $4664410.00        | $2945336.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $2991070.00        | $2338858.41        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $1990.00           | $1506.16           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $656.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $1224434.00        | $917688.96         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 5.5000%  | 0.0000% | $1093619.00        | $982603.18         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-06-01      | 1.5000%  | 0.0000% | $2030.00           | $937.94            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-09-01      | 4.0000%  | 0.0000% | $18000.00          | $4302.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.5000%  | 0.0000% | $12960.00          | $8851.17           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 6.0000%  | 0.0000% | $35000.00          | $24525.50          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-06-01      | 2.0000%  | 0.0000% | $6460.00           | $3148.60           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-03-25      | 6.5000%  | 0.0000% | $4046.00           | $4030.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-10-01      | 4.5000%  | 0.0000% | $1922.00           | $1201.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 6.0000%  | 0.0000% | $970000.00         | $814.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-02-01      | 5.0000%  | 0.0000% | $1468.00           | $198.98            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $303064.00         | $85010.58          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-05-01      | 5.5000%  | 0.0000% | $3876901.00        | $648233.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-05-01      | 3.5000%  | 0.0000% | $1113832.00        | $447364.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 4.0000%  | 0.0000% | $1750000.00        | $125085.79         | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2041-02-15      | NA       | 0.0000% | $6.24              | $3.12              | U.S. Treasuries (including strips) |
| STRIPS                         | 2054-02-15      | NA       | 0.0000% | $9.62              | $2.47              | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL               | 2043-04-01      | 3.5000%  | 0.0000% | $90000.00          | $12301.70          | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2041-08-15      | NA       | 0.0000% | $8.25              | $4.01              | U.S. Treasuries (including strips) |
| STRIPS                         | 2041-11-15      | NA       | 0.0000% | $1.29              | $0.62              | U.S. Treasuries (including strips) |
| STRIPS                         | 2042-02-15      | NA       | 0.0000% | $11.91             | $5.62              | U.S. Treasuries (including strips) |
| STRIPS                         | 2042-05-15      | NA       | 0.0000% | $6.75              | $3.14              | U.S. Treasuries (including strips) |
| STRIPS                         | 2042-08-15      | NA       | 0.0000% | $2.50              | $1.15              | U.S. Treasuries (including strips) |
| STRIPS                         | 2042-11-15      | NA       | 0.0000% | $16.25             | $7.34              | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $515000.00         | $157034.95         | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2043-02-15      | NA       | 0.0000% | $159.98            | $71.23             | U.S. Treasuries (including strips) |
| STRIPS                         | 2043-05-15      | NA       | 0.0000% | $29.46             | $12.93             | U.S. Treasuries (including strips) |
| STRIPS                         | 2043-11-15      | NA       | 0.0000% | $6.25              | $2.66              | U.S. Treasuries (including strips) |
| STRIPS                         | 2044-02-15      | NA       | 0.0000% | $240.11            | $100.98            | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $262.35            | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2050-02-15      | NA       | 0.0000% | $14.43             | $4.46              | U.S. Treasuries (including strips) |
| STRIPS                         | 2050-05-15      | NA       | 0.0000% | $4.38              | $1.34              | U.S. Treasuries (including strips) |
| STRIPS                         | 2054-08-15      | NA       | 0.0000% | $4.72              | $1.20              | U.S. Treasuries (including strips) |
| STRIPS                         | 2054-11-15      | NA       | 0.0000% | $9.86              | $2.49              | U.S. Treasuries (including strips) |
| STRIPS                         | 2055-02-15      | NA       | 0.0000% | $274.20            | $68.17             | U.S. Treasuries (including strips) |
| STRIPS                         | 2055-05-15      | NA       | 0.0000% | $415.85            | $102.93            | U.S. Treasuries (including strips) |
| STRIPS                         | 2055-11-15      | NA       | 0.0000% | $9.99              | $2.43              | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2040-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $580.01            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-08-01      | 2.5000%  | 0.0000% | $11670.00          | $7271.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-06-01      | 3.0000%  | 0.0000% | $4500000.00        | $3068893.70        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1003.00           | $1054.64           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $1011.00           | $1043.44           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $1001.00           | $1016.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $2999.00           | $3136.43           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $3001.00           | $3150.17           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4327236.00        | $4444955.09        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $1983813.00        | $2008757.68        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $1027.20           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4000.00           | $4128.34           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2099.40           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4012.00           | $4121.14           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $2002.00           | $2082.07           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $4000.00           | $4054.97           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $2000.00           | $2064.17           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $2000.00           | $2087.27           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $2005.00           | $2078.13           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $2000.00           | $2018.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $2012.00           | $2031.00           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $2000.00           | $2018.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $2002868.00        | $2057963.34        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $2807921.00        | $2854094.76        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $4103.00           | $4214.62           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $2006.00           | $2033.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 7.0000%  | 0.0000% | $4244.00           | $4424.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $937.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-05-15      | 6.0000%  | 0.0000% | $1000.00           | $7.14              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-09-20      | 3.5000%  | 0.0000% | $3000.00           | $478.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-06-15      | 3.0000%  | 0.0000% | $3000.00           | $1105.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 2.5000%  | 0.0000% | $4000.00           | $1909.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-15      | 4.0000%  | 0.0000% | $8000.00           | $3334.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-07-15      | 6.5000%  | 0.0000% | $4000.00           | $215.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-10-15      | 6.5000%  | 0.0000% | $2002.00           | $16.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-07-15      | 6.0000%  | 0.0000% | $4000.00           | $75.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-07-15      | 6.0000%  | 0.0000% | $3000.00           | $267.