# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001193125-26-259103
**Filing Date:** 2026-6
**Character Count:** 818445
**Document Hash:** b0170806d1673e437fbd3c00317a2304
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-259103.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-259103

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 261068224

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

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

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 21 days

- **WAL:** 110 days

- **Total Value of Portfolio Securities:** $78581429812.17

- **Amortized Cost of Portfolio Securities:** $78578799776.86

- **Cash:** $1504963373.49

- **Total Other Assets:** $552931801.16

- **Total Liabilities:** $1396753807.05

- **Net Assets of Series:** $79239941144.46

- **Number of Shares Outstanding (Series):** 79255322512.7100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $34418623240.72           | $58073479388.76            | 43.4400%                  | 73.3000%                   |
| 2026-05-04 | $38983913473.34           | $63837709621.38            | 45.8600%                  | 75.1000%                   |
| 2026-05-05 | $37166549320.94           | $61467111416.90            | 44.5100%                  | 73.6000%                   |
| 2026-05-06 | $36216550682.00           | $60923079549.40            | 43.6500%                  | 73.4300%                   |
| 2026-05-07 | $35967378235.95           | $61802905584.87            | 42.8900%                  | 73.7000%                   |
| 2026-05-08 | $36372094974.44           | $61106483085.26            | 43.7400%                  | 73.4800%                   |
| 2026-05-11 | $35788208558.12           | $60620546764.17            | 43.2800%                  | 73.3200%                   |
| 2026-05-12 | $36329391335.28           | $61182243531.82            | 44.0000%                  | 74.0900%                   |
| 2026-05-13 | $36485279164.57           | $60445333397.46            | 44.6600%                  | 73.9900%                   |
| 2026-05-14 | $36314301765.81           | $60953506247.49            | 44.1800%                  | 74.1600%                   |
| 2026-05-15 | $36327458312.15           | $59931762495.20            | 44.7500%                  | 73.8300%                   |
| 2026-05-18 | $34394615802.45           | $57590100937.88            | 43.6200%                  | 73.0400%                   |
| 2026-05-19 | $34876422665.68           | $57419591315.38            | 44.0300%                  | 72.4900%                   |
| 2026-05-20 | $35762828230.15           | $58911180512.58            | 44.4300%                  | 73.1900%                   |
| 2026-05-21 | $35910221158.31           | $59354961731.25            | 44.3700%                  | 73.3300%                   |
| 2026-05-22 | $35445831565.88           | $58049195472.15            | 44.5100%                  | 72.8900%                   |
| 2026-05-26 | $33899008813.09           | $56910750515.18            | 43.1800%                  | 72.4900%                   |
| 2026-05-27 | $32228552367.24           | $54492159992.85            | 42.1400%                  | 71.2400%                   |
| 2026-05-28 | $32873339170.75           | $57306709177.31            | 41.4600%                  | 72.2800%                   |
| 2026-05-29 | $34192333653.16           | $58628762707.34            | 42.4100%                  | 72.7200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7400%             |
| 2026-05-04 | 3.7300%             |
| 2026-05-05 | 3.7300%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7200%             |
| 2026-05-08 | 3.7200%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.7000%             |
| 2026-05-14 | 3.7000%             |
| 2026-05-15 | 3.6900%             |
| 2026-05-18 | 3.6800%             |
| 2026-05-19 | 3.6700%             |
| 2026-05-20 | 3.6700%             |
| 2026-05-21 | 3.6600%             |
| 2026-05-22 | 3.6600%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9998                      |
|  |  |
| 2026-05-13 | 0.9998                      |
|  |  |
| 2026-05-14 | 0.9998                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9998                      |
|  |  |
| 2026-05-19 | 0.9998                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9998                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9998                      |
|  |  |
| 2026-05-27 | 0.9998                      |
|  |  |
| 2026-05-28 | 0.9998                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $453104451.20

- **Number of Shares Outstanding:** 453194224.1400

- **Expense Reimbursement/Waiver:** 302.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $610144.00                | $745309.53              |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $47453.07               |
| 2026-05-06 | $142000.00                | $58000.00               |
| 2026-05-07 | $9700000.00               | $1.10                   |
| 2026-05-08 | $15.00                    | $583000.00              |
| 2026-05-11 | $0.00                     | $1000.00                |
| 2026-05-12 | $34000.00                 | $0.00                   |
| 2026-05-13 | $532540.00                | $212000.00              |
| 2026-05-14 | $0.00                     | $556000.00              |
| 2026-05-15 | $0.00                     | $4431880.74             |
| 2026-05-18 | $769000.00                | $12000000.00            |
| 2026-05-19 | $1242527.02               | $0.00                   |
| 2026-05-20 | $22000.00                 | $500000.00              |
| 2026-05-21 | $6500000.00               | $2428000.00             |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $309647.76                | $0.00                   |
| 2026-05-27 | $6979000.00               | $570.55                 |
| 2026-05-28 | $4733.19                  | $19109151.30            |
| 2026-05-29 | $1150646.77               | $3005900.00             |

**Total Gross Subscriptions (Month):** $27996253.74

**Total Gross Redemptions (Month):** $43678266.29

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5000%           |
| 2026-05-04 | 3.5000%           |
| 2026-05-05 | 3.4900%           |
| 2026-05-06 | 3.4900%           |
| 2026-05-07 | 3.4800%           |
| 2026-05-08 | 3.4800%           |
| 2026-05-11 | 3.4700%           |
| 2026-05-12 | 3.4700%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4400%           |
| 2026-05-19 | 3.4400%           |
| 2026-05-20 | 3.4300%           |
| 2026-05-21 | 3.4200%           |
| 2026-05-22 | 3.4200%           |
| 2026-05-26 | 3.4200%           |
| 2026-05-27 | 3.4300%           |
| 2026-05-28 | 3.4400%           |
| 2026-05-29 | 3.4500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 48.0300%         | 0.0000%              |
| Non-financial corporation                           |  | 32.5500%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $63687957217.65

- **Number of Shares Outstanding:** 63699901550.9850

- **Expense Reimbursement/Waiver:** 41267.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2031911283.35            | $2059841188.83          |
| 2026-05-04 | $6155468627.41            | $1172501450.60          |
| 2026-05-05 | $1108295209.20            | $3508324302.37          |
| 2026-05-06 | $1026588585.14            | $1831890799.45          |
| 2026-05-07 | $2802734399.05            | $1313469260.21          |
| 2026-05-08 | $1494328408.67            | $1482550804.79          |
| 2026-05-11 | $1224275129.40            | $1329892271.12          |
| 2026-05-12 | $758136689.28             | $1564594874.84          |
| 2026-05-13 | $671927236.69             | $1594369451.73          |
| 2026-05-14 | $1395985735.10            | $2701885850.21          |
| 2026-05-15 | $2554239655.10            | $1480291560.25          |
| 2026-05-18 | $1543830143.02            | $2097873311.29          |
| 2026-05-19 | $717785886.77             | $1239169028.59          |
| 2026-05-20 | $2705819635.90            | $1213124551.82          |
| 2026-05-21 | $2253140328.43            | $1200033037.79          |
| 2026-05-22 | $1389325229.34            | $1864609066.21          |
| 2026-05-26 | $1412492465.89            | $3135358795.97          |
| 2026-05-27 | $1119719020.07            | $1978004255.40          |
| 2026-05-28 | $1944052142.88            | $1965042982.65          |
| 2026-05-29 | $3410302399.38            | $1699820833.80          |

**Total Gross Subscriptions (Month):** $37720358210.07

**Total Gross Redemptions (Month):** $36432647677.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5800%           |
| 2026-05-05 | 3.5700%           |
| 2026-05-06 | 3.5700%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5600%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5400%           |
| 2026-05-14 | 3.5400%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5200%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.5000%          | 0.0000%              |
| Non-financial corporation                           |  | 33.3000%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $96929884.32

- **Number of Shares Outstanding:** 96947795.3900

- **Expense Reimbursement/Waiver:** 61.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $998331.22                | $755705.62              |
| 2026-05-04 | $1641804.13               | $2540636.58             |
| 2026-05-05 | $2076486.06               | $720796.65              |
| 2026-05-06 | $497758.61                | $3281656.78             |
| 2026-05-07 | $1168690.03               | $1802546.60             |
| 2026-05-08 | $387248.24                | $1722164.88             |
| 2026-05-11 | $949768.88                | $750396.99              |
| 2026-05-12 | $3353091.35               | $389453.66              |
| 2026-05-13 | $2001399.80               | $1179015.79             |
| 2026-05-14 | $408902.92                | $3373442.94             |
| 2026-05-15 | $279202.57                | $1363038.32             |
| 2026-05-18 | $5714133.02               | $1345690.42             |
| 2026-05-19 | $4658257.27               | $165326.19              |
| 2026-05-20 | $1524644.73               | $4699462.88             |
| 2026-05-21 | $2770069.24               | $828750.58              |
| 2026-05-22 | $396704.45                | $848490.91              |
| 2026-05-26 | $1973989.53               | $1198861.60             |
| 2026-05-27 | $3421330.24               | $1249920.04             |
| 2026-05-28 | $357323.12                | $4493484.90             |
| 2026-05-29 | $1189488.21               | $246962.75              |

**Total Gross Subscriptions (Month):** $35768623.62

**Total Gross Redemptions (Month):** $32955805.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0300%           |
| 2026-05-04 | 3.0300%           |
| 2026-05-05 | 3.0200%           |
| 2026-05-06 | 3.0200%           |
| 2026-05-07 | 3.0100%           |
| 2026-05-08 | 3.0100%           |
| 2026-05-11 | 3.0000%           |
| 2026-05-12 | 3.0000%           |
| 2026-05-13 | 2.9900%           |
| 2026-05-14 | 2.9900%           |
| 2026-05-15 | 2.9900%           |
| 2026-05-18 | 2.9700%           |
| 2026-05-19 | 2.9700%           |
| 2026-05-20 | 2.9600%           |
| 2026-05-21 | 2.9500%           |
| 2026-05-22 | 2.9500%           |
| 2026-05-26 | 2.9500%           |
| 2026-05-27 | 2.9600%           |
| 2026-05-28 | 2.9700%           |
| 2026-05-29 | 2.9800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 29.2900%         | 0.0000%              |
| Retail investor           |  | 13.5900%         | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1016363796.35

- **Number of Shares Outstanding:** 1016559275.3710

- **Expense Reimbursement/Waiver:** 654.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $14140102.48              | $17896202.15            |
| 2026-05-04 | $18948425.04              | $5219609.27             |
| 2026-05-05 | $7088188.77               | $19593602.54            |
| 2026-05-06 | $7179150.83               | $7553447.74             |
| 2026-05-07 | $5590760.63               | $26660314.30            |
| 2026-05-08 | $6717405.53               | $3996346.35             |
| 2026-05-11 | $13055093.41              | $6121126.89             |
| 2026-05-12 | $8437905.64               | $8170332.55             |
| 2026-05-13 | $13754943.33              | $5372376.28             |
| 2026-05-14 | $3213031.30               | $7554573.39             |
| 2026-05-15 | $26308343.56              | $4251913.89             |
| 2026-05-18 | $4413164.11               | $20927447.01            |
| 2026-05-19 | $8511561.55               | $28371554.40            |
| 2026-05-20 | $10149647.26              | $1671351.41             |
| 2026-05-21 | $21944799.88              | $11082131.14            |
| 2026-05-22 | $13194344.79              | $3824434.63             |
| 2026-05-26 | $3521076.12               | $24642704.42            |
| 2026-05-27 | $5479558.16               | $10375516.32            |
| 2026-05-28 | $18563213.74              | $9313939.15             |
| 2026-05-29 | $14522574.50              | $6148987.20             |

**Total Gross Subscriptions (Month):** $224733290.63

**Total Gross Redemptions (Month):** $228747911.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2800%           |
| 2026-05-04 | 3.2700%           |
| 2026-05-05 | 3.2700%           |
| 2026-05-06 | 3.2700%           |
| 2026-05-07 | 3.2600%           |
| 2026-05-08 | 3.2600%           |
| 2026-05-11 | 3.2500%           |
| 2026-05-12 | 3.2500%           |
| 2026-05-13 | 3.2400%           |
| 2026-05-14 | 3.2400%           |
| 2026-05-15 | 3.2400%           |
| 2026-05-18 | 3.2200%           |
| 2026-05-19 | 3.2200%           |
| 2026-05-20 | 3.2100%           |
| 2026-05-21 | 3.2000%           |
| 2026-05-22 | 3.2000%           |
| 2026-05-26 | 3.2000%           |
| 2026-05-27 | 3.2100%           |
| 2026-05-28 | 3.2200%           |
| 2026-05-29 | 3.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 53.3900%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.7100%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1132964107.74

- **Number of Shares Outstanding:** 1133189821.1700

- **Expense Reimbursement/Waiver:** 740.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $988321.38                | $22689724.53            |
| 2026-05-04 | $956625.29                | $24332.60               |
| 2026-05-05 | $6873.58                  | $8000353.57             |
| 2026-05-06 | $191907.58                | $1636136.30             |
| 2026-05-07 | $87950.33                 | $3892969.08             |
| 2026-05-08 | $49451.89                 | $2267044.80             |
| 2026-05-11 | $437557.49                | $104165.21              |
| 2026-05-12 | $912860.42                | $267556.27              |
| 2026-05-13 | $842981.93                | $60116.87               |
| 2026-05-14 | $1271023.73               | $190493.77              |
| 2026-05-15 | $1494732.85               | $182009.51              |
| 2026-05-18 | $11487982.50              | $1209963.90             |
| 2026-05-19 | $307899.20                | $8365149.81             |
| 2026-05-20 | $2133261.99               | $268946.31              |
| 2026-05-21 | $5855606.49               | $105902.13              |
| 2026-05-22 | $362322.60                | $3956427.25             |
| 2026-05-26 | $209341.48                | $5293400.18             |
| 2026-05-27 | $2844461.14               | $64865.68               |
| 2026-05-28 | $59512.34                 | $7907397.98             |
| 2026-05-29 | $42683.70                 | $9194599.00             |

**Total Gross Subscriptions (Month):** $30543357.91

**Total Gross Redemptions (Month):** $75681554.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7100%           |
| 2026-05-04 | 2.7100%           |
| 2026-05-05 | 2.7000%           |
| 2026-05-06 | 2.7000%           |
| 2026-05-07 | 2.6900%           |
| 2026-05-08 | 2.6900%           |
| 2026-05-11 | 2.6800%           |
| 2026-05-12 | 2.6800%           |
| 2026-05-13 | 2.6700%           |
| 2026-05-14 | 2.6700%           |
| 2026-05-15 | 2.6700%           |
| 2026-05-18 | 2.6500%           |
| 2026-05-19 | 2.6500%           |
| 2026-05-20 | 2.6400%           |
| 2026-05-21 | 2.6300%           |
| 2026-05-22 | 2.6300%           |
| 2026-05-26 | 2.6300%           |
| 2026-05-27 | 2.6400%           |
| 2026-05-28 | 2.6500%           |
| 2026-05-29 | 2.6600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 34.7100%         | 0.0000%              |
| Depository institution or other banking institution |  | 62.0900%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $115931358.39

- **Number of Shares Outstanding:** 115952562.1600

- **Expense Reimbursement/Waiver:** 86.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $15680417.42              | $7444497.56             |
| 2026-05-04 | $1341481.76               | $3931556.01             |
| 2026-05-05 | $13440017.48              | $2147820.57             |
| 2026-05-06 | $4183486.60               | $7922131.27             |
| 2026-05-07 | $2337460.32               | $3703309.52             |
| 2026-05-08 | $23414310.85              | $344351.46              |
| 2026-05-11 | $8386228.76               | $8668000.00             |
| 2026-05-12 | $13212245.01              | $13000.00               |
| 2026-05-13 | $1222668.62               | $4359009.07             |
| 2026-05-14 | $2791000.00               | $9294110.22             |
| 2026-05-15 | $7562132.22               | $18500500.89            |
| 2026-05-18 | $46478.24                 | $12509013.94            |
| 2026-05-19 | $14334349.35              | $1686626.91             |
| 2026-05-20 | $664173.91                | $11060995.63            |
| 2026-05-21 | $4834419.49               | $1376946.00             |
| 2026-05-22 | $7713234.38               | $2099985.71             |
| 2026-05-26 | $535393.75                | $8554748.28             |
| 2026-05-27 | $9078989.04               | $4705055.12             |
| 2026-05-28 | $1055000.00               | $16360962.68            |
| 2026-05-29 | $6862591.80               | $9107273.83             |

**Total Gross Subscriptions (Month):** $138696079.00

**Total Gross Redemptions (Month):** $133789894.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4200%           |
| 2026-05-04 | 3.4200%           |
| 2026-05-05 | 3.4100%           |
| 2026-05-06 | 3.4100%           |
| 2026-05-07 | 3.4000%           |
| 2026-05-08 | 3.4000%           |
| 2026-05-11 | 3.3900%           |
| 2026-05-12 | 3.3900%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3800%           |
| 2026-05-18 | 3.3600%           |
| 2026-05-19 | 3.3600%           |
| 2026-05-20 | 3.3500%           |
| 2026-05-21 | 3.3400%           |
| 2026-05-22 | 3.3400%           |
| 2026-05-26 | 3.3400%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 37.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 29.1500%         | 0.0000%              |
| Non-financial corporation                           |  | 13.6000%         | 0.0000%              |
| Non-profit                                          |  | 6.7800%          | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $234155863.83

- **Number of Shares Outstanding:** 234205842.8600

- **Expense Reimbursement/Waiver:** 154.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $14368663.13              | $0.00                   |
| 2026-05-04 | $3621800.00               | $15347600.00            |
| 2026-05-05 | $5203000.00               | $24000000.00            |
| 2026-05-06 | $4316200.00               | $319938.45              |
| 2026-05-07 | $0.00                     | $7385350.26             |
| 2026-05-08 | $2572000.00               | $9832309.78             |
| 2026-05-11 | $1634900.00               | $0.00                   |
| 2026-05-12 | $4600000.00               | $100000.00              |
| 2026-05-13 | $1507500.00               | $0.00                   |
| 2026-05-14 | $0.00                     | $13281512.67            |
| 2026-05-15 | $14300.00                 | $1975000.00             |
| 2026-05-18 | $1950000.00               | $360596.63              |
| 2026-05-19 | $3066595.26               | $0.00                   |
| 2026-05-20 | $1211000.00               | $74889.54               |
| 2026-05-21 | $25000.00                 | $7918767.12             |
| 2026-05-22 | $16190000.00              | $5920695.83             |
| 2026-05-26 | $2087700.00               | $751400.00              |
| 2026-05-27 | $2258000.00               | $5002100.00             |
| 2026-05-28 | $674200.00                | $22500.00               |
| 2026-05-29 | $738305.75                | $156960.42              |