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-15      | 4.0000%  | 0.0000% | $1000.00           | $135.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-07-15      | 5.4250%  | 0.0000% | $1000.00           | $759.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-15      | 4.0000%  | 0.0000% | $50000.00          | $394.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-15      | 4.0000%  | 0.0000% | $100136.00         | $3856.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-06-15      | 5.5000%  | 0.0000% | $60000.00          | $2480.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-15      | 4.0000%  | 0.0000% | $25904.00          | $4777.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-08-15      | 4.0000%  | 0.0000% | $2004.00           | $112.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-09-15      | 4.0000%  | 0.0000% | $8000.00           | $681.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-08-20      | 4.0000%  | 0.0000% | $1000.00           | $26.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-15      | 4.5000%  | 0.0000% | $45370.00          | $1208.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $893.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-02-15      | 8.0000%  | 0.0000% | $25000.00          | $398.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-04-15      | 7.0000%  | 0.0000% | $31822.00          | $24.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-01-15      | 7.7500%  | 0.0000% | $25000.00          | $67.65             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-01-15      | 6.5000%  | 0.0000% | $56000.00          | $96.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-07-15      | 6.5000%  | 0.0000% | $100000.00         | $283.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-09-15      | 6.0000%  | 0.0000% | $20000.00          | $13.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-01-15      | 6.0000%  | 0.0000% | $136000.00         | $172.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-07-15      | 7.5000%  | 0.0000% | $1155.00           | $0.17              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-05-15      | 6.5000%  | 0.0000% | $5000.00           | $6.69              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-10-15      | 6.5000%  | 0.0000% | $32000.00          | $36.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-15      | 3.0000%  | 0.0000% | $4000.00           | $1330.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $41.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-15      | 3.0000%  | 0.0000% | $3000.00           | $350.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-01-15      | 2.5000%  | 0.0000% | $4000.00           | $65.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 7.0000%  | 0.0000% | $1000.00           | $126.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-05-20      | 4.5000%  | 0.0000% | $3006.00           | $36.26             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-12-20      | 4.5000%  | 0.0000% | $2000.00           | $115.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 4.2500%  | 0.0000% | $2000.00           | $619.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-11-20      | 4.0000%  | 0.0000% | $4095.00           | $395.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-15      | 6.0000%  | 0.0000% | $5000.00           | $875.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 3.0000%  | 0.0000% | $3000.00           | $363.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-08-15      | 7.0000%  | 0.0000% | $2000.00           | $107.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 3.5000%  | 0.0000% | $3072.00           | $301.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-15      | 4.0000%  | 0.0000% | $1000.00           | $154.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-15      | 6.0000%  | 0.0000% | $4000.00           | $942.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $288.38            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.5000%  | 0.0000% | $1000.00           | $270.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 4.5000%  | 0.0000% | $5000.00           | $858.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $176.09            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-01-15      | 3.0000%  | 0.0000% | $5000.00           | $2148.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $3000.00           | $59.77             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-15      | 4.0000%  | 0.0000% | $1000.00           | $84.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 3.5000%  | 0.0000% | $3000.00           | $783.94            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.0000%  | 0.0000% | $7000.00           | $3270.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.5000%  | 0.0000% | $2000.00           | $151.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-04-20      | 3.5000%  | 0.0000% | $2000.00           | $318.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-07-20      | 2.5000%  | 0.0000% | $1000.00           | $167.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.5000%  | 0.0000% | $5070.00           | $1917.45           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-01-20      | 4.0000%  | 0.0000% | $9072.00           | $2881.91           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $448.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 4.0000%  | 0.0000% | $4112.00           | $819.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 4.5000%  | 0.0000% | $2075.00           | $475.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $325.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 3.5000%  | 0.0000% | $1035.00           | $433.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $466.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $469.95            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $473.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.0000%  | 0.0000% | $2048.00           | $850.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.0000%  | 0.0000% | $2048.00           | $921.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.5000%  | 0.0000% | $3019.00           | $1222.85           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.5000%  | 0.0000% | $3082.00           | $1524.57           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 3.5000%  | 0.0000% | $2095.00           | $821.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $1024.00           | $389.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-12-20      | 3.5000%  | 0.0000% | $3117.00           | $1042.69           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $736.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.0000%  | 0.0000% | $3082.00           | $1603.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 3.0000%  | 0.0000% | $4351.00           | $2434.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1024.00           | $461.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $3090.00           | $1681.44           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 3.5000%  | 0.0000% | $1000.00           | $373.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $589.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.0000%  | 0.0000% | $3088.00           | $2456.42           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $710.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $742.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $3000.00           | $1967.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 5.0000%  | 0.0000% | $3000.00           | $2258.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $6173.00           | $3352.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.0000%  | 0.0000% | $1000.00           | $650.71            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $609.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $622.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $1005.00           | $936.60            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.5000%  | 0.0000% | $3019.00           | $2532.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 7.0000%  | 0.0000% | $5000.00           | $2373.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 7.0000%  | 0.0000% | $5039.00           | $2426.80           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 5.5000%  | 0.0000% | $2048.00           | $1642.86           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 6.0000%  | 0.0000% | $4096.00           | $2759.