**Total Gross Subscriptions (Month):** $66039164.14

**Total Gross Redemptions (Month):** $92449620.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5500%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5400%           |
| 2026-05-06 | 3.5400%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5100%           |
| 2026-05-14 | 3.5100%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4700%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 60.0400%         | 0.0000%              |
| Non-financial corporation                           |  | 38.4300%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $10948799107.98

- **Number of Shares Outstanding:** 10951236856.5000

- **Expense Reimbursement/Waiver:** 7079.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9998          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9998          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9997          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $426925891.42             | $2083828622.65          |
| 2026-05-04 | $1041916044.00            | $34206295.71            |
| 2026-05-05 | $60855939.02              | $325521052.81           |
| 2026-05-06 | $27142884.00              | $252413203.00           |
| 2026-05-07 | $280249007.60             | $363048350.00           |
| 2026-05-08 | $114882711.00             | $35688254.00            |
| 2026-05-11 | $161762216.00             | $65650230.26            |
| 2026-05-12 | $251710790.18             | $362981797.95           |
| 2026-05-13 | $40603030.00              | $357581000.00           |
| 2026-05-14 | $2342323358.67            | $262643488.32           |
| 2026-05-15 | $364778000.00             | $1556173072.00          |
| 2026-05-18 | $141821165.00             | $1985819254.76          |
| 2026-05-19 | $408651515.50             | $41500000.00            |
| 2026-05-20 | $185208214.59             | $473117358.20           |
| 2026-05-21 | $291165380.96             | $715249584.38           |
| 2026-05-22 | $93477600.00              | $575654759.00           |
| 2026-05-26 | $766856430.27             | $112971089.35           |
| 2026-05-27 | $56032874.00              | $1712363388.00          |
| 2026-05-28 | $3346227828.00            | $466425067.00           |
| 2026-05-29 | $1177647271.60            | $1548096550.00          |

**Total Gross Subscriptions (Month):** $11580238151.81

**Total Gross Redemptions (Month):** $13330932417.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5800%           |
| 2026-05-04 | 3.5800%           |
| 2026-05-05 | 3.5700%           |
| 2026-05-06 | 3.5700%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5600%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5400%           |
| 2026-05-14 | 3.5400%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5200%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5100%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 18.8900%         | 0.0000%              |
| Non-financial corporation                           |  | 39.5900%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1553735357.00

- **Number of Shares Outstanding:** 1554134584.1300

- **Expense Reimbursement/Waiver:** 1058.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9998          |
|  |  |
| 2026-05-04 | 0.9998          |
|  |  |
| 2026-05-05 | 0.9998          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9998          |
|  |  |
| 2026-05-08 | 0.9998          |
|  |  |
| 2026-05-11 | 0.9997          |
|  |  |
| 2026-05-12 | 0.9998          |
|  |  |
| 2026-05-13 | 0.9998          |
|  |  |
| 2026-05-14 | 0.9998          |
|  |  |
| 2026-05-15 | 0.9998          |
|  |  |
| 2026-05-18 | 0.9998          |
|  |  |
| 2026-05-19 | 0.9998          |
|  |  |
| 2026-05-20 | 0.9998          |
|  |  |
| 2026-05-21 | 0.9998          |
|  |  |
| 2026-05-22 | 0.9998          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9998          |
|  |  |
| 2026-05-28 | 0.9998          |
|  |  |
| 2026-05-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $836660906.78             | $998000000.00           |
| 2026-05-04 | $599000000.00             | $835000000.00           |
| 2026-05-05 | $901000000.00             | $599000000.00           |
| 2026-05-06 | $1346400000.00            | $878000000.00           |
| 2026-05-07 | $518000000.00             | $1394000000.00          |
| 2026-05-08 | $786000000.00             | $692000000.00           |
| 2026-05-11 | $308000000.00             | $807000000.00           |
| 2026-05-12 | $650000000.00             | $303000000.00           |
| 2026-05-13 | $860000000.00             | $663000000.00           |
| 2026-05-14 | $835000000.00             | $989000000.00           |
| 2026-05-15 | $797000000.00             | $843000000.00           |
| 2026-05-18 | $866394129.78             | $797000000.00           |
| 2026-05-19 | $843646005.02             | $847000000.00           |
| 2026-05-20 | $773000000.00             | $704000000.00           |
| 2026-05-21 | $588000000.00             | $773000000.00           |
| 2026-05-22 | $693000000.00             | $570000000.00           |
| 2026-05-26 | $562000000.00             | $629527890.90           |
| 2026-05-27 | $638000000.00             | $562000000.00           |
| 2026-05-28 | $598500000.00             | $631000000.00           |
| 2026-05-29 | $787000000.00             | $795000000.00           |

**Total Gross Subscriptions (Month):** $14786601041.58

**Total Gross Redemptions (Month):** $15309527890.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6200%           |
| 2026-05-04 | 3.6100%           |
| 2026-05-05 | 3.6100%           |
| 2026-05-06 | 3.6000%           |
| 2026-05-07 | 3.6000%           |
| 2026-05-08 | 3.6000%           |
| 2026-05-11 | 3.5800%           |
| 2026-05-12 | 3.5800%           |
| 2026-05-13 | 3.5800%           |
| 2026-05-14 | 3.5800%           |
| 2026-05-15 | 3.5700%           |
| 2026-05-18 | 3.5600%           |
| 2026-05-19 | 3.5500%           |
| 2026-05-20 | 3.5500%           |
| 2026-05-21 | 3.5400%           |
| 2026-05-22 | 3.5400%           |
| 2026-05-26 | 3.5400%           |
| 2026-05-27 | 3.5500%           |
| 2026-05-28 | 3.5600%           |
| 2026-05-29 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 51.0900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 48.8500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193039321.80
- **C.18.a - Value (excl. sponsor support):** $193039321.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143985912.50
- **C.18.a - Value (excl. sponsor support):** $143985912.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205108555.70
- **C.18.a - Value (excl. sponsor support):** $205108555.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123009750.20
- **C.18.a - Value (excl. sponsor support):** $123009750.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RT9, C.4 - ISIN: US3130B9RT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72020272.32
- **C.18.a - Value (excl. sponsor support):** $72020272.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-10
- **C.13 - Final Legal Maturity Date:** 2028-03-10
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARG4, C.4 - ISIN: US3130BARG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123499901.20
- **C.18.a - Value (excl. sponsor support):** $123499901.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARQ2, C.4 - ISIN: US3130BARQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999960.00
- **C.18.a - Value (excl. sponsor support):** $499999960.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARR0, C.4 - ISIN: US3130BARR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76500000.00
- **C.18.a - Value (excl. sponsor support):** $76500000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BART6, C.4 - ISIN: US3130BART67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999062.50
- **C.18.a - Value (excl. sponsor support):** $149999062.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.635000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATT4, C.4 - ISIN: US3130BATT40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999895.00
- **C.18.a - Value (excl. sponsor support):** $499999895.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5A4, C.4 - ISIN: US3133EN5A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30176753.70
- **C.18.a - Value (excl. sponsor support):** $30176753.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-27
- **C.13 - Final Legal Maturity Date:** 2027-12-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENV49, C.4 - ISIN: US3133ENV499, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12913567.28
- **C.18.a - Value (excl. sponsor support):** $12913567.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-25
- **C.13 - Final Legal Maturity Date:** 2027-10-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **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):** $55013065.25
- **C.18.a - Value (excl. sponsor support):** $55013065.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186100732.00
- **C.18.a - Value (excl. sponsor support):** $186100732.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204066422.40
- **C.18.a - Value (excl. sponsor support):** $204066422.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197095927.20
- **C.18.a - Value (excl. sponsor support):** $197095927.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19006275.70
- **C.18.a - Value (excl. sponsor support):** $19006275.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19003705.76
- **C.18.a - Value (excl. sponsor support):** $19003705.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107049528.20
- **C.18.a - Value (excl. sponsor support):** $107049528.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47007053.29
- **C.18.a - Value (excl. sponsor support):** $47007053.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175031682.00
- **C.18.a - Value (excl. sponsor support):** $175031682.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192040118.40
- **C.18.a - Value (excl. sponsor support):** $192040118.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456148332.20
- **C.18.a - Value (excl. sponsor support):** $456148332.20
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465200136.00
- **C.18.a - Value (excl. sponsor support):** $465200136.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZU8, C.4 - ISIN: US3133ERZU85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $383303396.40
- **C.18.a - Value (excl. sponsor support):** $383303396.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **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):** $39014631.63
- **C.18.a - Value (excl. sponsor support):** $39014631.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $469924372.30
- **C.18.a - Value (excl. sponsor support):** $469924372.30
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3V7, C.4 - ISIN: US3133ET3V79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95956078.08
- **C.18.a - Value (excl. sponsor support):** $95956078.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997675.30
- **C.18.a - Value (excl. sponsor support):** $89997675.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5H6, C.4 - ISIN: US3133ET5H67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109996901.30
- **C.18.a - Value (excl. sponsor support):** $109996901.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100052902.00
- **C.18.a - Value (excl. sponsor support):** $100052902.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $687334624.00
- **C.18.a - Value (excl. sponsor support):** $687334624.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87970300.00
- **C.18.a - Value (excl. sponsor support):** $87970300.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $160152912.00
- **C.18.a - Value (excl. sponsor support):** $160152912.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34008214.74
- **C.18.a - Value (excl. sponsor support):** $34008214.74
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65002714.40
- **C.18.a - Value (excl. sponsor support):** $65002714.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150059206.50
- **C.18.a - Value (excl. sponsor support):** $150059206.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $435187197.90
- **C.18.a - Value (excl. sponsor support):** $435187197.90
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55022213.95
- **C.18.a - Value (excl. sponsor support):** $55022213.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $210149919.00
- **C.18.a - Value (excl. sponsor support):** $210149919.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104992514.60
- **C.18.a - Value (excl. sponsor support):** $104992514.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429905881.60
- **C.18.a - Value (excl. sponsor support):** $429905881.60
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520283587.20
- **C.18.a - Value (excl. sponsor support):** $520283587.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **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):** $79997173.60
- **C.18.a - Value (excl. sponsor support):** $79997173.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123987962.10
- **C.18.a - Value (excl. sponsor support):** $123987962.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429961730.00
- **C.18.a - Value (excl. sponsor support):** $429961730.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100022578.00
- **C.18.a - Value (excl. sponsor support):** $100022578.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110588803.30
- **C.18.a - Value (excl. sponsor support):** $110588803.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $549943251.00
- **C.18.a - Value (excl. sponsor support):** $549943251.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **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):** $34003715.18
- **C.18.a - Value (excl. sponsor support):** $34003715.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **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):** $68014662.16
- **C.18.a - Value (excl. sponsor support):** $68014662.16
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **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):** $53018468.91
- **C.18.a - Value (excl. sponsor support):** $53018468.91
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42001063.02
- **C.18.a - Value (excl. sponsor support):** $42001063.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154997289.10
- **C.18.a - Value (excl. sponsor support):** $154997289.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLY4, C.4 - ISIN: US3133EWLY49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $311097383.40
- **C.18.a - Value (excl. sponsor support):** $311097383.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-17
- **C.13 - Final Legal Maturity Date:** 2028-04-17
- **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 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPJ3, C.4 - ISIN: US3133EWPJ36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $381998758.50
- **C.18.a - Value (excl. sponsor support):** $381998758.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-12
- **C.13 - Final Legal Maturity Date:** 2028-05-12
- **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 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWQU7, C.4 - ISIN: US3133EWQU71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999918.75
- **C.18.a - Value (excl. sponsor support):** $24999918.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-19
- **C.13 - Final Legal Maturity Date:** 2028-05-19
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWRT9, C.4 - ISIN: US3133EWRT99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $393999397.20
- **C.18.a - Value (excl. sponsor support):** $393999397.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2028-06-02
- **C.13 - Final Legal Maturity Date:** 2028-06-02
- **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 59: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $296059321.40
- **C.18.a - Value (excl. sponsor support):** $296059321.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $263677970.20
- **C.18.a - Value (excl. sponsor support):** $263677970.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $7001684.48
- **C.18.a - Value (excl. sponsor support):** $7001684.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82025290.44
- **C.18.a - Value (excl. sponsor support):** $82025290.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **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):** $249975730.00
- **C.18.a - Value (excl. sponsor support):** $249975730.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 64: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $185053552.00
- **C.18.a - Value (excl. sponsor support):** $185053552.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $586114791.50
- **C.18.a - Value (excl. sponsor support):** $586114791.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $250106575.00
- **C.18.a - Value (excl. sponsor support):** $250106575.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $300271935.00
- **C.18.a - Value (excl. sponsor support):** $300271935.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264916731.70
- **C.18.a - Value (excl. sponsor support):** $264916731.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $300277164.00
- **C.18.a - Value (excl. sponsor support):** $300277164.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170006468.50
- **C.18.a - Value (excl. sponsor support):** $170006468.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.755000%
- **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):** $403169792.00
- **C.18.a - Value (excl. sponsor support):** $403169792.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143030380.40
- **C.18.a - Value (excl. sponsor support):** $143030380.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: 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: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $103025607.90
- **C.18.a - Value (excl. sponsor support):** $103025607.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $336902079.60
- **C.18.a - Value (excl. sponsor support):** $336902079.60
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: 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: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105047495.70
- **C.18.a - Value (excl. sponsor support):** $105047495.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $831544229.30
- **C.18.a - Value (excl. sponsor support):** $831544229.30
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **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):** $615067194.90
- **C.18.a - Value (excl. sponsor support):** $615067194.90
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $655128046.00
- **C.18.a - Value (excl. sponsor support):** $655128046.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $893992266.90
- **C.18.a - Value (excl. sponsor support):** $893992266.90
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 3.628000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $500000.00
- **C.18.a - Value (excl. sponsor support):** $500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4000000.04
- **C.18.a - Value (excl. sponsor support):** $4000000.04
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833333.44
- **C.18.a - Value (excl. sponsor support):** $833333.44
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $22727273.38
- **C.18.a - Value (excl. sponsor support):** $22727273.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4043000.00
- **C.18.a - Value (excl. sponsor support):** $4043000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1329888245.00
- **C.18.a - Value (excl. sponsor support):** $1329888245.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491715486.90
- **C.18.a - Value (excl. sponsor support):** $491715486.90
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $698799255.00
- **C.18.a - Value (excl. sponsor support):** $698799255.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $747665310.00
- **C.18.a - Value (excl. sponsor support):** $747665310.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $827884649.00
- **C.18.a - Value (excl. sponsor support):** $827884649.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $992720280.00
- **C.18.a - Value (excl. sponsor support):** $992720280.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $413689244.60
- **C.18.a - Value (excl. sponsor support):** $413689244.60
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49924255.00
- **C.18.a - Value (excl. sponsor support):** $49924255.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $558756363.20
- **C.18.a - Value (excl. sponsor support):** $558756363.20
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $956534179.70
- **C.18.a - Value (excl. sponsor support):** $956534179.70
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.4 - ISIN: US912797UE52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193591122.00
- **C.18.a - Value (excl. sponsor support):** $193591122.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $993538310.00
- **C.18.a - Value (excl. sponsor support):** $993538310.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $434289438.00
- **C.18.a - Value (excl. sponsor support):** $434289438.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $350236397.00
- **C.18.a - Value (excl. sponsor support):** $350236397.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $551127929.00
- **C.18.a - Value (excl. sponsor support):** $551127929.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150142408.50
- **C.18.a - Value (excl. sponsor support):** $150142408.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 4.8260%  | 0.0000% | $30569.00          | $27358.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Banks                  | 2043-06-12      | 3.7400%  | 0.0000% | $940000.00         | $805365.16         | Agency Debentures and Agency Strips       |
| Federal Home Loan Banks                  | 2039-07-11      | 2.8000%  | 0.0000% | $20000.00          | $16036.21          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $2902971.00        | $2029199.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $20000.00          | $10457.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $447.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $137507.00         | $84217.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $684.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $124374.00         | $90376.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $728.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $754.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $10427.00          | $7514.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $618.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $33000.00          | $23699.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $983941.00         | $775499.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $96311.00          | $59696.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1567.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-12-01      | 4.1890%  | 0.0000% | $1643225.00        | $1632008.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 4.6000%  | 0.0000% | $34571.00          | $34363.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $2001.00           | $978.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $557.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1025.00           | $785.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $746.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $717.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $150567.00         | $102842.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1002.00           | $615.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $740.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $2002.00           | $1681.44           | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $206000.00         | $161132.87         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-08-12      | 2.2200%  | 0.0000% | $2000.00           | $1608.64           | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $72000.00          | $58598.82          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-04-14      | 2.5000%  | 0.0000% | $26000.00          | $21525.01          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $13147.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $1742000.00        | $1285236.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.7621%  | 0.0000% | $1377130.00        | $715935.35         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 4.7621%  | 0.0000% | $10900000.00       | $3914159.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-03-25      | 4.0000%  | 0.0000% | $2554.00           | $2399.59           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $13514343.00       | $11232171.13       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $126000.00         | $88440.94          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 2.0497%  | 0.0000% | $959809720.00      | $2675900.37        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $121000.00         | $95639.18          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2026-09-25      | 2.4994%  | 0.0000% | $49253.00          | $14368.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.1684%  | 0.0000% | $1009.00           | $84.30             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-25      | 2.5490%  | 0.0000% | $998408.00         | $528903.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2058-11-25      | 5.9301%  | 0.0000% | $18400000.00       | $2378773.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.2266%  | 0.0000% | $1001.00           | $277.79            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 3.9421%  | 0.0000% | $14186542.00       | $4620091.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.3345%  | 0.0000% | $247386.00         | $170360.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-25      | 1.9269%  | 0.0000% | $105000.00         | $88375.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-25      | 4.4500%  | 0.0000% | $10020.00          | $9218.