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 7.0000%  | 0.0000% | $3000.00           | $1584.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 4.0000%  | 0.0000% | $2000.00           | $1896.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.0000%  | 0.0000% | $2023.00           | $1958.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $808.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 4.0000%  | 0.0000% | $1991.00           | $1890.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $948.25            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 4.0000%  | 0.0000% | $4008.00           | $3803.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 6.0000%  | 0.0000% | $2000.00           | $1978.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.0000%  | 0.0000% | $2000.00           | $1906.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 4.0000%  | 0.0000% | $4730.00           | $4513.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2027.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $994.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0000%  | 0.0000% | $2000.00           | $2001.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.5000%  | 0.0000% | $1032.00           | $1042.58           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 7.0000%  | 0.0000% | $2000.00           | $2068.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-20      | 4.5000%  | 0.0000% | $2003.00           | $2018.26           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 3.5000%  | 0.0000% | $386230.00         | $350349.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 6.5000%  | 0.0000% | $2003.00           | $2098.98           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.0000%  | 0.0000% | $1002.00           | $998.72            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 5.0000%  | 0.0000% | $1009.00           | $1005.74           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1001.00           | $782.80            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $837.27            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $755.29            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $2000.00           | $1878.40           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $2000.00           | $1743.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $3000.00           | $2359.49           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $847.42            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $2002.00           | $762.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 6.5000%  | 0.0000% | $3182.00           | $2702.38           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $2004.00           | $2069.93           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.85           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $2000.00           | $2016.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3000.00           | $3092.56           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2062.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.03           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $3000.00           | $3127.45           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $4000.00           | $4037.74           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $4002.00           | $4281.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1038.47           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $3002.00           | $3127.37           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1024.00           | $1049.73           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $4000.00           | $4167.41           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1002.00           | $1031.99           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 3.0000%  | 0.0000% | $75000.00          | $54152.54          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $88945.00          | $75764.12          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $825.26            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-04-01      | 3.5000%  | 0.0000% | $491000.00         | $171925.99         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $578.09            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-07-01      | 2.0000%  | 0.0000% | $1020.00           | $624.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 4.5000%  | 0.0000% | $92000.00          | $69920.76          | Agency Mortgage-Backed Securities  |
| STRIP PRINC                    | 2048-05-15      | NA       | 0.0000% | $100.00            | $34.45             | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2049-05-15      | NA       | 0.0000% | $100.00            | $32.74             | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2052-02-15      | NA       | 0.0000% | $100.00            | $28.64             | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2053-08-15      | NA       | 0.0000% | $100.00            | $26.89             | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2055-02-15      | NA       | 0.0000% | $100.00            | $25.23             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $163.42            | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $646.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $2072.00           | $1017.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.5000%  | 0.0000% | $2048.00           | $1407.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $1036.00           | $739.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $1024.00           | $622.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $6252.00           | $3872.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $2096.00           | $1552.75           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-15      | 3.0000%  | 0.0000% | $5000.00           | $3544.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-15      | 3.0000%  | 0.0000% | $3000.00           | $2311.47           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $610.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 6.5000%  | 0.0000% | $2000.00           | $1133.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 5.5000%  | 0.0000% | $2000.00           | $1463.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.0000%  | 0.0000% | $1000.00           | $711.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $760.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $665.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 6.0000%  | 0.0000% | $2000.00           | $1669.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.5000%  | 0.0000% | $4000.00           | $2738.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.5000%  | 0.0000% | $2000.00           | $1594.61           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $809.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $900.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 6.0000%  | 0.0000% | $2000.00           | $1479.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.0000%  | 0.0000% | $3000.00           | $2287.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 4.5000%  | 0.0000% | $3000.00           | $2366.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.0000%  | 0.0000% | $6000.00           | $4798.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $965.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-20      | 7.0000%  | 0.0000% | $2048.00           | $1230.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $290.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $801.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $893.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-20      | 4.0000%  | 0.0000% | $1000.00           | $879.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 5.0000%  | 0.0000% | $3072.00           | $3097.37           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2050-02-20      | 3.5000%  | 0.0000% | $5001.00           | $4718.42           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $1024.00           | $1042.96           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $1024.00           | $1071.52           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 3.5000%  | 0.0000% | $19000.00          | $3006.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-15      | 4.0000%  | 0.0000% | $1000.00           | $43.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-06-15      | 3.0000%  | 0.0000% | $1000.00           | $504.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $33.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-15      | 4.0000%  | 0.0000% | $5000.00           | $317.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-15      | 4.5000%  | 0.0000% | $1000.00           | $294.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-10-15      | 5.0000%  | 0.0000% | $10000.00          | $128.21            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-06-15      | 6.0000%  | 0.0000% | $10000.00          | $153.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-11-15      | 7.0000%  | 0.0000% | $1000.00           | $21.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-12-15      | 6.0000%  | 0.0000% | $3000.00           | $20.78             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-09-15      | 6.0000%  | 0.0000% | $4007.00           | $32.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-15      | 6.5000%  | 0.0000% | $1000.00           | $46.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-20      | 4.5000%  | 0.0000% | $7000.00           | $189.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-20      | 5.5000%  | 0.0000% | $6000.00           | $203.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-12-20      | 6.0000%  | 0.0000% | $3000.00           | $152.92            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-08-15      | 6.5000%  | 0.0000% | $7000.00           | $132.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-15      | 4.0000%  | 0.0000% | $1000.00           | $44.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-04-15      | 4.5000%  | 0.0000% | $1000.00           | $34.64             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-02-20      | 4.9500%  | 0.0000% | $5039.00           | $327.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-15      | 4.5500%  | 0.0000% | $2000.00           | $74.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-10-15      | 5.5000%  | 0.0000% | $1000000.00        | $17254.60          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $947786.00         | $935312.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 6.0000%  | 0.0000% | $94654.00          | $72457.35          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 5.5000%  | 0.0000% | $7001.00           | $6068.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-02-01      | 4.0000%  | 0.0000% | $621580.00         | $63413.22          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-03-01      | 5.0000%  | 0.0000% | $488807.00         | $4492.50           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $974.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-08-01      | 5.0000%  | 0.0000% | $70000.00          | $3901.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.0000%  | 0.0000% | $8377039.00        | $638911.46         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-02-01      | 3.5000%  | 0.0000% | $397400.00         | $18247.00          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 4.0000%  | 0.0000% | $308950.00         | $32383.69          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-02-01      | 3.0000%  | 0.0000% | $43902.00          | $1892.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-05-01      | 3.0000%  | 0.0000% | $133150.00         | $27538.13          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-02-01      | 1.5000%  | 0.0000% | $1960.00           | $914.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-04-01      | 2.5000%  | 0.0000% | $208000.00         | $91486.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2039-03-01      | 5.5000%  | 0.0000% | $2240.00           | $1187.38           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-05-01      | 5.0000%  | 0.0000% | $59000.00          | $31539.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $229287.00         | $151677.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 3.0000%  | 0.0000% | $13000.00          | $7471.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-09-01      | 2.5000%  | 0.0000% | $196636.00         | $127224.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $122160.00         | $88743.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-08-01      | 5.5000%  | 0.0000% | $6000.00           | $3177.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.0000%  | 0.0000% | $5000.00           | $4249.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $490097.00         | $228988.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-02-01      | 5.5000%  | 0.0000% | $18560.00          | $12871.68          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 6.5000%  | 0.0000% | $4030.00           | $3359.06           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 4.0000%  | 0.0000% | $7479870.00        | $7190333.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-02-01      | 5.0000%  | 0.0000% | $5154840.00        | $5195084.41        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $103.99            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2031-02-15      | NA       | 0.0000% | $100.00            | $83.82             | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2031-05-15      | NA       | 0.0000% | $100.00            | $82.85             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.40            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $128.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $380.08            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $109.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-04-30      | 4.0000%  | 0.0000% | $1600.00           | $1645.88           | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                | 2039-11-01      | 5.0000%  | 0.0000% | $1037491.00        | $882321.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $45850.00          | $31325.42          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 7.5000%  | 0.0000% | $395660.00         | $350890.22         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $897598.00         | $910014.14         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 5.5000%  | 0.0000% | $2535043.00        | $2428826.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $3360.00           | $3551.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $1184000.00        | $1236852.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $3965.00           | $4179.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $1001.00           | $1009.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $3571.00           | $3592.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.14           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-09-01      | 3.5000%  | 0.0000% | $18664660.00       | $960548.32         | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2028-02-04      | 3.9200%  | 0.0000% | $25000000.00       | $25071729.17       | Agency Mortgage-Backed Securities  |
| FARMER MAC                     | 2032-04-01      | 4.0900%  | 0.0000% | $3000000.00        | $2963445.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 4.0000%  | 0.0000% | $1288004.00        | $1239015.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $1199.00           | $1203.90           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $3750.00           | $3247.07           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-08-01      | 3.0000%  | 0.0000% | $2050.00           | $1763.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2032-12-01      | 4.2000%  | 0.0000% | $5830184.00        | $5871521.95        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.0000%  | 0.0000% | $2970.00           | $2757.54           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $698000.00         | $627833.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $5800.00           | $5619.67           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 4.5000%  | 0.0000% | $567465.00         | $561606.51         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 4.5000%  | 0.0000% | $1753320.00        | $1695208.85        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-01      | 7.0000%  | 0.0000% | $1613044.00        | $1537307.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-10-01      | 5.0000%  | 0.0000% | $34951.00          | $32280.96          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2056-02-01      | 5.5000%  | 0.0000% | $1301850.00        | $1343760.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 3.5000%  | 0.0000% | $20000.00          | $548.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-06-20      | 2.5000%  | 0.0000% | $1000.00           | $12.