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1720%  | 0.0000% | $1000.00           | $915.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-25      | 4.9121%  | 0.0000% | $354457.00         | $180706.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8621%  | 0.0000% | $30912246.00       | $22542760.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 4.5621%  | 0.0000% | $1116.00           | $766.30            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0121%  | 0.0000% | $999000.00         | $535639.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-25      | 5.0000%  | 0.0000% | $17620507.00       | $11537176.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 5.5000%  | 0.0000% | $8254025.00        | $7839338.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 5.0000%  | 0.0000% | $5018151.00        | $4368420.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-04-25      | 4.6121%  | 0.0000% | $5876128.00        | $5700335.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $3027513.00        | $2897570.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-01      | 7.0000%  | 0.0000% | $2290.00           | $0.02              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $5572.00           | $5280.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1976125.00        | $1413663.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $996.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.0500%  | 0.0000% | $1774.00           | $1766.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-12-25      | 3.9000%  | 0.0000% | $178562.00         | $175206.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $1319853.00        | $211227.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $31103.00          | $29385.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-01-25      | 3.6000%  | 0.0000% | $275489.00         | $270780.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $7332.00           | $6827.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $10123960.00       | $9081396.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-06-25      | 2.9030%  | 0.0000% | $1457.00           | $1400.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-10-25      | 3.9080%  | 0.0000% | $1000.00           | $220.48            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-08-25      | 2.4250%  | 0.0000% | $1000.00           | $945.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-07-25      | 2.1900%  | 0.0000% | $383910.00         | $215919.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-01-25      | 2.0690%  | 0.0000% | $4346.00           | $4018.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-11-25      | 1.1320%  | 0.0000% | $22792.00          | $10372.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-01-25      | 2.4760%  | 0.0000% | $40000.00          | $36137.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-25      | 3.0000%  | 0.0000% | $138487.00         | $80979.01          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-02-25      | 3.4650%  | 0.0000% | $459654.00         | $441346.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-08-25      | 3.5300%  | 0.0000% | $1000.00           | $949.05            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.8000%  | 0.0000% | $254709.00         | $257542.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-10-25      | 4.9121%  | 0.0000% | $9274632.00        | $4601844.58        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $176949.00         | $179980.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $3249.00           | $3301.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-11-25      | 5.0000%  | 0.0000% | $66029.00          | $61852.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-03-25      | 5.1800%  | 0.0000% | $455000.00         | $466086.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.0621%  | 0.0000% | $6395000.00        | $3401349.70        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2029-05-25      | 4.8030%  | 0.0000% | $1565000.00        | $1542525.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-10-25      | 4.2280%  | 0.0000% | $686764.00         | $673991.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-05-25      | 4.7200%  | 0.0000% | $280000.00         | $283152.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-07-25      | 4.5430%  | 0.0000% | $25000.00          | $25168.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 4.6800%  | 0.0000% | $78073.00          | $79005.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.5521%  | 0.0000% | $164377.00         | $108848.46         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $6336341.00        | $4330409.84        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0121%  | 0.0000% | $922000.00         | $788606.86         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-11-25      | 4.9121%  | 0.0000% | $1024.00           | $845.00            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.5000%  | 0.0000% | $19169702.00       | $15871579.81       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5000%  | 0.0000% | $28838181.00       | $27090780.98       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-05-25      | 4.5000%  | 0.0000% | $1056597.00        | $1023697.82        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $712318.00         | $172774.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $971.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3920242.00        | $3874730.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $958.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $925.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $983.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $28466.00          | $28957.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.1040%  | 0.0000% | $4195805.00        | $352172.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $2671.00           | $2624.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.8560%  | 0.0000% | $17806390.00       | $17746236.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 6.0680%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $65000.00          | $11615.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $133842.00         | $56053.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $317000.00         | $157323.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $554.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $3912296.00        | $3703411.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $21752.00          | $13981.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1991970.00        | $1285764.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1225.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3415457.00        | $2809081.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.4100%  | 0.0000% | $4768248.00        | $4710990.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1227.00           | $589.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $14043700.00       | $8932614.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $6900.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3473675.00        | $2597194.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2442930.00        | $1853542.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1359.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $3358000.00        | $2590942.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $1047.00           | $737.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $7658246.00        | $6311044.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $296500.00         | $292844.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $13264665.00       | $13377199.47       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $10729424.00       | $10820450.05       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $11336624.00       | $11432801.40       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $43815533.00       | $43317013.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $797.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $315965.00         | $305674.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $951.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $10000000.00       | $5280470.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $277.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1815000.00        | $1356368.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4470790.00        | $3359642.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2055000.00        | $1613892.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $320000.00         | $228018.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $798.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $998.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1260879.00        | $1337415.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 2.0000%  | 0.0000% | $1024.00           | $492.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $552.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $785000.00         | $496798.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $112000.00         | $87633.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $1670028.00        | $1502080.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100017.00         | $9680.86           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $886.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $12662.00          | $11121.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1641.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1824.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $616.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $918.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $926.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $917.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $950.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3011.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1002.00           | $719.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $962.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $961.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $981.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $609.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $1074.00           | $1110.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $55487.00          | $49458.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $24741.00          | $24441.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1671.00           | $1650.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $137721.00         | $135877.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $9595.00           | $8719.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $815.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $201282.00         | $166108.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2250000.00        | $1969504.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $15566400.00       | $15255339.79       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $874.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $5863.00           | $6093.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $383791.00         | $390379.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1576028.00        | $1267663.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $3080.00           | $3058.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $995.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.0000%  | 0.0000% | $15685705.00       | $12592453.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $2428794.00        | $2414194.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $864.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $851.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $63561.00          | $56116.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $891.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 4.5000%  | 0.0000% | $3075.00           | $2945.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1244768.00        | $1222994.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $8943.00           | $9085.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $11770.00          | $11883.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $963.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $2389746.00        | $2295139.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $938.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $671199.00         | $662438.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $1669235.00        | $1598221.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 4.0000%  | 0.0000% | $1040.00           | $973.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $6998487.00        | $7057860.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $4003.00           | $3791.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $923.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $22998.00          | $22882.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-06-01      | 6.0000%  | 0.0000% | $24322.00          | $25262.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1324434.00        | $41397.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-08-20      | 4.5000%  | 0.0000% | $59631.00          | $3590.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $11626.00          | $1059.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $3047.00           | $298.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $9247.00           | $787.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $15334.00          | $1131.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $23564.00          | $1675.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $2326.00           | $213.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $24254.00          | $1927.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $9437.00           | $755.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $2171516.00        | $181784.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $5386.00           | $502.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $9106.00           | $1021.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $15097.00          | $1760.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $14925.00          | $1726.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $4107.00           | $456.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $18125.00          | $2028.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3062.00           | $264.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $82476.00          | $7133.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $20914.00          | $2331.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $6240.00           | $1165.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $100137633.00      | $23653540.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $479996.00         | $276096.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $122686.00         | $78047.29          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $599.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $759.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1008.00           | $702.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $691.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $2067.00           | $1199.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $458.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1000.00           | $548.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $74199.00          | $38257.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1024.00           | $753.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1640978.00        | $1104264.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1002.00           | $595.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $674695.00         | $287476.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $229386.00         | $80346.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $1664.00           | $82.16             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $1000.00           | $399.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $175673.00         | $37280.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1002.00           | $757.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $78434.00          | $85842.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $631.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2981.00           | $1913.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $590.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $1024.00           | $709.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $12240.00          | $10087.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $3168.00           | $1827.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1020.00           | $1074.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $92645.00          | $97624.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $38097.00          | $40136.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1027.00           | $1081.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1717.00           | $1808.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $14262.00          | $15075.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $5120.00           | $4533.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $640936.00         | $568693.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $181775.00         | $160101.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2511616.00        | $1850467.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $899.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $107723.00         | $81996.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $502418.00         | $418039.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1000.00           | $941.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $43384.00          | $41278.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $749500.00         | $667244.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $2000.00           | $1899.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $970.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2008.00           | $1928.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $41055.00          | $37701.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $321760.00         | $313412.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $299228.00         | $294792.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $28500.00          | $27833.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $85653.00          | $82002.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $584699.00         | $577542.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $1008.00           | $970.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3790.00           | $3752.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $199.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $308535.00         | $128271.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1163.00           | $1231.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2048.00           | $1586.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1599368.00        | $653749.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $55072.00          | $41375.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $31060.00          | $32341.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2719.00           | $2752.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $3598.00           | $3628.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1067.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $2391.00           | $2506.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $3072.00           | $3160.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-05-20      | 6.0000%  | 0.0000% | $11320.00          | $11645.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1029.00           | $1118.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1024.00           | $47.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $117234.00         | $624.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000.00           | $553.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.9751%  | 0.0000% | $1008.00           | $1004.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9451%  | 0.0000% | $1023.00           | $882.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7751%  | 0.0000% | $2000.00           | $1328.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7251%  | 0.0000% | $2000.00           | $1892.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.1171%  | 0.0000% | $3097.00           | $468.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 5.5000%  | 0.0000% | $1000.00           | $572.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $26489136.00       | $10267685.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $3018.00           | $1344.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $27952.00          | $15552.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $584.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.6551%  | 0.0000% | $1000.00           | $513.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5251%  | 0.0000% | $1008.00           | $596.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7251%  | 0.0000% | $1000.00           | $697.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $1006.00           | $479.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $1000.00           | $659.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6251%  | 0.0000% | $1024.00           | $513.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $7538.00           | $7238.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9251%  | 0.0000% | $1002.00           | $276.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0251%  | 0.0000% | $1025.00           | $271.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9251%  | 0.0000% | $1000.00           | $257.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9251%  | 0.0000% | $1000.00           | $266.97            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2000.00           | $1996.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.7500%  | 0.0000% | $16171.00          | $12687.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9251%  | 0.0000% | $55181.00          | $24950.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.8751%  | 0.0000% | $54449.00          | $24590.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.8751%  | 0.0000% | $1000.00           | $596.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7251%  | 0.0000% | $1000.00           | $688.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7251%  | 0.0000% | $1001.00           | $535.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6251%  | 0.0000% | $1001.00           | $753.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7251%  | 0.0000% | $1000.00           | $554.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6451%  | 0.0000% | $1024.00           | $777.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.8251%  | 0.0000% | $1024.00           | $516.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2751%  | 0.0000% | $1008.00           | $558.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $3000.00           | $2815.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9451%  | 0.0000% | $2000.00           | $1717.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9251%  | 0.0000% | $1000.00           | $587.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3751%  | 0.0000% | $1001.00           | $646.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0251%  | 0.0000% | $1000.00           | $980.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6251%  | 0.0000% | $31174865.00       | $30361598.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.1251%  | 0.0000% | $209482051.00      | $184783157.26      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4251%  | 0.0000% | $211252.00         | $198417.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6251%  | 0.0000% | $193322.00         | $188934.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $14553335.00       | $14104472.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $870.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7251%  | 0.0000% | $119594.00         | $117983.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6251%  | 0.0000% | $2042.00           | $1967.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8751%  | 0.0000% | $1024.00           | $889.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0151%  | 0.0000% | $50230.00          | $46586.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $21269122.00       | $20199049.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $17223700.00       | $16397737.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $100000000.00      | $95239700.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $33333333.00       | $31927699.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 5.0000%  | 0.0000% | $12767383.00       | $12817345.80       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2050-08-15      | 0.0000%  | 0.0000% | $200.00            | $58.04             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $135946400.00      | $99438619.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $22479000.00       | $21934675.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $2748200.00        | $2515015.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $370761000.00      | $328802698.67      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $91782200.00       | $92306882.92       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $70306600.00       | $72613507.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 0.0000%  | 0.0000% | $37.73             | $24.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 0.0000%  | 0.0000% | $109.43            | $79.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 0.0000%  | 0.0000% | $61.12             | $32.17             | U.S. Treasuries (including strips)        |

### Security 103: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $14399900.00       | $14872795.06       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $8237100.00        | $8617556.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $125451800.00      | $126914436.75      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $139599200.00      | $190331832.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $72175200.00       | $68561536.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $48001600.00       | $52718285.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $30685400.00       | $32499317.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $192987600.00      | $198151484.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $324815600.00      | $327332778.12      | U.S. Treasuries (including strips) |

### Security 104: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $84896100.00       | $83507900.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $857800.00         | $814879.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $320306400.00      | $276525030.74      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $74918600.00       | $75263521.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $115193000.00      | $116469070.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $214785000.00      | $212419619.07      | U.S. Treasuries (including strips) |

### Security 105: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $272517400.00      | $278982248.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $101940300.00      | $102995043.05      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $286363600.00      | $291592768.62      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $293072700.00      | $287761829.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 3.5000%  | 0.0000% | $2618800.00        | $2568112.56        | U.S. Treasuries (including strips) |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2034-12-01      | 5.0000%  | 0.0000% | $230689.00         | $260.51            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 6.1300%  | 0.0000% | $1997.00           | $549.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.3970%  | 0.0000% | $5133.00           | $4015.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 4.8260%  | 0.0000% | $1129840.00        | $1011196.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 7.0000%  | 0.0000% | $9887822.00        | $387906.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 4.0000%  | 0.0000% | $1009.00           | $223.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $235.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $189.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $98.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $5067406.00        | $546149.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-09-01      | 3.5000%  | 0.0000% | $1518.00           | $281.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $1054.00           | $244.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $602.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11396.00          | $5760.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $2030.00           | $1223.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $489.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1190.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $644.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1271.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $662.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $4271657.00        | $2985921.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $301405.00         | $261985.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $837.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $838.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $2032.00           | $1573.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $4351190.00        | $3188434.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $871.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 2.5000%  | 0.0000% | $1200012.00        | $212768.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 6.5000%  | 0.0000% | $904040.00         | $679217.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $913.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $735.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1039.00           | $560.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $1403045.00        | $822569.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $606.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $321451.00         | $219926.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 3.5000%  | 0.0000% | $308513.00         | $224181.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.5000%  | 0.0000% | $33979.00          | $22416.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $762.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $74803.00          | $54490.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1259979.00        | $719150.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $30000.00          | $19549.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $984101.00         | $772612.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-11-01      | 4.3000%  | 0.0000% | $764823.00         | $740833.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-02-01      | 3.2600%  | 0.0000% | $1726.00           | $1494.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $398.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $1338337.00        | $832184.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $4909168.00        | $3016040.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $667924.00         | $372127.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $2357.00           | $1630.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $2069.00           | $1413.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1513666.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 6.0000%  | 0.0000% | $1124946.00        | $1130026.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 7.0000%  | 0.0000% | $3271.00           | $497.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.5000%  | 0.0000% | $11078.00          | $9016.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $880.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $195456.00         | $156342.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $7205.00           | $5352.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $756941.00         | $500040.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1301896.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $2002.00           | $1975.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $437.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1039.00           | $315.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.5000%  | 0.0000% | $525850.00         | $265169.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2348.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1008.00           | $453.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $4000.00           | $2141.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1386575.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $9642224.00        | $5851373.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $792.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $28800.00          | $19254.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $689.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1012.00           | $477.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $29164.00          | $22032.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $150780.00         | $117808.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $803.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3263.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2002.00           | $1667.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1420206.00        | $1367036.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 2.0497%  | 0.0000% | $100256.00         | $279.51            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $1901.00           | $1848.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 3.7800%  | 0.0000% | $2876.00           | $2739.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 3.3800%  | 0.0000% | $1248999.00        | $78913.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1067969.00        | $915879.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 6.2430%  | 0.0000% | $1100000.00        | $85369.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 4.1684%  | 0.0000% | $2088.00           | $174.45            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $130.23            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 2.9610%  | 0.0000% | $50000.00          | $36149.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 2.8611%  | 0.0000% | $10000.00          | $4287.65           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-11-25      | 3.1778%  | 0.0000% | $10000.00          | $7088.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.0266%  | 0.0000% | $13502688.00       | $3321556.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 3.0742%  | 0.0000% | $85000.00          | $46525.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $49000.00          | $39324.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-09-25      | 3.5601%  | 0.0000% | $45000.00          | $31211.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-25      | 2.5000%  | 0.0000% | $5046773.00        | $226418.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 4.1266%  | 0.0000% | $15997404.00       | $3991812.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 4.9121%  | 0.0000% | $2885662.00        | $1471148.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $246772.00         | $108474.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 5.5000%  | 0.0000% | $15377.00          | $14604.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.5121%  | 0.0000% | $2095000.00        | $1363503.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 4.3890%  | 0.0000% | $43000.00          | $42206.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $4713218.00        | $2069915.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-05-15      | 3.0000%  | 0.0000% | $109039.00         | $86370.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $206358.00         | $195549.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $90952.00          | $89944.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $106991.00         | $17122.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $128863.00         | $115592.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-10-25      | 2.5370%  | 0.0000% | $40000.00          | $37822.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $387620.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-25      | 3.0000%  | 0.0000% | $3133688.00        | $1832395.45        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $462051.00         | $469968.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $258828.00         | $263000.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-11-25      | 5.0000%  | 0.0000% | $303972.00         | $284745.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $1045.00           | $7.51              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $1192.00           | $126.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 5.9100%  | 0.0000% | $8321208.00        | $832779.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.6020%  | 0.0000% | $6302.00           | $983.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1016.00           | $140.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.5000%  | 0.0000% | $228581.00         | $82.00             | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-10-01      | 2.3734%  | 0.0000% | $103833.00         | $823.09            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $12050.00          | $13110.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1163500.00        | $1189741.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1981.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1441450.00        | $1519583.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $293.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $312419.00         | $294457.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 1.7700%  | 0.0000% | $3954.00           | $3884.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $10037.00          | $9136.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $13237858.00       | $9569836.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 4.5000%  | 0.0000% | $2041.00           | $2022.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.9800%  | 0.0000% | $2000.00           | $1973.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 4.2400%  | 0.0000% | $488720.00         | $474095.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $2673.00           | $442.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $2016.00           | $969.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $918110.00         | $524530.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $700.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $759.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $20000.00          | $15866.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4820.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2387442.00        | $2366527.47        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $840.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1409.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1249742.00        | $1034900.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $961.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $4409490.00        | $3914165.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $234475.00         | $223077.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1627840.00        | $1635750.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $392000.00         | $271732.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $813705.00         | $421955.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $1136.00           | $29.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2123920.00        | $1269287.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $341999.00         | $207865.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2016.00           | $1463.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $491998.00         | $308058.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2686167.00        | $1890031.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $32000.00          | $20471.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100034.00         | $9682.50           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $100024.00         | $10756.07          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $4821.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $892.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2008.00           | $1560.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $85116.00          | $49392.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $3259900.00        | $2227220.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $3001.00           | $1025.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $249801.00         | $215010.14         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $2723075.00        | $2571913.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $934.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $1013.00           | $963.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $8000.00           | $4929.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1042150.00        | $800444.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $830.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $926.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $3003.00           | $2711.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1237.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $485210.00         | $400468.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4854.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $979.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $950.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $13003.00          | $3464.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $606856.00         | $472578.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $933.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $3469048.00        | $2908952.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $985.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $876.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1002.00           | $1004.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $986.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2962.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1045540.00        | $1012523.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $1006.00           | $1019.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $878.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1440.00           | $1206.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $870.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2012.00           | $1618.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $3080.00           | $3058.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $995.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.2500%  | 0.0000% | $3000.00           | $2917.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $4224.00           | $4259.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $2049.00           | $2044.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1889.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $7069.00           | $6768.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 4.0000%  | 0.0000% | $1024.00           | $958.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $406843.00         | $410294.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $2066.00           | $164.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1038.00           | $116.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1010.00           | $113.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $180069.00         | $42534.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $677.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $203190.00         | $141638.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2026.00           | $1400.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $13361.00          | $9426.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $1024.00           | $475.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1024.00           | $730.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $8559.00           | $5197.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $458.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $611.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2823652.00        | $1748897.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $18453632.00       | $12578293.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $81425.00          | $41983.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $895.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2038.00           | $1038.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $298.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $4328.00           | $897.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $257.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $291.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1168.00           | $916.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1002.00           | $1057.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1068.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $4017.00           | $4168.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1030.00           | $1109.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3200.00           | $3356.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $13727.00          | $14740.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $31491.00          | $28228.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.0000%  | 0.0000% | $1010.00           | $1075.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $3000.00           | $3227.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $3000.00           | $3245.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2623.00           | $2785.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2125.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $4000.00           | $4244.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2001.00           | $2106.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3157.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2123.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3574.00           | $3793.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1010.00           | $1063.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $2000.00           | $2107.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $88087.00          | $92793.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 7.0000%  | 0.0000% | $95112.00          | $101371.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1080.00           | $956.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $2000.00           | $1576.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $3109024.00        | $2738319.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $3434.00           | $3087.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $128641.00         | $97918.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1024.00           | $865.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $415455.00         | $395288.38         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $890.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1280.00           | $1261.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $976.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $148239.00         | $141921.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.9451%  | 0.0000% | $12899072.00       | $11128158.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.7051%  | 0.0000% | $55122714.00       | $50225717.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6251%  | 0.0000% | $1965730.00        | $1154929.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.1171%  | 0.0000% | $2691998.00        | $407004.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.1638%  | 0.0000% | $1550000.00        | $385088.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $107798.00         | $55362.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.8693%  | 0.0000% | $1010.00           | $430.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $23165093.00       | $8979224.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $15746549.00       | $9233198.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $99697.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1071.00           | $610.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7551%  | 0.0000% | $55954220.00       | $32305774.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.5251%  | 0.0000% | $1137.00           | $673.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $799.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $4951872.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5251%  | 0.0000% | $1006.00           | $658.76            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5351%  | 0.0000% | $7855997.00        | $5170735.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.6251%  | 0.0000% | $2421614.00        | $836561.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $273338.00         | $130184.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5751%  | 0.0000% | $4666662.00        | $3364708.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $13209127.00       | $8716662.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.6251%  | 0.0000% | $120463001.00      | $39786004.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.5751%  | 0.0000% | $1464424.00        | $1270661.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7751%  | 0.0000% | $34280007.00       | $21467026.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6451%  | 0.0000% | $9393169.00        | $6769526.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.6251%  | 0.0000% | $1481463.00        | $742454.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $7335868.00        | $7044826.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.9251%  | 0.0000% | $1001.00           | $275.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.0251%  | 0.0000% | $3117450.00        | $826136.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1251%  | 0.0000% | $1461900.00        | $391135.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 4.7251%  | 0.0000% | $82225664.00       | $27339445.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 4.9251%  | 0.0000% | $743402.00         | $191121.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8251%  | 0.0000% | $973293.00         | $324969.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $49724295.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $29250966.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $7837568.00        | $7879842.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $16991799.00       | $17222051.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50765138.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $32229644.00       | $32657001.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7751%  | 0.0000% | $9964142.00        | $4141304.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $47222585.00       | $48052249.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50616761.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8251%  | 0.0000% | $7021371.00        | $2838746.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9251%  | 0.0000% | $6562991.00        | $2967538.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.8751%  | 0.0000% | $197084402.00      | $89008995.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7251%  | 0.0000% | $29237093.00       | $20115935.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7351%  | 0.0000% | $57159.00          | $30803.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7251%  | 0.0000% | $8593950.00        | $4594373.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6251%  | 0.0000% | $12317911.00       | $9277145.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7251%  | 0.0000% | $8219020.00        | $4553339.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2251%  | 0.0000% | $88419.00          | $48511.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6451%  | 0.0000% | $5718986.00        | $4344511.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7351%  | 0.0000% | $26774299.00       | $14227390.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.7251%  | 0.0000% | $23345724.00       | $13793301.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.8751%  | 0.0000% | $95400.00          | $41915.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2751%  | 0.0000% | $46018066.00       | $25495516.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $2160000.00        | $2027145.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9451%  | 0.0000% | $3993269.00        | $3428227.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9251%  | 0.0000% | $38933055.00       | $22876667.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.3751%  | 0.0000% | $74656130.00       | $48188537.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.8251%  | 0.0000% | $15401700.00       | $12690418.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $4007603.00        | $3179412.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7751%  | 0.0000% | $4523720.00        | $3893189.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.4251%  | 0.0000% | $10578868.00       | $7182727.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.6251%  | 0.0000% | $115695848.00      | $112677662.00      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4251%  | 0.0000% | $552192.00         | $518645.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6251%  | 0.0000% | $3298792.00        | $3223920.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $900008.00         | $872249.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $5994644.00        | $5216551.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.7251%  | 0.0000% | $468772.00         | $462459.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.8751%  | 0.0000% | $156419498.00      | $135885975.90      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $27058300.00       | $25760719.22       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips)        |

### Security 107: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2041-09-25      | 2.0000%  | 0.0000% | $35905800.00       | $343101.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 3.5000%  | 0.0000% | $2000000.00        | $302060.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 5.0000%  | 0.0000% | $159446000.00      | $154307289.13      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $26659.00          | $24004.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.0000%  | 0.0000% | $41125568.00       | $40532738.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.0000%  | 0.0000% | $2086240.00        | $1337675.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.1121%  | 0.0000% | $42500000.00       | $26998992.39       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.9621%  | 0.0000% | $13322700.00       | $8191333.36        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-10-25      | 4.6621%  | 0.0000% | $200000000.00      | $196207979.30      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-05-15      | 6.5000%  | 0.0000% | $12997.00          | $247.01            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3717000.00        | $553276.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 4.3751%  | 0.0000% | $3499920.00        | $328204.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.3751%  | 0.0000% | $799996.00         | $68153.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 4.5451%  | 0.0000% | $1581052.00        | $1552.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 4.6251%  | 0.0000% | $2000000.00        | $1809677.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 4.5251%  | 0.0000% | $5000000.00        | $4831415.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 4.3251%  | 0.0000% | $36100000.00       | $32169241.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5251%  | 0.0000% | $146623000.00      | $57897066.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6751%  | 0.0000% | $30000000.00       | $21642239.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7951%  | 0.0000% | $30000000.00       | $24071713.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7351%  | 0.0000% | $50000000.00       | $36603496.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.3051%  | 0.0000% | $100000000.00      | $54970737.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.7751%  | 0.0000% | $8412100.00        | $7201357.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $25000000.00       | $19927430.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5000%  | 0.0000% | $3333332.00        | $3279018.69        | Agency Collateralized Mortgage Obligation |

### Security 108: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2059-04-25      | 3.5000%  | 0.0000% | $15608478.00       | $13046334.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 5.5000%  | 0.0000% | $109699541.00      | $105957411.46      | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.6121%  | 0.0000% | $1000.00           | $969.29            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.6621%  | 0.0000% | $44350.00          | $40737.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.9121%  | 0.0000% | $2229651.00        | $2077596.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 4.5000%  | 0.0000% | $8048699.00        | $7372278.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-06-25      | 5.1000%  | 0.0000% | $28038000.00       | $28974515.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2032-06-25      | 2.5800%  | 0.0000% | $9975796.00        | $8938479.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2027-06-15      | 4.6357%  | 0.0000% | $88196256.00       | $88296662.54       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association | 2032-06-25      | 3.8566%  | 0.0000% | $238727583.00      | $170157.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2032-11-25      | 3.8966%  | 0.0000% | $387738784.00      | $48671.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2033-02-25      | 4.1196%  | 0.0000% | $120040444.00      | $76186.73          | Agency Collateralized Mortgage Obligation |

### Security 109: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $2597500.00        | $4326673.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $51959200.00       | $61226083.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $614143100.00      | $340894219.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $526434400.00      | $352638548.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $786828100.00      | $575529030.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $749175000.00      | $614311073.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $9710900.00        | $9647141.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $52689800.00       | $56422921.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $117884900.00      | $124853473.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $2016400.00        | $2150781.91        | U.S. Treasuries (including strips) |

### Security 110: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-22      | 0.0000%  | 0.0000% | $29420000.00       | $28996969.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $32600.00          | $34244.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $2793900.00        | $2794028.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $5869700.00        | $5894573.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $496600.00         | $479415.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $23300.00          | $18969.30          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $981500.00         | $1110961.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $230.35            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $3377800.00        | $3593386.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $858.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $4682000.00        | $3240783.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $6543800.00        | $4842489.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $98817500.00       | $73898182.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $146.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $2900000.00        | $2048188.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $125.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $1405200.00        | $1020612.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $400.00            | $268.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5992500.00        | $4132648.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $35555900.00       | $24442254.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $1200.00           | $985.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $85.12             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $50649000.00       | $45642333.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $171.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $14400.00          | $12701.49          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $609100.00         | $586751.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $700.00            | $687.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $19526600.00       | $18828455.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $14172400.00       | $12731443.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $4000100.00        | $3703044.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $1200.00           | $1154.00           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $16187900.00       | $15485418.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $19035900.00       | $18808291.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2056-05-15      | 5.0000%  | 0.0000% | $314900.00         | $316581.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $134.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $296.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $17388200.00       | $17040049.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $600.00            | $748.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $73000.00          | $67643.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $122.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $2259800.00        | $1975860.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $4977000.00        | $4809210.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $10980000.00       | $10470860.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $2464000.00        | $2342276.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $229.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $69900.00          | $65797.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $1173300.00        | $1014242.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $59600.00          | $56073.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $2200.00           | $1953.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $9382200.00        | $8733653.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $4642000.00        | $4535767.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $2000000.00        | $2000865.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $4385000.00        | $4292751.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $50700.00          | $51595.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $2750000.00        | $2726390.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $2390000.00        | $2405725.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $1902400.00        | $1889962.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $2292000.00        | $2329320.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $1549300.00        | $1577275.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $4546100.00        | $4670547.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $10905000.00       | $10901445.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $2486000.00        | $2504445.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $725600.00         | $736930.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $3390100.00        | $3474136.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $40100.00          | $40867.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $124600.00         | $127365.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $5305000.00        | $5353621.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $6566000.00        | $6597353.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $489800.00         | $490250.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $586000.00         | $599727.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $33776700.00       | $34927306.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $27706000.00       | $27886347.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $5600.00           | $5689.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $241600.00         | $242757.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $200.00            | $201.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $6152800.00        | $6237272.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $1042800.00        | $1046715.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $9740000.00        | $9790185.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $45482000.00       | $45018215.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $696600.00         | $679295.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $553600.00         | $550430.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $1284600.00        | $1277105.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $4268800.00        | $4288584.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $1100300.00        | $1099872.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.1250%  | 0.0000% | $3900.00           | $3851.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 3.5000%  | 0.0000% | $8312000.00        | $8279729.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |

### Security 111: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-02      | 0.0000%  | 0.0000% | $300.00            | $299.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-30      | 0.0000%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-23      | 0.0000%  | 0.0000% | $300.00            | $299.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-22      | 0.0000%  | 0.0000% | $800.00            | $788.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $43100.00          | $45274.10          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $300.00            | $300.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $10171400.00       | $9806377.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $99800.00          | $81250.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $1600.00           | $1228.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $3500000.00        | $2676015.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $117.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $43700.00          | $33072.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $900.00            | $670.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $7859100.00        | $7605815.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $736.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $126.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.50             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $4600.00           | $2956.50           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $3713200.00        | $2512273.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $889900.00         | $646344.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $12188800.00       | $8182515.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $91735000.00       | $65314761.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $34545000.00       | $29053792.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $657900.00         | $563068.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $2956200.00        | $2607510.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $108618900.00      | $104633571.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $1004700.00        | $986692.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $9532300.00        | $9098051.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $4853800.00        | $4428106.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $13165100.00       | $12660422.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $2217400.00        | $2139028.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 4.6250%  | 0.0000% | $1468000.00        | $1422274.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $979.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $36418800.00       | $35845176.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $200.00            | $244.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $200.00            | $237.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $397400.00         | $377775.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $1415800.00        | $1331836.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $25860200.00       | $24072607.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $19000.00          | $19120.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $17344300.00       | $18560683.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $22200.00          | $22054.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $2662500.00        | $2712329.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $5500000.00        | $5555386.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $1700.00           | $1757.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $7736900.00        | $8570369.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $206.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $202.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $2897600.00        | $3068174.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1507500.00        | $1514334.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $3998900.00        | $4002581.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $16058100.00       | $16408670.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $2400.00           | $2559.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $574800.00         | $584170.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $4500.00           | $4526.57           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $20380000.00       | $20278011.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $1000000.00        | $1018864.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $97326300.00       | $96333854.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $7805000.00        | $7805063.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $913400.00         | $920886.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $1004.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $502000.00         | $499512.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 3.8750%  | 0.0000% | $6922300.00        | $6865015.67        | U.S. Treasuries (including strips) |

### Security 112: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $105100.00         | $95047.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $54306700.00       | $33681261.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $497600.00         | $493693.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $130799000.00      | $124374351.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $25908100.00       | $26428946.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $101747200.00      | $102865008.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $76237600.00       | $76207745.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $44378900.00       | $43853965.15       | U.S. Treasuries (including strips) |

### Security 113: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-11-01      | 3.5000%  | 0.0000% | $112193772.00      | $16151246.92       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.0000%  | 0.0000% | $126174612.00      | $22872933.73       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $42063000.00       | $31376972.88       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $37547595.00       | $27754342.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $15934473.10       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $16450914.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $17848889.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1168627.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $42981515.00       | $35780788.61       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $757.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $23440000.00       | $17494436.06       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $678.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $24415076.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $3464276.00        | $2574610.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $362085.00         | $247581.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 6.0000%  | 0.0000% | $63494165.00       | $40693788.91       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $14088112.00       | $10807682.24       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $8237216.00        | $6292991.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-25      | 2.5000%  | 0.0000% | $45549436.00       | $113247.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-01-25      | 3.5000%  | 0.0000% | $100300000.00      | $440728.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-25      | 2.2660%  | 0.0000% | $9298970.00        | $245177.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.0860%  | 0.0000% | $1975000.00        | $184735.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 1.2900%  | 0.0000% | $5000000.00        | $170837.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 0.9590%  | 0.0000% | $1000000.00        | $200694.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-01-25      | 1.1810%  | 0.0000% | $437995.00         | $2979.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-25      | 1.8073%  | 0.0000% | $14275825.00       | $12596209.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-25      | 4.8621%  | 0.0000% | $700000.00         | $398766.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.8864%  | 0.0000% | $5605833.00        | $5010222.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $178916.76         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $114618.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $50150.10          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $427405.98         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2056-06-25      | 4.6488%  | 0.0000% | $50000000.00       | $50738026.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $179515.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-10-15      | 4.1184%  | 0.0000% | $1076985.00        | $89235.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-11-25      | 4.6445%  | 0.0000% | $12391600.00       | $12575430.12       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-25      | 5.0000%  | 0.0000% | $6650000.00        | $3380066.33        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $1936662.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2222246.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-03-01      | 4.0000%  | 0.0000% | $62918346.00       | $8618920.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $206048.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $159374.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $526443.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1288344.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.0000%  | 0.0000% | $90492823.00       | $15677019.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $28097695.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $23778368.00       | $3725652.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $27961824.00       | $5295261.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $116658816.00      | $5342507.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $12068681.00       | $2290588.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $47298944.00       | $6760797.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $58881792.00       | $8000983.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $25770240.00       | $5310120.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $134565888.00      | $19947548.42       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $120115.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $166656.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1153549.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1088700.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $25629.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $690887.12         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $423723.33         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $378402.19         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $2938691.65        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1578227.65        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $147855.90         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $306672.48         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $313855.97         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 4.5000%  | 0.0000% | $124583000.00      | $2414402.74        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1094489.08        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-25      | 5.8768%  | 0.0000% | $45199908.00       | $447508.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2038-06-15      | 6.4418%  | 0.0000% | $60553216.00       | $299609.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2039-10-15      | 6.2867%  | 0.0000% | $53916057.00       | $336429.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $33102.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1620301.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $3811402.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $31694784.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1225438.00        | $1202606.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $375150.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $41743.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $126739778.00      | $41101530.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $16253863.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $69798.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $99795.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $1965585.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $100077374.00      | $20069663.39       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $9858353.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $14428632.65       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $17102468.15       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 2.5000%  | 0.0000% | $27581607.00       | $8774469.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $16172722.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $28728187.95       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $50454240.00       | $33015059.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $572120.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $27955055.00       | $19870877.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $25734980.00       | $18142655.48       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $14682101.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $18404450.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $24598389.00       | $17245614.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $16563556.12       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1142864.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $14921327.52       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $15764666.89       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $35887771.00       | $29091978.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $16081998.30       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $19373114.00       | $17180218.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9033687.00        | $7749245.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $7409534.00        | $5993404.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $964089.00         | $889528.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $31820857.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $6963992.00        | $4907220.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $24714164.00       | $20064925.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $46184247.00       | $34312598.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $36102079.00       | $26563743.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 4.0000%  | 0.0000% | $45092823.00       | $41535870.49       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $61758377.00       | $6266136.54        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $4364333.80        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $11181687.90       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $10035431.02       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $963811.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $20351000.00       | $2761877.31        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $73838260.00       | $10578474.40       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $5368647.29        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4876739.74        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $587405.83         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $563720.37         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $886107.60         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $568032.25         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $98234.22          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $714192.38         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3756%  | 0.0000% | $744037.00         | $41453.45          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1858%  | 0.0000% | $2664945.00        | $337392.69         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5032%  | 0.0000% | $4016787.00        | $697906.01         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8603%  | 0.0000% | $1240574.00        | $168029.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6208226.23        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $4663942.96        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $36882576.00       | $30611114.87       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $46078368.00       | $8640224.90        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $34903534.00       | $6602791.75        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $40881741.00       | $37637957.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $31741000.00       | $28303120.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.8251%  | 0.0000% | $49863800.00       | $26407664.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.8751%  | 0.0000% | $3391400.00        | $2921507.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.9251%  | 0.0000% | $3681140.00        | $2987031.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.9751%  | 0.0000% | $78919999.00       | $65777246.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.4251%  | 0.0000% | $58174938.00       | $56993215.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7451%  | 0.0000% | $3867234.00        | $3820725.46        | Agency Collateralized Mortgage Obligation |