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-02-20      | 2.5000%  | 0.0000% | $1000.00           | $23.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-02-20      | 4.5000%  | 0.0000% | $8431.00           | $566.50            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-06-20      | 3.0000%  | 0.0000% | $278000.00         | $18020.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-11-20      | 3.5000%  | 0.0000% | $46803.00          | $1954.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-20      | 4.5000%  | 0.0000% | $1000.00           | $65.68             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2100.23           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.55           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1001.00           | $1027.16           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $3000.00           | $3015.27           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 7.5000%  | 0.0000% | $3999.00           | $4338.27           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-12-20      | 7.0000%  | 0.0000% | $2000.00           | $2092.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-12-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-11-20      | 7.0000%  | 0.0000% | $2000.00           | $2091.80           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2045-12-20      | 6.5000%  | 0.0000% | $1002.00           | $1048.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3000.00           | $3073.30           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $4004.00           | $4207.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $4002.00           | $4035.20           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $4002.00           | $4201.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.86           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $4000.00           | $4135.60           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $2000.00           | $2122.20           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1049.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2069.06           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $3002.00           | $3105.65           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $2002.00           | $2101.51           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $2000.00           | $2025.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.35           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $4003.00           | $4207.91           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1006.00           | $1037.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1030.98           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $2002.00           | $2069.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1002.00           | $1041.10           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-20      | 5.5000%  | 0.0000% | $2997.00           | $49.01             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 3.5000%  | 0.0000% | $3008.00           | $299.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $238.31            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 4.0000%  | 0.0000% | $348000.00         | $101653.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-06-01      | 4.4800%  | 0.0000% | $550000.00         | $564688.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 2.0000%  | 0.0000% | $300000.00         | $181567.06         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $40696.00          | $27403.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 4.0000%  | 0.0000% | $2970.00           | $2840.48           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 4.5000%  | 0.0000% | $2780.00           | $2450.10           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $94000.00          | $80047.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.5000%  | 0.0000% | $299990.00         | $30877.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 4.5000%  | 0.0000% | $259361.00         | $54067.54          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $6340.00           | $1813.85           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-05-01      | 2.5000%  | 0.0000% | $4500000.00        | $2273689.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.0000%  | 0.0000% | $560000.00         | $290295.16         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 3.0000%  | 0.0000% | $1910.00           | $1075.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $2970.00           | $1637.80           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-11-01      | 3.0000%  | 0.0000% | $129000.00         | $52294.46          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $378000.00         | $216559.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-12-01      | 2.0000%  | 0.0000% | $55260.00          | $34555.86          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-02-01      | 2.5000%  | 0.0000% | $5890.00           | $3359.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 2.5000%  | 0.0000% | $62000.00          | $43278.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $685.11            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $777.75            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-02-01      | 5.0000%  | 0.0000% | $491087.00         | $494979.56         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 5.0000%  | 0.0000% | $1090910.00        | $1102852.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-02-01      | 6.0000%  | 0.0000% | $4047.00           | $4190.25           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 6.0000%  | 0.0000% | $1950.00           | $1595.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 2.5000%  | 0.0000% | $1028.00           | $902.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-10-01      | 4.5000%  | 0.0000% | $43000.00          | $41318.03          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.12           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-09-15      | 4.5000%  | 0.0000% | $1000.00           | $89.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-02-15      | 2.7500%  | 0.0000% | $1000.00           | $145.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.5000%  | 0.0000% | $5000.00           | $2707.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-02-15      | 4.0000%  | 0.0000% | $1000.00           | $121.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $367.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 4.5000%  | 0.0000% | $1001.00           | $203.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-05-15      | 4.0000%  | 0.0000% | $1000.00           | $127.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-15      | 4.5000%  | 0.0000% | $1000.00           | $294.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-20      | 4.5000%  | 0.0000% | $1000.00           | $109.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-15      | 3.0000%  | 0.0000% | $1001.00           | $147.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-08-15      | 6.0000%  | 0.0000% | $120000.00         | $281.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-03-15      | 6.0000%  | 0.0000% | $12688.00          | $327.29            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-15      | 4.5000%  | 0.0000% | $50000.00          | $489.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-11-15      | 6.0000%  | 0.0000% | $75000.00          | $2819.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-02-15      | 6.0000%  | 0.0000% | $25054.00          | $116.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-15      | 6.0000%  | 0.0000% | $820000.00         | $1467.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-07-20      | 6.5000%  | 0.0000% | $345000.00         | $187.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-01-20      | 5.5000%  | 0.0000% | $600000.00         | $1138.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2026-10-20      | 8.0000%  | 0.0000% | $219000.00         | $17.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-01-20      | 8.0000%  | 0.0000% | $820000.00         | $29.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-03-20      | 6.0000%  | 0.0000% | $29000.00          | $29.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-11-20      | 7.5000%  | 0.0000% | $225088.00         | $119.77            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-10-20      | 6.5000%  | 0.0000% | $1911046.00        | $2701.