### Security 114: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94E952, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV94E952
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-06      | 0.0000%  | 0.0000% | $1537900.00        | $1527752.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-16      | 0.0000%  | 0.0000% | $2039900.00        | $2030702.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-27      | 0.0000%  | 0.0000% | $77742900.00       | $77068169.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-22      | 0.0000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-25      | 0.0000%  | 0.0000% | $119700.00         | $118688.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $317000.00         | $318343.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $146.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $4506200.00        | $5100573.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $6500000.00        | $4969742.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $17927600.00       | $13364779.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $149.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $14148700.00       | $8252634.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $17869700.00       | $8743184.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $23636500.00       | $20229454.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $6916200.00        | $6213006.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $227000.00         | $207973.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $135651400.00      | $117783754.33      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $3400.00           | $4116.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $172.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $186.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $400.00            | $404.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $44376400.00       | $44625837.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $14950800.00       | $14980149.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $759700.00         | $766369.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $16469300.00       | $16607264.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $1247000.00        | $1261721.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $239936400.00      | $243683012.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $67656400.00       | $68950849.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $10151700.00       | $10502530.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $248700.00         | $253611.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $11971400.00       | $12042096.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $93900.00          | $93178.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $3495900.00        | $3484414.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1003.76           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $41649300.00       | $41410840.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-04-30      | 4.1250%  | 0.0000% | $3993900.00        | $3970746.08        | U.S. Treasuries (including strips) |

### Security 115: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV98HGH7, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV98HGH7
- **C.18 - Value (incl. sponsor support):** $1530000000.00
- **C.18.a - Value (excl. sponsor support):** $1530000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-11-27      | 0.0000%  | 0.0000% | $100.00            | $98.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-25      | 0.0000%  | 0.0000% | $9998200.00        | $9974114.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-20      | 0.0000%  | 0.0000% | $7993400.00        | $7929588.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-17      | 0.0000%  | 0.0000% | $84100.00          | $83189.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-14      | 0.0000%  | 0.0000% | $20000000.00       | $19913820.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-21      | 0.0000%  | 0.0000% | $20000000.00       | $19899800.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-28      | 0.0000%  | 0.0000% | $15000000.00       | $14913840.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-18      | 0.0000%  | 0.0000% | $15049200.00       | $14932237.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $142000.00         | $146688.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $28506300.00       | $29180584.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $72400.00          | $68596.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $160.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $37032700.00       | $24219235.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $189.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $114.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $50327300.00       | $48480744.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2073800.00        | $1862771.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $74341100.00       | $70252526.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $6101500.00        | $5959012.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $11800.00          | $11303.89          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $11035200.00       | $14804046.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $24993900.00       | $24495368.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $15238000.00       | $19686466.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $25255500.00       | $35001292.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $3297100.00        | $3073944.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-15      | 1.7500%  | 0.0000% | $819900.00         | $759739.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $446500.00         | $444462.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $2598300.00        | $3172129.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $9000000.00        | $8732763.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $3043400.00        | $2950136.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $704600.00         | $858933.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $9138800.00        | $10849416.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $400.00            | $381.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $34940000.00       | $33319843.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $8632000.00        | $8642932.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $21716500.00       | $24884028.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $13000000.00       | $12229035.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $26063500.00       | $31554154.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $797900.00         | $756164.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $26555600.00       | $24984213.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $1000000.00        | $990506.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $34808600.00       | $38031818.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $15069200.00       | $17428414.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $66994000.00       | $66693939.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $867500.00         | $838195.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $6000.00           | $5986.83           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $8948300.00        | $10058860.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $37736900.00       | $37761775.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $6405400.00        | $6518583.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $4038400.00        | $4003729.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $38913600.00       | $41545280.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $3651800.00        | $4008131.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $2767500.00        | $2749406.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $125000.00         | $118379.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $14096100.00       | $14245981.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $4854500.00        | $4783248.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $1458700.00        | $1478388.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $81000.00          | $83217.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $6689600.00        | $7410247.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $35907000.00       | $36330906.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $116900.00         | $115769.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $56627500.00       | $56967355.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $6935600.00        | $7107524.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $344000.00         | $345472.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $7581000.00        | $8027274.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $7800.00           | $7871.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $104100.00         | $102032.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $3292900.00        | $3304864.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 3.8330%  | 0.0000% | $24000.00          | $24089.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $210000.00         | $208557.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $312500.00         | $318103.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $42036800.00       | $42954520.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $5593800.00        | $5700672.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $15607900.00       | $16643953.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $10445800.00       | $10446188.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $200.00            | $198.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $34580600.00       | $35983577.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $3000000.00        | $3046951.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $640000.00         | $643065.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $69870100.00       | $70707717.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $17198000.00       | $17199350.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $1224600.00        | $1227165.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $4000000.00        | $3971165.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $11600600.00       | $11444323.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $19773200.00       | $19897516.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $6176000.00        | $6194833.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $105100.00         | $104486.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $17997000.00       | $17990013.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-01-15      | 1.8750%  | 0.0000% | $9560600.00        | $9626156.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.1250%  | 0.0000% | $36215000.00       | $35767160.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-28      | 3.7500%  | 0.0000% | $16700000.00       | $16354413.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 3.5000%  | 0.0000% | $6060000.00        | $5950349.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $313956300.00      | $311756455.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 3.8750%  | 0.0000% | $25893400.00       | $25679123.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-15      | 1.2500%  | 0.0000% | $19062900.00       | $18990948.51       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9B9Y73, C.3 - LEI: N/A, C.5 - Other ID: BIV9B9Y73
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $228802300.00      | $229500006.21      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9BRXZ2, C.3 - LEI: N/A, C.5 - Other ID: BIV9BRXZ2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 6.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $307788800.00      | $314508245.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 3.5000%  | 0.0000% | $42821200.00       | $42491761.53       | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9ECD01, C.3 - LEI: N/A, C.5 - Other ID: BIV9ECD01
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $164615700.00      | $166460494.49      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $89152000.00       | $88539512.19       | U.S. Treasuries (including strips) |

### Security 119: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 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: BIV9GL5L2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9GL5L2
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-10-25      | 5.0000%  | 0.0000% | $59271296.00       | $53810103.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.0000%  | 0.0000% | $39719000.00       | $33253050.28       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $15639168.00       | $14865391.41       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.4621%  | 0.0000% | $67517567.00       | $65767888.43       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2060-04-26      | 4.7500%  | 0.0000% | $256101.00         | $35428.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $59088962.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.8751%  | 0.0000% | $100000000.00      | $26979681.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.3251%  | 0.0000% | $100000000.00      | $54140900.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4251%  | 0.0000% | $131104000.00      | $84758593.77       | Agency Collateralized Mortgage Obligation |

### Security 120: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9JN6X8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9JN6X8
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2036-06-25      | 11.5774% | 0.0000% | $11804555.00       | $2243722.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-09-25      | 2.5100%  | 0.0000% | $11000000.00       | $280638.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-10-25      | 7.5000%  | 0.0000% | $45547363.00       | $582639.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2039-01-19      | 7.5000%  | 0.0000% | $8675000.00        | $52553.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-08-25      | 2.5000%  | 0.0000% | $500000.00         | $87759.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2056-06-25      | 4.6488%  | 0.0000% | $25908687.00       | $26291113.12       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-02-25      | 4.6458%  | 0.0000% | $508019.00         | $515512.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2047-08-15      | 3.5000%  | 0.0000% | $43600000.00       | $3487000.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-11-25      | 3.2500%  | 0.0000% | $250000.00         | $158810.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-11-25      | 3.2500%  | 0.0000% | $811000.00         | $484857.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2055-09-25      | 3.0000%  | 0.0000% | $1150000.00        | $405686.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $1709002.00        | $605836.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-01-25      | 3.0000%  | 0.0000% | $590000.00         | $272597.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-08-25      | 3.0000%  | 0.0000% | $531388.00         | $137879.57         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MT     20560725 3.00000 | 2056-07-25      | 3.0000%  | 0.0000% | $450000.00         | $176517.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2056-07-25      | 3.0000%  | 0.0000% | $338997.00         | $86659.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-06-25      | 3.5000%  | 0.0000% | $1299719.00        | $423484.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2057-06-25      | 3.2500%  | 0.0000% | $977663.00         | $290514.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.0000%  | 0.0000% | $700000.00         | $307665.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $700000.00         | $274226.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $159952519.00      | $38975600.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-03-25      | 3.5000%  | 0.0000% | $506991.00         | $327365.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.0000%  | 0.0000% | $1700000.00        | $690297.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-07-25      | 3.5000%  | 0.0000% | $78022924.00       | $19665458.56       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      MV     20580725 3.50000 | 2058-07-25      | 3.5000%  | 0.0000% | $11407095.00       | $7510671.78        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-1      M55D   20580725 4.00000 | 2058-07-25      | 4.0000%  | 0.0000% | $1805000.00        | $597150.17         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      HT     20580826 3.00000 | 2058-08-26      | 3.0000%  | 0.0000% | $300000.00         | $126453.45         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      HA     20580826 3.00000 | 2058-08-26      | 3.0000%  | 0.0000% | $1000000.00        | $297132.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2058-08-26      | 3.0000%  | 0.0000% | $2000000.00        | $1350122.87        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MT     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $2000000.00        | $865357.08         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | 0.0000% | $157280059.00      | $47299933.38       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      M55D   20580826 4.00000 | 2058-08-26      | 4.0000%  | 0.0000% | $1030000.00        | $344799.24         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-3      MV     20581025 3.50000 | 2058-10-25      | 3.5000%  | 0.0000% | $127862.00         | $86574.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-02-25      | 3.0000%  | 0.0000% | $425000.00         | $183859.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-02-25      | 3.0000%  | 0.0000% | $3000000.00        | $2049044.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2059-08-25      | 2.5000%  | 0.0000% | $3300000.00        | $1294705.76        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2      HT     20591125 2.00000 | 2059-11-25      | 2.0000%  | 0.0000% | $700000.00         | $326780.12         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2020-2      MA     20591125 2.00000 | 2059-11-25      | 2.0000%  | 0.0000% | $613530.00         | $190419.38         | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2018-1     A-1    20280625 3.50000 | 2028-06-25      | 3.5000%  | 0.0000% | $508802.00         | $147001.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2060-09-25      | 2.0000%  | 0.0000% | $496081.00         | $180774.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2061-04-25      | 2.0000%  | 0.0000% | $1000.00           | $402.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2064-08-16      | 2.2500%  | 0.0000% | $20000000.00       | $15492268.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 4.5751%  | 0.0000% | $58020392.00       | $28822241.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2037-05-20      | 5.0000%  | 0.0000% | $9672.00           | $9908.97           | Agency Collateralized Mortgage Obligation |

### Security 121: Natixis

- **C.1 - Title:** Natixis 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9LFLY3, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9LFLY3
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $27943167.00       | $371954.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $1000.00           | $701.91            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $1000.00           | $701.91            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-25      | 3.5000%  | 0.0000% | $5000000.00        | $4593156.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0000%  | 0.0000% | $1301000.00        | $1076260.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $1000000.00        | $827015.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $3362609.00        | $1976954.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $1500000.00        | $1400270.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $3181397.00        | $3023641.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 3.0000%  | 0.0000% | $5500000.00        | $4468630.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $2156288.00        | $1842130.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-08-15      | 3.0000%  | 0.0000% | $993000.00         | $604772.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-03-25      | 4.8621%  | 0.0000% | $14068800.00       | $7297102.58        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3716000.00        | $553127.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-04-15      | 6.0000%  | 0.0000% | $1130608.00        | $1156856.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2651180.00        | $2366350.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-11-15      | 5.7500%  | 0.0000% | $5000000.00        | $1709817.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-12-01      | 4.0000%  | 0.0000% | $2109860.00        | $1996526.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.9600%  | 0.0000% | $8463616.00        | $8137402.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $12268.00          | $12496.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $2556500.00        | $2426115.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $2099072.00        | $2011074.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $9971930.00        | $9798046.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $4000000.00        | $1107730.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $9521222.00        | $5534957.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-07-20      | 4.4251%  | 0.0000% | $18444864.00       | $16895890.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 4.4251%  | 0.0000% | $41157632.00       | $37693855.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-10-20      | 4.3751%  | 0.0000% | $35000000.00       | $34722651.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $11173000.00       | $10893149.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6251%  | 0.0000% | $9997000.00        | $9926431.12        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-06-18      | 0.0000%  | 0.0000% | $800.00            | $798.39            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-20      | 0.0000%  | 0.0000% | $5467700.00        | $5422372.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-09      | 0.0000%  | 0.0000% | $900.00            | $899.00            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $300.00            | $268.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $152.66            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $162.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $13445700.00       | $9838244.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $1600.00           | $888.12            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $2000.00           | $1376.47           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $3956800.00        | $2716923.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $167.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $96.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.24             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $1000.00           | $963.69            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 2.7500%  | 0.0000% | $17313400.00       | $17086206.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $273700.00         | $269224.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $7774400.00        | $7613779.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $38693200.00       | $38162852.92       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $710700.00         | $650397.07         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 0.5000%  | 0.0000% | $3995400.00        | $3806014.13        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $25259300.00       | $24102920.64       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $11537900.00       | $10960598.30       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 1.2500%  | 0.0000% | $5000200.00        | $4765920.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 1.2500%  | 0.0000% | $284300.00         | $270065.68         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $675300.00         | $673062.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $8688200.00        | $8616978.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $581200.00         | $546078.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 1.1250%  | 0.0000% | $18927500.00       | $18730834.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $7607500.00        | $6567662.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $2141100.00        | $2119782.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $15307800.00       | $14476356.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $400.00            | $428.34            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $107500.00         | $104989.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $76465800.00       | $77730494.76       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1020.91           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $5049800.00        | $5197256.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $77297700.00       | $77433370.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-15      | 3.8750%  | 0.0000% | $9435300.00        | $9571453.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $1078000.00        | $1076429.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $700.00            | $697.23            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-10-31      | 3.7500%  | 0.0000% | $1000.00           | $973.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-31      | 4.0000%  | 0.0000% | $12596500.00       | $12553806.36       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 3.8750%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips)        |

### Security 122: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9NNWH9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9NNWH9
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-01-01      | 2.5000%  | 0.0000% | $152090948.67      | $58638922.52       | Agency Mortgage-Backed Securities |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 2.5000%  | 0.0000% | $128166638.00      | $41375511.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 3.5000%  | 0.0000% | $50000000.00       | $40455434.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 3.5000%  | 0.0000% | $120850952.00      | $108924945.97      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 5.0000%  | 0.0000% | $56444514.00       | $34371321.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2030-01-01      | 2.5000%  | 0.0000% | $108500000.00      | $32039209.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 5.0000%  | 0.0000% | $28688126.67       | $17880333.88       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-07-01      | 2.5000%  | 0.0000% | $70342353.33       | $35966804.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-08-01      | 3.5000%  | 0.0000% | $83794519.33       | $44810521.38       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 3.5000%  | 0.0000% | $67866666.67       | $29669847.50       | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-05-20      | 6.8980%  | 0.0000% | $9812278.67        | $2092792.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-05-20      | 6.9670%  | 0.0000% | $10035782.00       | $1508200.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 6.9900%  | 0.0000% | $13347497.33       | $1791112.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0620%  | 0.0000% | $25812722.67       | $3343838.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0360%  | 0.0000% | $16670892.00       | $4442815.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 6.8240%  | 0.0000% | $4371248.67        | $163922.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8730%  | 0.0000% | $17019663.33       | $5129983.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 7.0040%  | 0.0000% | $12359192.67       | $2448516.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8470%  | 0.0000% | $13375840.00       | $5040599.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0630%  | 0.0000% | $10011460.00       | $3171178.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.1330%  | 0.0000% | $16714602.67       | $4013192.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0760%  | 0.0000% | $13412755.33       | $2892383.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.0420%  | 0.0000% | $30115438.00       | $6763145.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 6.9580%  | 0.0000% | $25987843.33       | $6420269.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.1010%  | 0.0000% | $10042717.33       | $2246767.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0530%  | 0.0000% | $3850920.00        | $1121020.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.1530%  | 0.0000% | $6418823.33        | $359102.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.7970%  | 0.0000% | $13378304.00       | $4669999.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8290%  | 0.0000% | $10059888.67       | $1772829.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.9550%  | 0.0000% | $13373082.67       | $3821936.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.1300%  | 0.0000% | $13343622.00       | $1962924.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.9830%  | 0.0000% | $13333333.33       | $3729844.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.5510%  | 0.0000% | $872044.00         | $361793.33         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 6.9630%  | 0.0000% | $26110043.33       | $4981936.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 7.0280%  | 0.0000% | $15847857.33       | $3672891.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8840%  | 0.0000% | $10055774.00       | $2842715.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.7050%  | 0.0000% | $21603725.33       | $6539607.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.8600%  | 0.0000% | $23407096.00       | $7625971.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.7890%  | 0.0000% | $16408307.33       | $3566778.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8560%  | 0.0000% | $26744195.33       | $7735328.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.8250%  | 0.0000% | $26622566.67       | $6023113.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.0810%  | 0.0000% | $10366666.67       | $11025743.56       | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.3370%  | 0.0000% | $7333333.33        | $7918523.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2068-02-20      | 6.3540%  | 0.0000% | $6589654.00        | $2189055.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2068-01-20      | 6.6480%  | 0.0000% | $1880412.00        | $451998.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2071-08-20      | 6.7810%  | 0.0000% | $13193654.00       | $8501385.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.2050%  | 0.0000% | $6933333.33        | $8260158.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.2330%  | 0.0000% | $13033333.33       | $14261331.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.4030%  | 0.0000% | $6666666.67        | $7481429.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-06-20      | 5.3820%  | 0.0000% | $13333333.33       | $14490777.91       | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1970%  | 0.0000% | $10000000.00       | $10765859.46       | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1630%  | 0.0000% | $7237851.33        | $7423459.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-04-20      | 5.1610%  | 0.0000% | $10000000.00       | $9902588.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-05-20      | 5.1460%  | 0.0000% | $9266666.67        | $10136652.45       | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2072-03-20      | 5.3120%  | 0.0000% | $5878182.00        | $5012577.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-12-20      | 6.6240%  | 0.0000% | $1963843.33        | $479900.05         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.5700%  | 0.0000% | $896939.33         | $310705.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-10-20      | 6.6100%  | 0.0000% | $4359116.67        | $1335807.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-11-20      | 6.3190%  | 0.0000% | $4497422.00        | $1569144.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 6.9510%  | 0.0000% | $28741814.00       | $4147987.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 7.0300%  | 0.0000% | $13015297.33       | $3580473.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.0090%  | 0.0000% | $5728594.67        | $672227.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-07-20      | 7.0260%  | 0.0000% | $12855038.00       | $2851359.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-06-20      | 7.0400%  | 0.0000% | $10240354.00       | $900092.41         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 6.9900%  | 0.0000% | $12100687.33       | $2142414.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-08-20      | 6.9860%  | 0.0000% | $2582853.33        | $439138.14         | Agency Mortgage-Backed Securities |
| GINNIE MAE HECM - MBS ADJUSTABLE RATE    | 2067-09-20      | 6.9110%  | 0.0000% | $3810780.00        | $944003.68         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-03-20      | 3.5000%  | 0.0000% | $319161040.00      | $20415839.80       | Agency Mortgage-Backed Securities |

### Security 123: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9PB542, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV9PB542
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $4514.00           | $4016.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 3.5000%  | 0.0000% | $231834.00         | $204856.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $10837312.00       | $10446958.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-11-25      | 4.7121%  | 0.0000% | $1000.00           | $799.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-05-25      | 5.5000%  | 0.0000% | $40300459.00       | $38925708.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.6121%  | 0.0000% | $74999000.00       | $72695487.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.6621%  | 0.0000% | $50655650.00       | $46529257.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2056-04-25      | 4.9121%  | 0.0000% | $37768601.00       | $35192916.53       | Agency Collateralized Mortgage Obligation |

### Security 124: Natixis

- **C.1 - Title:** Natixis 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: BIV9RVN95, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9RVN95
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $1356980.95        | $1071127.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $388402.74         | $263005.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-25      | 2.0818%  | 0.0000% | $372252.63         | $191096.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.4450%  | 0.0000% | $296935.95         | $286563.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 3.8500%  | 0.0000% | $368052.63         | $353765.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $408414.26         | $211607.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-06-01      | 3.3700%  | 0.0000% | $1102870.63        | $952282.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 1.6100%  | 0.0000% | $1370116.63        | $1077180.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $416546.42         | $241295.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $382948.63         | $276593.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $11006638.26       | $10271701.33       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2068-01-20      | 4.3908%  | 0.0000% | $1004673.89        | $319880.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.6774%  | 0.0000% | $368.42            | $73.40             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.1251%  | 0.0000% | $403.79            | $258.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $15124789.47       | $14745958.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-05-20      | 4.4459%  | 0.0000% | $1179407.89        | $1188091.24        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-06-18      | 0.0000%  | 0.0000% | $294.74            | $294.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 0.0000%  | 0.0000% | $368.42            | $363.26            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-19      | 0.0000%  | 0.0000% | $294.74            | $289.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 5.5000%  | 0.0000% | $331.58            | $346.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $552.63            | $423.67            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $36.84             | $31.73             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 2.8750%  | 0.0000% | $7758542.11        | $5775809.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $10008894.74       | $6914247.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $810.53            | $557.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $3619552.63        | $3077697.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $36.84             | $35.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $36.84             | $35.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $147.37            | $134.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $700.00            | $683.05            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $661684.21         | $662077.16         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $8883478.95        | $8762325.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $2210526.32        | $2158015.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $36.84             | $36.08             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $1197515.79        | $1194309.70        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $467894.74         | $428193.85         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $736.84            | $638.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $14115905.26       | $13409612.43       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $405.26            | $354.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $73.68             | $70.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 1.2500%  | 0.0000% | $5312521.05        | $5045837.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 0.6250%  | 0.0000% | $12470168.42       | $12428858.40       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $4789473.68        | $4504373.89        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-31      | 1.1250%  | 0.0000% | $4052226.32        | $4010121.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $36.84             | $32.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $1524710.53        | $1470309.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $9566605.26        | $9621293.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $405.26            | $383.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $1314821.05        | $1337882.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $73.68             | $74.25             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 4.0000%  | 0.0000% | $1257310.53        | $1271238.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $36.84             | $39.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $478.95            | $492.43            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $5361263.16        | $5473585.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 4.3750%  | 0.0000% | $12526942.11       | $12719744.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-07-15      | 1.8750%  | 0.0000% | $2667773.68        | $2825474.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $3426242.11        | $3346241.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $560736.84         | $560564.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $73.68             | $73.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $672552.63         | $683676.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $3372489.47        | $3437787.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $1347315.79        | $1437106.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $7106768.42        | $7314289.83        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $6349110.53        | $6363009.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $1126263.16        | $1125746.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $442.11            | $437.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $6554210.53        | $6653678.67        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $462000.00         | $461327.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $2079994.74        | $2042302.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $6106100.00        | $6081908.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 3.5000%  | 0.0000% | $36.84             | $36.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-15      | 3.5000%  | 0.0000% | $3365968.42        | $3373876.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.3750%  | 0.0000% | $864426.32         | $868023.69         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-03-31      | 3.8750%  | 0.0000% | $204363.16         | $203103.79         | U.S. Treasuries (including strips)        |

### Security 125: Natixis

- **C.1 - Title:** Natixis 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: BIV9RVNY0, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV9RVNY0
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1169551.00        | $1056484.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 4.8121%  | 0.0000% | $1000.00           | $568.84            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-25      | 4.8621%  | 0.0000% | $475098.00         | $246420.37         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1101885.00        | $829842.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1580339.00        | $711104.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 4.6700%  | 0.0000% | $1003.00           | $1005.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $26820960.00       | $24957374.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $12222848.00       | $11710439.11       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $90624.00          | $89459.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-01-20      | 4.1401%  | 0.0000% | $1899871.00        | $47482.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 4.1684%  | 0.0000% | $6593000.00        | $2490926.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-20      | 4.1251%  | 0.0000% | $11427.00          | $746.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 4.5252%  | 0.0000% | $2495934.00        | $366200.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 4.7901%  | 0.0000% | $1196.00           | $988.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 5.1251%  | 0.0000% | $1000000.00        | $803275.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $17398990.00       | $16963196.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.6251%  | 0.0000% | $1000.00           | $992.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-05-20      | 4.4459%  | 0.0000% | $418254.00         | $421333.38         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-11-27      | 0.0000%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-18      | 0.0000%  | 0.0000% | $1600.00           | $1596.78           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-20      | 0.0000%  | 0.0000% | $16973200.00       | $16832492.17       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-02-15      | 4.3750%  | 0.0000% | $1110300.00        | $1111279.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $9679200.00        | $4556827.43        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $1312200.00        | $959814.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $167.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $300.00            | $269.92            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $42303000.00       | $41429014.04       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.6250%  | 0.0000% | $1000.00           | $997.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $34794600.00       | $30446526.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 0.8750%  | 0.0000% | $56884800.00       | $56418487.94       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $119028000.00      | $121089813.48      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $47815100.00       | $48296015.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $3998900.00        | $4253744.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-07-31      | 4.1250%  | 0.0000% | $41907700.00       | $42368103.55       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 4.1250%  | 0.0000% | $1719600.00        | $1725462.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $68315000.00       | $70556558.57       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $11000.00          | $10956.42          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-28      | 3.7500%  | 0.0000% | $35527700.00       | $34743575.08       | U.S. Treasuries (including strips)        |

### Security 126: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9RW2G0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9RW2G0
- **C.18 - Value (incl. sponsor support):** $685000000.00
- **C.18.a - Value (excl. sponsor support):** $685000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $330055417.00      | $332855533.89      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $20000000.00       | $10684727.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $550000.00         | $229652.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1300000.00        | $553012.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $30548.00          | $13752.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-15      | 4.8000%  | 0.0000% | $3049951.00        | $2964208.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.5900%  | 0.0000% | $312616.00         | $325469.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $14104.00          | $7845.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-15      | 6.2500%  | 0.0000% | $50000.00          | $52212.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 7.0000%  | 0.0000% | $100000.00         | $110637.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 6.0900%  | 0.0000% | $1591392.00        | $1643792.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.7200%  | 0.0000% | $301095.00         | $312351.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.7000%  | 0.0000% | $100000.00         | $104560.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.9000%  | 0.0000% | $1119742.00        | $1145585.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-15      | 6.1400%  | 0.0000% | $50000.00          | $52868.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $10000000.00       | $9984316.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.5000%  | 0.0000% | $35518.00          | $25927.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1458528.00        | $880489.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1303019.00        | $904574.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $738050.00         | $738364.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $77096.00          | $73810.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $5009.00           | $4823.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $703904.00         | $735454.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $2500000.00        | $2483389.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $17623.00          | $17714.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $8230000.00        | $8435138.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-05-20      | 6.5000%  | 0.0000% | $74244201.00       | $77728819.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $26168512.00       | $27411402.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $56907572.00       | $56300329.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $52409416.00       | $53195912.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $53767753.00       | $53463360.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $54067572.00       | $54942751.78       | Agency Mortgage-Backed Securities |

### Security 127: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9S8LJ5, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9S8LJ5
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2027-10-15      | 3.5000%  | 0.0000% | $14663406.10       | $1658.84           | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 2.5000%  | 0.0000% | $48700206.85       | $29961.84          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2028-12-15      | 4.5000%  | 0.0000% | $19210612.85       | $880.87            | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2034-03-15      | 4.0000%  | 0.0000% | $11934852.55       | $51780.44          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 4.5000%  | 0.0000% | $94879495.60       | $4457962.69        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2047-09-15      | 2.0000%  | 0.0000% | $106112464.05      | $19763079.51       | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-08-25      | 6.0000%  | 0.0000% | $145305503.35      | $20024018.41       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-10-01      | 4.5000%  | 0.0000% | $7772199.40        | $8753.32           | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $180735357.20      | $138031.81         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2034-08-01      | 5.5000%  | 0.0000% | $90883881.05       | $78216.86          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $9995158.50        | $14303.84          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2036-03-01      | 6.5000%  | 0.0000% | $10220841.15       | $14171.06          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $13868674.80       | $10691.28          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $18168750.00       | $78455.55          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $15887139.20       | $14077246.13       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $57941561.55       | $56775604.56       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $73950000.00       | $64466852.88       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-03-01      | 5.0000%  | 0.0000% | $63750000.00       | $62742471.83       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-06-25      | 2.5000%  | 0.0000% | $68000000.00       | $50002912.19       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $81600000.00       | $63448825.14       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-05-01      | 5.5000%  | 0.0000% | $58946129.80       | $59446215.68       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $141493214.25      | $21240926.06       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $385655.20         | $54656.56          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-12-01      | 5.0000%  | 0.0000% | $57726014.30       | $56296036.37       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-02-01      | 3.5000%  | 0.0000% | $62059333.00       | $55969475.12       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.0000%  | 0.0000% | $34952884.85       | $34330041.15       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.0000%  | 0.0000% | $52068001.20       | $51383971.68       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2051-01-25      | 1.5000%  | 0.0000% | $573750.00         | $40069.11          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2052-04-25      | 2.0000%  | 0.0000% | $161500.00         | $18370.34          | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2055-09-01      | 6.5000%  | 0.0000% | $65450000.00       | $64368087.27       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-03-01      | 5.0000%  | 0.0000% | $60600912.35       | $58950307.00       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-05-01      | 6.0000%  | 0.0000% | $50355026.80       | $52206463.66       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp       | 2056-01-01      | 5.0000%  | 0.0000% | $57721349.50       | $56509501.13       | Agency Mortgage-Backed Securities   |

### Security 128: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9SY0F9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9SY0F9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $50.00             | $48.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $3719100.00        | $3392923.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $126350.00         | $169502.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $217500.00         | $265140.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $347.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $10328000.00       | $12503743.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $20389050.00       | $19322571.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $198.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $796000.00         | $869708.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $533350.00         | $511728.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $50.00             | $48.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $800.00            | $805.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $2066600.00        | $2057343.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $14419200.00       | $16208745.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $250.00            | $251.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $28000.00          | $27856.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $150.00            | $150.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $9500.00           | $9173.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $14516450.00       | $15932920.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $300.00            | $298.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $50.00             | $47.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $64800.00          | $68904.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $2159100.00        | $2188241.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $1703700.00        | $1738999.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $50.00             | $50.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $50.00             | $54.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $100.00            | $104.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $75400.00          | $73753.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $5245650.00        | $5141463.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $350.00            | $351.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $2658550.00        | $2670539.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $496050.00         | $504945.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $500.00            | $509.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $185650.00         | $190767.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $527400.00         | $537815.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $47450.00          | $50599.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $2300.00           | $2313.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $500.00            | $503.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $50.00             | $50.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $120902000.00      | $125807142.07      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $14936950.00       | $15218721.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $266050.00         | $270318.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $5483500.00        | $5565731.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $155000.00         | $155742.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $89450.00          | $90099.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $50.00             | $50.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $350.00            | $359.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 4.2500%  | 0.0000% | $1100400.00        | $1100486.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $246500.00         | $247016.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $500.00            | $498.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-15      | 3.5000%  | 0.0000% | $150.00            | $150.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 3.5000%  | 0.0000% | $50.00             | $49.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-15      | 3.5000%  | 0.0000% | $1666100.00        | $1654425.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 3.8750%  | 0.0000% | $20547400.00       | $20445599.65       | U.S. Treasuries (including strips) |

### Security 129: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9T6LV1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9T6LV1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $41.67             | $62.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $1249958.33        | $1414829.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $41.67             | $29.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $541.67            | $354.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $83.33             | $59.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $41.67             | $40.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $14936333.33       | $9451525.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $46385791.67       | $28992973.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $41.67             | $22.71             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $29905958.33       | $24044576.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $83.33             | $71.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $1666625.00        | $1602686.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $1833.33           | $2286.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $420166.67         | $407690.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $10416666.67       | $9055155.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $5417375.00        | $6265512.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $41.67             | $44.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $5229416.67        | $5583075.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $41.67             | $42.08             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $20841583.33       | $20978712.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $83.33             | $85.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $839000.00         | $846028.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $13667541.67       | $14867673.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $3692458.33        | $3909823.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $14694625.00       | $15037789.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $11916.67          | $12707.70          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $110875208.33      | $111596930.01      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7880%  | 0.0000% | $229625.00         | $230561.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $375.00            | $382.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $693041.67         | $698071.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.8180%  | 0.0000% | $166.67            | $167.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $41.67             | $41.33             | U.S. Treasuries (including strips) |

### Security 130: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9UDCC6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9UDCC6
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $11696050.00       | $8719244.44        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $47500000.00       | $34518048.12       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $50500000.00       | $37189508.54       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 2.2500%  | 0.0000% | $39142100.00       | $28429336.94       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2052-02-15      | 2.2500%  | 0.0000% | $52239800.00       | $31508954.30       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $37880000.00       | $38134938.99       | U.S. Treasuries (including strips) |

### Security 131: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9UDGH1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9UDGH1
- **C.18 - Value (incl. sponsor support):** $243500000.00
- **C.18.a - Value (excl. sponsor support):** $243500000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-30      | 0.0000%  | 0.0000% | $5809276.90        | $5774775.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $10212341.30       | $10323239.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $48.70             | $71.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $48.70             | $42.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $24053270.90       | $15730741.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $6033150.80        | $4464603.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $48.70             | $47.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $14421238.80       | $8411600.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $6906536.60        | $5911005.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $743843.80         | $678606.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $48.70             | $46.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $65406048.00       | $61878537.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $260009.30         | $259870.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $48.70             | $46.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $48.70             | $60.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $48.70             | $48.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $1947902.60        | $1784631.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $487.00            | $464.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $27464316.30       | $26108039.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $55204664.20       | $48377225.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $97.40             | $106.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $9186962.80        | $9831259.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $20161215.60       | $21524694.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $5398687.20        | $5980269.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $487.00            | $491.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $48.70             | $49.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $6264281.00        | $6340937.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $487.00            | $494.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-10-31      | 3.7500%  | 0.0000% | $11638423.40       | $11349303.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $194.80            | $192.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-04-30      | 4.1250%  | 0.0000% | $252947.80         | $251481.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 3.8750%  | 0.0000% | $3397799.00        | $3387032.00        | U.S. Treasuries (including strips) |