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-11-20      | 6.5000%  | 0.0000% | $46000.00          | $81.50             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-11-20      | 7.0000%  | 0.0000% | $99992.00          | $195.64            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-03-20      | 5.5000%  | 0.0000% | $40000.00          | $93.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-11-20      | 5.5000%  | 0.0000% | $75006.00          | $339.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-02-20      | 5.0000%  | 0.0000% | $40000.00          | $275.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-04-20      | 5.5000%  | 0.0000% | $90150.00          | $629.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-20      | 5.5000%  | 0.0000% | $3000.00           | $59.74             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-20      | 5.5000%  | 0.0000% | $2033.00           | $49.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-20      | 5.5000%  | 0.0000% | $4000.00           | $96.10             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-20      | 5.0000%  | 0.0000% | $90000.00          | $1582.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-20      | 4.5000%  | 0.0000% | $3011.00           | $81.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-20      | 5.5000%  | 0.0000% | $2000.00           | $90.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-20      | 4.0000%  | 0.0000% | $1000.00           | $38.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-20      | 4.5000%  | 0.0000% | $2000.00           | $65.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-12-20      | 5.5000%  | 0.0000% | $25000.00          | $366.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-07-20      | 6.0000%  | 0.0000% | $25000.00          | $390.51            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-10-20      | 5.5000%  | 0.0000% | $150002.00         | $2523.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-04-20      | 6.5000%  | 0.0000% | $57000.00          | $715.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-07-20      | 6.0000%  | 0.0000% | $262001.00         | $2630.62           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 5.0000%  | 0.0000% | $125000.00         | $1931.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 5.5000%  | 0.0000% | $40050.00          | $310.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-10-20      | 6.5000%  | 0.0000% | $8006.00           | $83.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-02-20      | 6.0000%  | 0.0000% | $5005.00           | $55.47             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-06-20      | 5.5000%  | 0.0000% | $3000.00           | $36.49             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-06-20      | 6.0000%  | 0.0000% | $68000.00          | $782.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-20      | 5.5000%  | 0.0000% | $2000.00           | $14.94             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-20      | 5.5000%  | 0.0000% | $1008.00           | $2.89              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-20      | 5.5000%  | 0.0000% | $544657.00         | $6362.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-20      | 7.0000%  | 0.0000% | $36000.00          | $336.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-09-20      | 6.5000%  | 0.0000% | $2000.00           | $5.35              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-20      | 5.0000%  | 0.0000% | $60000.00          | $361.07            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-20      | 5.5000%  | 0.0000% | $4000.00           | $15.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-08-20      | 5.5000%  | 0.0000% | $4042.00           | $45.69             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 5.0000%  | 0.0000% | $152000.00         | $1212.32           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $2006.00           | $21.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-20      | 6.0000%  | 0.0000% | $20811.00          | $37.08             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-20      | 6.0000%  | 0.0000% | $1001.00           | $11.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 7.0000%  | 0.0000% | $1000.00           | $46.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-01-20      | 6.0000%  | 0.0000% | $6002.00           | $70.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $1001.00           | $24.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 4.5000%  | 0.0000% | $2003.00           | $99.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 3.5000%  | 0.0000% | $2000.00           | $139.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-03-20      | 3.5000%  | 0.0000% | $2000.00           | $51.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-10-20      | 5.5000%  | 0.0000% | $2079.00           | $63.86             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-20      | 4.5000%  | 0.0000% | $1000.00           | $36.83             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 4.0000%  | 0.0000% | $4000.00           | $170.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-20      | 4.0000%  | 0.0000% | $9000.00           | $393.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-20      | 4.5000%  | 0.0000% | $4000.00           | $142.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 4.5000%  | 0.0000% | $75000.00          | $548.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-20      | 4.5000%  | 0.0000% | $52000.00          | $2099.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-20      | 6.0000%  | 0.0000% | $2001.00           | $52.17             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-10-20      | 4.0000%  | 0.0000% | $2005.00           | $94.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 4.0000%  | 0.0000% | $5000.00           | $80.90             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-11-20      | 4.5000%  | 0.0000% | $8003.00           | $387.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-01-20      | 4.0000%  | 0.0000% | $3000.00           | $41.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-10-20      | 6.0000%  | 0.0000% | $1000.00           | $30.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 5.5000%  | 0.0000% | $4000.00           | $162.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.5000%  | 0.0000% | $3000.00           | $119.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $4074.00           | $97.95             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-20      | 3.5000%  | 0.0000% | $35000.00          | $1517.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-07-20      | 4.0000%  | 0.0000% | $6000.00           | $254.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-20      | 6.0000%  | 0.0000% | $1000.00           | $22.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-20      | 4.5000%  | 0.0000% | $4003.00           | $180.76            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-20      | 3.5000%  | 0.0000% | $30000.00          | $924.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $29.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-20      | 4.0000%  | 0.0000% | $28997.00          | $1454.95           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-04-15      | 6.0000%  | 0.0000% | $40004.00          | $172.42            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-03-15      | 7.5000%  | 0.0000% | $400500.00         | $55.86             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2027-05-15      | 8.0000%  | 0.0000% | $150000.00         | $417.06            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-20      | 4.5000%  | 0.0000% | $2000.00           | $219.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-05-15      | 4.5000%  | 0.0000% | $3022.00           | $135.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-15      | 4.5000%  | 0.0000% | $2000.00           | $129.74            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $31.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-15      | 4.5000%  | 0.0000% | $1000.00           | $111.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-09-15      | 4.0000%  | 0.0000% | $60000.00          | $2880.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-15      | 4.0000%  | 0.0000% | $51277.00          | $1866.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-15      | 4.5000%  | 0.0000% | $2000.00           | $43.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 4.0000%  | 0.0000% | $2000.00           | $300.