### Security 132: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV9UJNP2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9UJNP2
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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? 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 Farm Credit Bank              | 2027-08-13      | 3.7300%  | 0.0000% | $3000000.00        | $3005265.83        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2028-02-23      | 3.7150%  | 0.0000% | $50000000.00       | $50032013.89       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2028-05-15      | 3.7200%  | 0.0000% | $216266000.00      | $216572256.72      | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2027-12-22      | 3.7100%  | 0.0000% | $167500000.00      | $168627879.86      | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2028-03-06      | 3.7150%  | 0.0000% | $238528000.00      | $240644140.91      | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2030-09-17      | 3.7500%  | 0.0000% | $45000.00          | $44362.49          | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2029-03-09      | 3.7300%  | 0.0000% | $9125000.00        | $9089977.24        | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2033-05-11      | 4.6500%  | 0.0000% | $485000.00         | $484590.17         | Agency Debentures and Agency Strips |

### Security 133: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VHBG8, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: BIV9VHBG8
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $136788000.00      | $134949642.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $105125000.00      | $99726578.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $83328700.00       | $81421714.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $214.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $21972700.00       | $22096207.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $10958400.00       | $10979912.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $228458600.00      | $236353843.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $24999900.00       | $26471651.24       | U.S. Treasuries (including strips) |

### Security 134: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VHL85, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9VHL85
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $258085900.00      | $255000016.80      | U.S. Treasuries (including strips) |

### Security 135: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9VHQJ6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9VHQJ6
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2032-02-01      | 2.5000%  | 0.0000% | $63333333.33       | $9636170.19        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2031-11-01      | 2.5000%  | 0.0000% | $59271839.50       | $7574649.07        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2032-02-01      | 2.5000%  | 0.0000% | $33466764.67       | $5182879.01        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2031-12-01      | 2.0000%  | 0.0000% | $30624928.97       | $4103649.85        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2032-01-01      | 2.0000%  | 0.0000% | $31945927.40       | $4731204.78        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2033-01-01      | 3.0000%  | 0.0000% | $50423637.03       | $8862975.50        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2035-04-01      | 2.5000%  | 0.0000% | $26162494.60       | $7294832.00        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2028-11-01      | 4.1700%  | 0.0000% | $31238533.33       | $31201807.22       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2031-06-25      | 4.4000%  | 0.0000% | $10133333.33       | $10100047.58       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2031-03-25      | 4.0000%  | 0.0000% | $15833333.33       | $14899452.83       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2031-04-25      | 4.0000%  | 0.0000% | $12666666.67       | $12072738.53       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2027-04-25      | 4.0000%  | 0.0000% | $3166666.67        | $3074853.25        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP | 2029-05-25      | 4.1500%  | 0.0000% | $10133333.33       | $9898032.14        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-01-01      | 2.0000%  | 0.0000% | $53814153.47       | $8653738.72        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-09-01      | 2.7100%  | 0.0000% | $28667833.33       | $27366278.67       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-03-01      | 2.5000%  | 0.0000% | $26787353.93       | $3947430.05        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-03-01      | 2.5000%  | 0.0000% | $49278118.17       | $7139450.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2031-03-01      | 2.5000%  | 0.0000% | $67051231.17       | $4873903.33        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2028-12-01      | 5.1800%  | 0.0000% | $61059666.67       | $62375801.00       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2028-12-01      | 5.3000%  | 0.0000% | $38000000.00       | $38950464.44       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-04-01      | 4.5500%  | 0.0000% | $28880000.00       | $29137858.25       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-04-01      | 4.8200%  | 0.0000% | $63333333.33       | $64361289.64       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-06-01      | 4.7100%  | 0.0000% | $29949700.00       | $30358104.08       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-06-01      | 4.6700%  | 0.0000% | $27676666.67       | $28021634.78       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-07-01      | 4.7200%  | 0.0000% | $11080496.00       | $11226648.97       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-10-01      | 4.2700%  | 0.0000% | $29844566.67       | $29836273.19       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2029-11-01      | 4.0600%  | 0.0000% | $42195833.33       | $41916825.12       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-05-01      | 4.3800%  | 0.0000% | $49400000.00       | $49585381.75       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-01-01      | 4.5400%  | 0.0000% | $35951166.67       | $36298638.68       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-04-01      | 4.2500%  | 0.0000% | $29372100.00       | $29346033.91       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-07-01      | 4.2900%  | 0.0000% | $47500000.00       | $47418426.68       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-11-01      | 3.9700%  | 0.0000% | $27958500.00       | $27578397.99       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-12-01      | 4.0550%  | 0.0000% | $83613933.33       | $82437810.47       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT            | 2030-12-01      | 4.0300%  | 0.0000% | $39108333.33       | $38564432.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2034-11-01      | 2.5000%  | 0.0000% | $88849786.13       | $20368561.51       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2034-11-01      | 2.5000%  | 0.0000% | $28640449.90       | $6235251.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2035-02-01      | 2.5000%  | 0.0000% | $7736727.17        | $5493089.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2034-08-01      | 2.5000%  | 0.0000% | $67531284.53       | $21515757.90       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2035-02-01      | 2.5000%  | 0.0000% | $16023199.07       | $4528596.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2047-07-01      | 5.0000%  | 0.0000% | $21358495.33       | $11951990.58       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2048-08-01      | 5.0000%  | 0.0000% | $11589327.40       | $7223233.70        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2031-10-01      | 4.0000%  | 0.0000% | $37249520.27       | $16923135.54       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2032-01-01      | 2.0000%  | 0.0000% | $50848684.77       | $8366735.19        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2029-01-01      | 4.6200%  | 0.0000% | $38000000.00       | $38365534.65       | Agency Mortgage-Backed Securities   |

### Security 136: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMS53, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9VMS53
- **C.18 - Value (incl. sponsor support):** $1129862500.00
- **C.18.a - Value (excl. sponsor support):** $1129862500.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY NOTE 4.125 28-FEB-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $187862500.00      | $191737283.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $196500000.00      | $200732829.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $199500000.00      | $203741752.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-APR-2027 | 2027-02-28      | 4.1250%  | 0.0000% | $248125000.00      | $253052527.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.75 30-APR-2027  | 2027-04-30      | 3.7500%  | 0.0000% | $98125000.00       | $100194657.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE3.875 31-MAY-2027  | 2027-05-31      | 3.8750%  | 0.0000% | $199750000.00      | $203772649.00      | U.S. Treasuries (including strips) |

### Security 137: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMSN4, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV9VMSN4
- **C.18 - Value (incl. sponsor support):** $270001518.80
- **C.18.a - Value (excl. sponsor support):** $270001518.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 | 2046-05-15      | 0.0000%  | 0.0000% | $220000169.00      | $226801541.00      | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 | 2046-05-15      | 0.0000%  | 0.0000% | $4194000.00        | $1518685.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2046 | 2046-05-15      | 0.0000%  | 0.0000% | $2946000.00        | $1066773.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2047 | 2047-05-15      | 0.0000%  | 0.0000% | $50001350.00       | $51652071.00       | U.S. Treasuries (including strips) |

### Security 138: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.740000%
- **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: BIV9VTMN5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9VTMN5
- **C.18 - Value (incl. sponsor support):** $1370000000.00
- **C.18.a - Value (excl. sponsor support):** $1370000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $1347.00           | $13.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $1974.00           | $57.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1019.00           | $211.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $1037.00           | $130.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1013.00           | $464.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $119123577.00      | $98719014.53       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1995.00           | $1771.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $713.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $33752442.00       | $4448253.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1287.00           | $259.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $5593003.00        | $3243831.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $4849353.00        | $3317408.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 1.5000%  | 0.0000% | $8181.00           | $4092.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-25      | 5.0121%  | 0.0000% | $17571600.00       | $14162975.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-03-25      | 4.6121%  | 0.0000% | $35745099.00       | $31468766.63       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5121%  | 0.0000% | $11000000.00       | $9938306.75        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-02-01      | 3.5000%  | 0.0000% | $39986000.00       | $6868681.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1030.00           | $169.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $59718.00          | $52947.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $27600.00          | $25394.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $25186.00          | $11391.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $45749000.00       | $23637628.28       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1911735.00        | $1074398.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $819603.00         | $572836.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $100000.00         | $95801.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $101102.00         | $102060.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $8862176.00        | $9116286.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $770321.00         | $763297.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $3252.00           | $3133.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $857.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $295100.00         | $279113.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4461567.00        | $3960571.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $113752.00         | $109085.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $702917.00         | $599283.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1024.00           | $793.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $27561304.00       | $21871735.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $966.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3555.00           | $1767.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1235.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $21399232.00       | $12817730.64       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $6187.00           | $6216.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1880721.00        | $332188.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $7345280.00        | $4410396.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $25940800.00       | $13861799.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1660.00           | $1129.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $596.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 3.5000%  | 0.0000% | $151032.00         | $137649.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $723990.00         | $696771.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $920.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $2693520.00        | $2688745.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1101772.00        | $684882.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $48892273.00       | $43311482.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 4.5000%  | 0.0000% | $583000.00         | $537009.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $29423867.00       | $26195761.88       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $42427200.00       | $36971000.35       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $30447968.00       | $29976117.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1405149.00        | $1177962.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $1030.00           | $934.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $681.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $815104.00         | $623570.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $407932.00         | $349395.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $184672.00         | $171900.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $9873.00           | $9172.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.5000%  | 0.0000% | $6003458.00        | $6083522.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-06-01      | 5.0000%  | 0.0000% | $12115568.00       | $12054964.58       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-06-01      | 5.0000%  | 0.0000% | $585147.00         | $580709.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $1000.00           | $121.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $1000.00           | $34.45             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 4.0000%  | 0.0000% | $2036.00           | $163.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $1001.00           | $83.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $1001.00           | $68.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $1002.00           | $82.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $88.58             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1018.00           | $69.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1003.00           | $91.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $90.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $1000.00           | $125.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $2818744.00        | $353388.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1020.00           | $103.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $1025.00           | $76.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1000.00           | $69.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $1024.00           | $90.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $86.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1113.00           | $77.64             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $1401.00           | $33.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $1426.00           | $143.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1000.00           | $269.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $27709091.00       | $18059218.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $675.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $40000000.00       | $27094785.51       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $2024.00           | $1205.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $3819902.00        | $2464785.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $212623355.00      | $146967939.96      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $35499166.00       | $24539349.27       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1922992.00        | $1357857.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $15699040.00       | $10909091.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $2304.00           | $1439.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $1024.00           | $743.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1024.00           | $715.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $19809.00          | $9086.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $12374.00          | $8752.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $348.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $423948.00         | $339116.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $681.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $396198.00         | $150802.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $6511.00           | $5496.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $10398.00          | $8271.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1008.00           | $678.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $807.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $2736.00           | $2317.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $781.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-11-15      | 6.2100%  | 0.0000% | $2006.00           | $2140.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1522.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $5982872.00        | $4364765.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $761.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $20000000.00       | $19703548.06       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $6442.00           | $6202.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $24800805.00       | $24603040.63       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $771.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-05-15      | 4.5000%  | 0.0000% | $1261.00           | $53.27             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1003.00           | $162.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $2029.00           | $1494.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7751%  | 0.0000% | $8015360.00        | $6790687.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8751%  | 0.0000% | $100000000.00      | $67894166.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7251%  | 0.0000% | $1001.00           | $878.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 4.8751%  | 0.0000% | $1000.00           | $941.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $1577.00           | $857.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $148425008.00      | $82585396.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $8544193.00        | $4858928.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $281813620.00      | $158314031.11      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $18791222.00       | $10596862.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $60622000.00       | $37581304.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.6251%  | 0.0000% | $21325754.00       | $13811731.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8051%  | 0.0000% | $2677738.00        | $983047.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.9251%  | 0.0000% | $23101400.00       | $8447849.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.7351%  | 0.0000% | $14351462.00       | $10364860.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.7751%  | 0.0000% | $7056632.00        | $4942223.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.6751%  | 0.0000% | $74846000.00       | $49999819.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.8251%  | 0.0000% | $687281.00         | $481845.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7251%  | 0.0000% | $12743872.00       | $7651865.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.6851%  | 0.0000% | $20476000.00       | $15712947.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.6951%  | 0.0000% | $40161900.00       | $30872231.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.6751%  | 0.0000% | $1024.00           | $797.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.7751%  | 0.0000% | $66912458.00       | $52597735.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.8251%  | 0.0000% | $38039400.00       | $20973751.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6751%  | 0.0000% | $17513900.00       | $14756285.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6751%  | 0.0000% | $13903680.00       | $8172261.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6751%  | 0.0000% | $7749579.00        | $6124032.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8251%  | 0.0000% | $2883600.00        | $2536340.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $7053495.00        | $6406853.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0751%  | 0.0000% | $13902398.00       | $11700846.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0251%  | 0.0000% | $74541.00          | $61384.85          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2047-08-15      | 0.0000%  | 0.0000% | $300.00            | $101.64            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $126.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 2.7500%  | 0.0000% | $29000.00          | $28634.15          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $912600.00         | $898225.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $113000.00         | $97681.28          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.2500%  | 0.0000% | $7000.00           | $7044.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $574900.00         | $579715.98         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $206.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $51900800.00       | $52035201.80       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1003.76           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $52.70             | $36.74             | U.S. Treasuries (including strips)        |

### Security 139: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VTMU9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV9VTMU9
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-07-23      | 0.0000%  | 0.0000% | $5936000.00        | $5904895.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $29546.67          | $31571.90          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $12706293.33       | $18670634.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $6875360.00        | $5206993.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $53.33             | $42.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $185546.67         | $192851.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $320.00            | $224.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $3047040.00        | $2948839.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $106.67            | $78.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $25630186.67       | $12080443.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $53.33             | $34.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $3546986.67        | $2399817.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $26695040.00       | $18558096.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $55817386.67       | $49086082.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $8165120.00        | $7851872.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $106.67            | $105.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $106.67            | $102.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $25682133.33       | $24297031.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $1767466.67        | $1693156.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $426.67            | $426.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $1307946.67        | $1298367.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $26610933.33       | $25297126.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $557600.00         | $596705.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $53.33             | $56.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $24470240.00       | $27106334.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $3880746.67        | $3913256.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $53.33             | $54.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $6444053.33        | $6513158.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $154889440.00      | $155290540.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $53.33             | $53.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $26612693.33       | $26917992.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $1653226.67        | $1673045.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $7772746.67        | $7668036.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $746.67            | $744.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $2801066.67        | $2801241.65        | U.S. Treasuries (including strips) |

### Security 140: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VTRE0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV9VTRE0
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND               | 2046-05-15      | 2.5000%  | 0.0000% | $72000.00          | $49200.77          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-08-15      | 2.2500%  | 0.0000% | $6620000.00        | $4329453.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2047-02-15      | 3.0000%  | 0.0000% | $26514680.00       | $19838838.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-05-15      | 3.1250%  | 0.0000% | $7600000.00        | $5683468.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-08-15      | 2.2500%  | 0.0000% | $12000000.00       | $7478927.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-02-15      | 2.0000%  | 0.0000% | $7200000.00        | $4199605.98        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-08-15      | 1.3750%  | 0.0000% | $12000000.00       | $5871291.51        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 1.3750%  | 0.0000% | $32060000.00       | $20605510.16       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-02-15      | 1.8750%  | 0.0000% | $14800000.00       | $8226164.78        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-05-15      | 2.2500%  | 0.0000% | $2756720.00        | $2002236.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-08-15      | 2.0000%  | 0.0000% | $36127520.00       | $20593141.89       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-11-15      | 1.8750%  | 0.0000% | $16000000.00       | $8721925.04        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $18100000.00       | $12482427.34       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-02-15      | 2.3750%  | 0.0000% | $21171040.00       | $15510191.76       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-05-15      | 2.8750%  | 0.0000% | $7384520.00        | $5076353.51        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-08-15      | 3.0000%  | 0.0000% | $7600000.00        | $5411153.73        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-11-15      | 4.0000%  | 0.0000% | $6000000.00        | $5107300.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $18000000.00       | $14300695.37       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-02-15      | 4.6250%  | 0.0000% | $8400000.00        | $8035478.06        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-05-15      | 4.7500%  | 0.0000% | $10884000.00       | $10499316.61       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-11-15      | 4.6250%  | 0.0000% | $7600000.00        | $7190113.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-11-15      | 4.6250%  | 0.0000% | $17055160.00       | $16338101.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2056-02-15      | 4.7500%  | 0.0000% | $800000.00         | $782189.75         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-02-28      | 4.2500%  | 0.0000% | $20000000.00       | $20306820.43       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-08-15      | 3.8750%  | 0.0000% | $17809440.00       | $17420509.48       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2029-10-15      | 1.6250%  | 0.0000% | $332000.00         | $351544.93         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-11-15      | 4.1250%  | 0.0000% | $8892000.00        | $8925107.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-11-30      | 4.1250%  | 0.0000% | $262800.00         | $268537.28         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-02-15      | 4.6250%  | 0.0000% | $7920000.00        | $8162181.96        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-05-15      | 4.2500%  | 0.0000% | $33491600.00       | $33181697.13       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-08-15      | 4.2500%  | 0.0000% | $47944400.00       | $47948165.62       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-09-30      | 3.5000%  | 0.0000% | $3727280.00        | $3727310.10        | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2031-04-15      | 1.2500%  | 0.0000% | $59600000.00       | $59375044.26       | U.S. Treasuries (including strips) |

### Security 141: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VUFE0, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9VUFE0
- **C.18 - Value (incl. sponsor support):** $744902381.00
- **C.18.a - Value (excl. sponsor support):** $744902381.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $266933333.33      | $280280000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $135450000.00      | $142222500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $342519047.62      | $359645000.00      | U.S. Treasuries (including strips) |