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-01-20      | 6.0000%  | 0.0000% | $5000.00           | $155.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2029-12-20      | 6.0000%  | 0.0000% | $4002.00           | $199.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-15      | 4.5000%  | 0.0000% | $2000.00           | $75.67             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-03-20      | 6.0000%  | 0.0000% | $2000.00           | $30.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-04-15      | 4.5000%  | 0.0000% | $2015.00           | $42.14             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-09-20      | 3.0000%  | 0.0000% | $8609.00           | $296.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 3.5000%  | 0.0000% | $40000.00          | $688.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $84.57             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 5.5000%  | 0.0000% | $20000.00          | $1517.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $55642.76          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.5000%  | 0.0000% | $7000.00           | $2963.53           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-12-01      | 3.0000%  | 0.0000% | $438000.00         | $147290.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-06-01      | 3.0000%  | 0.0000% | $2540.00           | $1051.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.30            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $577.56            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-11-01      | 3.0000%  | 0.0000% | $195000.00         | $80441.18          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1318000.00        | $879701.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-04-01      | 4.0000%  | 0.0000% | $1008.00           | $884.88            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $189740.00         | $20498.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 5.0000%  | 0.0000% | $36000.00          | $2721.59           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 3.5000%  | 0.0000% | $1000.00           | $97.45             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 3.0000%  | 0.0000% | $16230.00          | $1796.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.5000%  | 0.0000% | $1000.00           | $115.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-09-20      | 3.0000%  | 0.0000% | $1000.00           | $125.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-12-20      | 4.0000%  | 0.0000% | $1000.00           | $105.61            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $87.20             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $1024.00           | $90.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 5.0000%  | 0.0000% | $1000.00           | $87.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $106.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.5000%  | 0.0000% | $2000.00           | $162.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 4.5000%  | 0.0000% | $75100.00          | $6546.30           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $1023.00           | $94.99             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 5.0000%  | 0.0000% | $1000.00           | $60.23             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $374.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 2.5000%  | 0.0000% | $1001.00           | $95.98             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.5000%  | 0.0000% | $1023.00           | $423.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $722.08            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.5000%  | 0.0000% | $1000.00           | $612.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.5000%  | 0.0000% | $1211.00           | $903.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 5.0000%  | 0.0000% | $1118710.00        | $842176.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $695.39            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 4.5000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-15      | 5.4500%  | 0.0000% | $1000.00           | $1059.36           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1446495.00        | $1063927.27        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-08-15      | 3.9400%  | 0.0000% | $1000.00           | $934.99            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2065-09-15      | 5.4500%  | 0.0000% | $1001.00           | $1049.52           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $2026.00           | $2095.95           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1024.00           | $1074.90           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-04-15      | 5.0800%  | 0.0000% | $3180.00           | $3207.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.5000%  | 0.0000% | $4001.00           | $4053.87           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-11-15      | 6.3800%  | 0.0000% | $2000.00           | $2165.43           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $997.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 5.5000%  | 0.0000% | $6001.00           | $4032.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 7.0000%  | 0.0000% | $7007.00           | $3582.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 6.0000%  | 0.0000% | $317000.00         | $253755.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-03-15      | 5.6600%  | 0.0000% | $1000.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 7.0000%  | 0.0000% | $4003.00           | $3289.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-06-15      | 5.8400%  | 0.0000% | $3000.00           | $3229.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-09-15      | 5.2000%  | 0.0000% | $1000.00           | $1028.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 7.0000%  | 0.0000% | $1041.00           | $1053.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 6.5000%  | 0.0000% | $2000.00           | $421.49            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-02-15      | 5.7900%  | 0.0000% | $3000.00           | $3206.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-11-15      | 4.7300%  | 0.0000% | $4000.00           | $3998.92           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-06-15      | 6.1800%  | 0.0000% | $1000.00           | $1097.78           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-15      | 5.8000%  | 0.0000% | $2000.00           | $2169.18           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.0000%  | 0.0000% | $4002.00           | $3980.34           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.0000%  | 0.0000% | $4032.00           | $4016.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-01-15      | 5.6900%  | 0.0000% | $1001.00           | $1069.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-15      | 6.2000%  | 0.0000% | $4320.00           | $4724.64           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2055-04-15      | 5.5500%  | 0.0000% | $3000.00           | $3169.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $299.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $1008.00           | $997.42            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.0000%  | 0.0000% | $2003.00           | $1995.72           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-05-15      | 5.3900%  | 0.0000% | $2000.00           | $2091.07           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.0000%  | 0.0000% | $1997.00           | $1935.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-12-15      | 4.9600%  | 0.0000% | $3000.00           | $3049.64           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-03-15      | 4.5000%  | 0.0000% | $4096.00           | $85.16             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-12-15      | 5.4000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-01-20      | 5.0000%  | 0.0000% | $1001.00           | $988.10            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-12-20      | 4.5000%  | 0.0000% | $1000.00           | $942.48            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $695.73            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-01-20      | 5.0000%  | 0.0000% | $3002.00           | $2985.19           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-04-15      | 5.9900%  | 0.0000% | $1000.00           | $1074.34           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2051-08-15      | 6.2200%  | 0.0000% | $2000.00           | $2183.51           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-05-15      | 5.7600%  | 0.0000% | $4000.00           | $4278.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $960.47            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $822.68            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2102.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2090.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $3000.00           | $3135.66           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $3003.00           | $3141.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $1047.00           | $1095.71           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 7.0000%  | 0.0000% | $1563720.00        | $1065447.13        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 6.5000%  | 0.0000% | $1998.00           | $1754.22           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-03-20      | 7.5000%  | 0.0000% | $1039259.00        | $1102703.98        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $2003.00           | $1379.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-03-15      | 4.9600%  | 0.0000% | $1000.00           | $1018.52           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-05-15      | 5.1600%  | 0.0000% | $1000.00           | $1029.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $4223.00           | $3387.48           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $3244.00           | $1880.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1050.73           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $1009.10           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $5022.00           | $4952.60           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $2007.00           | $1493.81           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-06-15      | 4.9200%  | 0.0000% | $4000.00           | $4006.53           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 5.5000%  | 0.0000% | $2023.00           | $1993.18           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $5021.00           | $4152.49           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-11-15      | 5.5900%  | 0.0000% | $1000.00           | $1063.31           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-08-15      | 5.7000%  | 0.0000% | $3000.00           | $3152.24           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2060-09-15      | 6.5000%  | 0.0000% | $1334.00           | $1490.69           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 5.0000%  | 0.0000% | $4001.00           | $3647.18           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $2012.00           | $2000.04           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $2006.00           | $2069.12           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $1120.00           | $1110.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 6.5000%  | 0.0000% | $4020.00           | $3483.95           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $780.41            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1029.00           | $1076.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-06-20      | 6.0000%  | 0.0000% | $2000.00           | $1984.71           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2065.65           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.0000%  | 0.0000% | $2020.00           | $2039.08           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $2000.00           | $2067.68           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.36           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2072.92           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.91           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.98           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $4122.00           | $4220.03           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1012.00           | $1091.66           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $3000.00           | $3089.44           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1128.00           | $1154.71           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-09-20      | 7.0000%  | 0.0000% | $2702369.00        | $2824173.60        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1062.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1053.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.81           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $4038.00           | $4188.41           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $2000.00           | $2026.20           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1136.00           | $1176.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1036.00           | $1062.85           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $1001.00           | $1012.60           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $4000.00           | $4045.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.20           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $3000.00           | $3106.70           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $1012.00           | $1084.44           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $3000.00           | $3089.44           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $1004.00           | $1042.09           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.5000%  | 0.0000% | $1014.00           | $1061.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 7.0000%  | 0.0000% | $1000.00           | $1079.58           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1002.00           | $1042.30           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-12-20      | 7.0000%  | 0.0000% | $2003.00           | $2095.07           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1005.08           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1067.00           | $1125.81           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $4129.00           | $4231.74           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $3000.00           | $3057.69           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $2001.00           | $2050.39           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3000.00           | $3078.32           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3025.00           | $3104.07           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $3037.00           | $3116.28           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1040.00           | $1072.26           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1030.02           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $2003.00           | $2158.74           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.66           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $4066.00           | $4191.72           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.0000%  | 0.0000% | $2026.00           | $2051.50           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1055.80           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $1002.00           | $1053.62           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $2003.00           | $2055.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 5.5000%  | 0.0000% | $3000.00           | $3081.62           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $2004.00           | $2184.61           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $3008.00           | $3214.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $2929158.00        | $2950442.98        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $2145490.00        | $2160930.94        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $2018.00           | $2075.77           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $2000.00           | $2104.12           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.10           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1001.00           | $1025.81           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $3005.00           | $3131.33           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $1001.00           | $1025.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.85           | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** State Street Navigator Securities Lending Trust

**Date:** 2026-03-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Treasurer