### Security 142: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.620000%
- **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: BIV9VYWQ6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9VYWQ6
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-06-20      | 5.5000%  | 0.0000% | $8344185.85        | $657680.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $103635657.45      | $16136005.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $48932716.95       | $8178657.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 2.0000%  | 0.0000% | $212306.25         | $31541.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.5000%  | 0.0000% | $48750.00          | $9837.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $9806192.50        | $2328533.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $4163900.65        | $913386.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $568175957.70      | $383909150.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $31060717.35       | $16551034.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.5000%  | 0.0000% | $74712.95          | $10328.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $857075.70         | $272325.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $19500.00          | $12991.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $58925.10          | $47608.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $2865935.80        | $2154315.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $996697.00         | $513297.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $702859.30         | $416687.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $981138.60         | $807143.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1400502.35        | $991289.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1430098.15        | $1309821.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2468816.35        | $1442415.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $863048.55         | $885755.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $756169.05         | $768565.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $7016865.70        | $7131512.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $182702586.95      | $179471947.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $33859436.00       | $31032568.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $909305.80         | $953135.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $195546.00         | $202931.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $5062094.70        | $5154861.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $706777.50         | $703745.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.0000%  | 0.0000% | $115766.30         | $921.86            | Agency Mortgage-Backed Securities |

### Security 143: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWR4, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYWR4
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 1.875 11/15/2051 | 2051-11-15      | 1.8750%  | 0.0000% | $1700000000.00     | $36293328.48       | U.S. Treasuries (including strips) |
| T Bond 4 11/15/2052     | 2052-11-15      | 4.0000%  | 0.0000% | $1700000000.00     | $467864314.50      | U.S. Treasuries (including strips) |
| T Bond 4.625 05/15/2054 | 2054-05-15      | 4.6250%  | 0.0000% | $1700000000.00     | $81024171.23       | U.S. Treasuries (including strips) |
| T Bond 4.5 11/15/2054   | 2054-11-15      | 4.5000%  | 0.0000% | $1700000000.00     | $552475125.74      | U.S. Treasuries (including strips) |
| T Bond 4.625 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $1700000000.00     | $434452425.30      | U.S. Treasuries (including strips) |
| T Bond 4.75 05/15/2055  | 2055-05-15      | 4.7500%  | 0.0000% | $1700000000.00     | $12530914.11       | U.S. Treasuries (including strips) |
| T Bond 4.75 08/15/2055  | 2055-08-15      | 4.7500%  | 0.0000% | $1700000000.00     | $149359802.79      | U.S. Treasuries (including strips) |

### Security 144: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWS2, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9VYWS2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2040-05-15      | 4.3750%  | 0.0000% | $3154270.00        | $3045117.76        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-08-15      | 3.8750%  | 0.0000% | $50688400.00       | $46630162.64       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $12021275.00       | $10266399.98       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-02-15      | 2.0000%  | 0.0000% | $822850.00         | $479950.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $1417185.00        | $951376.53         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-11-15      | 4.0000%  | 0.0000% | $1654065.00        | $1490560.24        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $45708670.00       | $41057380.49       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-15      | 2.2500%  | 0.0000% | $268625.00         | $262342.39         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-06-30      | 1.2500%  | 0.0000% | $50689310.00       | $48185208.80       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.7500%  | 0.0000% | $1569190.00        | $1568678.57        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-08-31      | 3.6250%  | 0.0000% | $1117200.00        | $1112183.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-05-31      | 4.0000%  | 0.0000% | $48401605.00       | $49178074.19       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-08-31      | 3.6250%  | 0.0000% | $49964740.00       | $49454324.66       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-09-30      | 3.6250%  | 0.0000% | $53695320.00       | $52971967.75       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-12-15      | 3.5000%  | 0.0000% | $6262165.00        | $6281260.75        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.6250%  | 0.0000% | $43750000.00       | $43494744.13       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-02-15      | 3.5000%  | 0.0000% | $49175.00          | $48984.08          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-03-31      | 3.8750%  | 0.0000% | $523880.00         | $521284.48         | U.S. Treasuries (including strips) |

### Security 145: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.620000%
- **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: BIV9VYWT0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9VYWT0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $156461431.40      | $104831976.92      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $8164468.00        | $5670744.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $32571559.60       | $2331880.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $275108085.80      | $52734622.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $7484915.80        | $3071666.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $600000000.00      | $54668767.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $20917432.00       | $1911351.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $165957200.00      | $103675804.84      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $64958607.60       | $45251964.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $135726070.80      | $100028128.17      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $24963968.00       | $18177800.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $99999958.00       | $78807430.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $99999995.20       | $70684627.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $64173321.00       | $62672736.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $200000000.00      | $120941855.77      | Agency Mortgage-Backed Securities |

### Security 146: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.620000%
- **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: BIV9VYWX1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV9VYWX1
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 4.5000%  | 0.0000% | $4616.43           | $37.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $406.98            | $4.06              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $2791.53           | $48.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $1831.83           | $22.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-03-01      | 2.0000%  | 0.0000% | $18374.16          | $680.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.0000%  | 0.0000% | $307.02            | $0.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.5000%  | 0.0000% | $352.17            | $10.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 5.0000%  | 0.0000% | $210.00            | $3.96              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-09-01      | 4.5000%  | 0.0000% | $56032.83          | $5365.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 4.0000%  | 0.0000% | $210.00            | $19.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 4.0000%  | 0.0000% | $150849.51         | $28751.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $752.22            | $156.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $210.00            | $30.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $210.00            | $47.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $210.00            | $37.01             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $233.31            | $38.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $103743.78         | $10106.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 3.0000%  | 0.0000% | $230580.00         | $130327.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 3.5000%  | 0.0000% | $1348433.52        | $638950.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-01      | 4.5000%  | 0.0000% | $235372.20         | $205069.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 3.0000%  | 0.0000% | $210.00            | $117.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $211.26            | $75.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $37170.00          | $22700.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1574580.00        | $1103038.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $210.00            | $156.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $33810.00          | $23974.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $115080.00         | $78701.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.0000%  | 0.0000% | $848820.00         | $627226.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $84000.00          | $51493.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $19740.00          | $15495.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $4152725.01        | $3488498.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $120003.45         | $97924.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 3.5000%  | 0.0000% | $210.00            | $169.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $957996.48         | $825544.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.5000%  | 0.0000% | $20580.00          | $9507.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $43208.97          | $23158.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $61950.00          | $37928.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $397738.74         | $290446.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $23904085.59       | $17269001.60       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.0000%  | 0.0000% | $210.00            | $148.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.0000%  | 0.0000% | $248550.54         | $191035.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $9106608.00        | $6413919.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.0000%  | 0.0000% | $1225586.88        | $1034751.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.5000%  | 0.0000% | $8610.00           | $7760.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1583801.52        | $1251461.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $91350.00          | $61485.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 3.5000%  | 0.0000% | $2357010.81        | $310631.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1418.55           | $285.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 4.5000%  | 0.0000% | $4953520.32        | $716655.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 3.5000%  | 0.0000% | $89224.80          | $22531.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $228583.32         | $18389.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $10499370.00       | $3390023.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $740460.00         | $389105.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1807172.64        | $984641.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $114030.00         | $75694.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $3014108.16        | $2474671.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $21000.00          | $14181.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $220192.14         | $178263.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $210.21            | $153.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $252773.22         | $198012.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $10446481.92       | $8380066.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 6.0000%  | 0.0000% | $210.00            | $154.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $4120381.44        | $2918746.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $11893.56          | $11824.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 7.0000%  | 0.0000% | $494282.88         | $347161.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.0000%  | 0.0000% | $1534391.04        | $1487815.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 3.0000%  | 0.0000% | $574561.47         | $175449.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $112330.26         | $72428.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $10592.82          | $6708.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $112980.00         | $74355.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $12939.99          | $8650.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.5000%  | 0.0000% | $1286774.58        | $765550.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 1.5000%  | 0.0000% | $291.06            | $145.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-01      | 2.0000%  | 0.0000% | $4124.19           | $2393.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 3.5000%  | 0.0000% | $1279740.00        | $880283.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-25      | 4.8621%  | 0.0000% | $210.00            | $172.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.5121%  | 0.0000% | $27333600.84       | $24695428.16       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-03-25      | 4.6121%  | 0.0000% | $210.00            | $197.67            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2056-05-25      | 4.5621%  | 0.0000% | $30746204.16       | $30584168.59       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $114240.00         | $9124.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $90465822.72       | $9778651.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $3009090.00        | $626489.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $8688546.72        | $2245720.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $86854648.23       | $12000080.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $6799747.92        | $1428394.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $210.00            | $130.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $109200.00         | $32733.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $14534936.85       | $6963637.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 2.0000%  | 0.0000% | $81690.00          | $42207.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $49980.00          | $35027.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $216985.65         | $121946.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1518095.04        | $1061025.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $4553.43           | $1938.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $287243.88         | $290580.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $9085.02           | $9345.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $328084.26         | $326121.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $210.00            | $208.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $24182.55          | $21593.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $20790.00          | $14658.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $215.04            | $216.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1378578.81        | $1357846.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $235970.91         | $255184.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $482580.00         | $243025.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1203765.15        | $449184.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $324057.93         | $302660.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $212740.92         | $206878.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $450731.40         | $424870.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $291.48            | $231.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.5000%  | 0.0000% | $648.90            | $600.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.0000%  | 0.0000% | $1391040.00        | $1344185.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1648415.16        | $1381897.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 4.5000%  | 0.0000% | $516843.60         | $435338.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $372128.40         | $318729.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $215.04            | $200.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 4.0000%  | 0.0000% | $1388034.48        | $1243490.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-03      | 5.5000%  | 0.0000% | $963453.12         | $944930.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $215.04            | $213.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $215.04            | $145.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $729079.68         | $745491.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $215880.00         | $219550.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $214.62            | $119.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.5000%  | 0.0000% | $1894012.47        | $1981450.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.7751%  | 0.0000% | $229.95            | $194.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $13470236.43       | $11011496.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $114418.92         | $65067.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $7544689.74        | $4677168.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 4.8051%  | 0.0000% | $8812269.48        | $3235148.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.7251%  | 0.0000% | $21000000.00       | $11438836.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6451%  | 0.0000% | $9560076.33        | $6927897.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.6951%  | 0.0000% | $210.00            | $161.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 4.6751%  | 0.0000% | $215.04            | $167.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.6751%  | 0.0000% | $593715.15         | $469177.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0251%  | 0.0000% | $210.00            | $124.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0251%  | 0.0000% | $273.00            | $176.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8751%  | 0.0000% | $6858390.00        | $6139071.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 4.8251%  | 0.0000% | $1932668.22        | $1699925.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8251%  | 0.0000% | $1018115.28        | $924777.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0751%  | 0.0000% | $2543170.56        | $2140440.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.5500%  | 0.0000% | $5465648.79        | $5470193.48        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $21.00             | $15.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $21.00             | $15.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $21.00             | $11.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 0.1250%  | 0.0000% | $42.00             | $26.02             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $21.00             | $14.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-15      | 1.3750%  | 0.0000% | $21.00             | $18.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 3.8750%  | 0.0000% | $68229.00          | $68012.79          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 0.0000%  | 0.0000% | $56.52             | $40.39             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 0.0000%  | 0.0000% | $0.16              | $0.11              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 0.0000%  | 0.0000% | $3.50              | $2.38              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)        |

### Security 147: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWZ6, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV9VYWZ6
- **C.18 - Value (incl. sponsor support):** $754119053.00
- **C.18.a - Value (excl. sponsor support):** $754119053.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $2492387.80        | $5310368.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $13776392.82       | $29615991.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $729743.98         | $786991.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $106938.95         | $82110.35          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $421674.18         | $362020.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $14550264.93       | $10238588.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $42489889.31       | $31675628.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $145.96            | $99.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $4263399.90        | $3189964.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $48.65             | $34.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $97.31             | $90.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $156954.07         | $110852.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $34056.99          | $21225.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $78482483.47       | $45777153.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $34176772.79       | $16108761.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $4242333.22        | $2667706.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $494945.36         | $318109.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $13282.23          | $8986.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $31624396.04       | $18026304.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $5538007.06        | $3717743.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $281991.87         | $194471.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $240053.12         | $144790.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $97.31             | $83.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $25049304.99       | $19901248.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $11856162.45       | $10426367.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $163327.59         | $155061.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $483706.56         | $434484.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $1458855.47        | $1392396.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $6393810.55        | $6042167.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1766779.31        | $1587144.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $24666.99          | $23721.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1947038.09        | $1862545.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $381097.71         | $376541.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $70011926.35       | $67537429.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $4856380.74        | $4742970.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $7297.93           | $6904.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $26754246.54       | $35891611.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $97.31             | $128.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $6843995.30        | $6706963.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $48.65             | $62.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $194562.72         | $195769.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $75314.60          | $93912.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $68967203.87       | $89974567.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $145.96            | $144.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $10243174.77       | $10067313.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $48.65             | $47.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $48.65             | $59.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $48.65             | $42.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $510076.40         | $484893.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $3078411.28        | $2935666.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $48.65             | $48.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $145.96            | $137.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $23713492.56       | $25909322.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $703082.22         | $698280.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $7028389.57        | $8128745.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $51134.14          | $50058.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $24326421.06       | $24327578.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $670776.73         | $680333.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $48.65             | $51.94             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1459.59           | $1469.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $4440398.94        | $4487612.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $194.61            | $206.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $2380583.57        | $2345642.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $1799863.24        | $1849133.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $1987955.13        | $2033462.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $14669123.82       | $14873537.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $8733525.73        | $9500406.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $818000.23         | $821502.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $7489569.86        | $7326009.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $54296.57          | $54794.21          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $3934458.04        | $3934231.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $47481281.69       | $48933189.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $389.22            | $391.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $26654800.13       | $26408159.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $58505529.19       | $59176700.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $899493.75         | $902871.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $11190153.69       | $11484431.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $47451603.46       | $46967734.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $70303.36          | $69107.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $37494702.01       | $37802029.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-28      | 3.7500%  | 0.0000% | $48.65             | $47.65             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-03-31      | 4.2500%  | 0.0000% | $1459585.26        | $1468004.29        | U.S. Treasuries (including strips) |

### Security 148: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYX02, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV9VYX02
- **C.18 - Value (incl. sponsor support):** $331770692.00
- **C.18.a - Value (excl. sponsor support):** $331770692.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $72960223.71       | $71767196.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $52253684.93       | $51174116.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $31849853.72       | $27616763.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $5208269.03        | $4947672.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $159249.93         | $170100.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $66354138.40       | $66733459.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $4604910.85        | $4626111.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $15858639.08       | $16177454.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $5913812.58        | $6045783.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $31824838.21       | $32220642.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $569782.99         | $587296.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $53083.31          | $53009.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $10749.37          | $10831.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $3317706.92        | $3371011.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $132.71            | $134.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $232703.96         | $230141.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $1718704.89        | $1743151.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $132.71            | $133.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $1700192.09        | $1713418.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $257387.70         | $262115.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $5384107.50        | $5421930.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $3530571.00        | $3629970.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $8626037.99        | $8804985.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $9541658.75        | $9752520.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $3516.77           | $3434.65           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $6198936.32        | $6146479.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $14093950.77       | $14505501.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $700965.12         | $690760.87         | U.S. Treasuries (including strips) |

### Security 149: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.630000%
- **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: BIV9VYX36, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV9VYX36
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2052-02-25      | 3.0000%  | 0.0000% | $13028571.43       | $7741627.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $61402326.17       | $8876084.36        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $120472049.14      | $35408053.05       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $55803977.14       | $25609660.13       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $725.49            | $624.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-05-15      | 5.9500%  | 0.0000% | $685.71            | $720.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $26833876.11       | $27239006.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $12652798.63       | $12162460.85       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $89802612.34       | $83774262.75       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $6560000.91        | $6507690.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $61000704.00       | $34987895.92       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $44435953.37       | $23821672.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1694959.54        | $1022962.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $14266214.40       | $15030877.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $16858678.63       | $17606454.69       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $25967314.29       | $7310211.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.8851%  | 0.0000% | $34285714.29       | $33468892.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.7251%  | 0.0000% | $68571428.57       | $21724482.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.5251%  | 0.0000% | $68571428.57       | $29621217.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.4751%  | 0.0000% | $68571428.57       | $30600508.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5751%  | 0.0000% | $14568295.54       | $6928847.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7251%  | 0.0000% | $68570742.86       | $23070983.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6751%  | 0.0000% | $23384199.77       | $11806334.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.1251%  | 0.0000% | $68571428.57       | $18346460.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $18514285.71       | $19207156.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5751%  | 0.0000% | $17370514.29       | $11790840.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.6251%  | 0.0000% | $2293755.43        | $2281341.34        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $91000251.43       | $73984748.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $16968342.86       | $12689348.60       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $5485.71           | $5078.33           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2056-05-15      | 5.0000%  | 0.0000% | $5828571.43        | $5859691.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-15      | 0.3750%  | 0.0000% | $187611.43         | $251686.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 0.5000%  | 0.0000% | $617142.86         | $815075.26         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $27156205.71       | $26375191.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $9923725.71        | $13753171.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $10971428.57       | $11987364.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $452160.00         | $482739.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $5908114.29        | $5970934.23        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-31      | 4.8750%  | 0.0000% | $165144137.14      | $170734714.05      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $79798217.14       | $80466693.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $25284754.29       | $27070940.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $7057645.71        | $7167851.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 4.8750%  | 0.0000% | $36774651.43       | $37661183.20       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-06-30      | 4.2500%  | 0.0000% | $5988342.86        | $6121230.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $68.57             | $68.26             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $3165942.86        | $3222715.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-12-31      | 4.3750%  | 0.0000% | $43131428.57       | $44320415.27       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $330514.29         | $335902.51         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $2745462.86        | $2724364.45        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $42997988.57       | $43687771.75       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $2573691.43        | $2604545.40        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-07-15      | 1.8750%  | 0.0000% | $12400457.14       | $12726562.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-15      | 3.3750%  | 0.0000% | $3374948.57        | $3350619.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $18769920.00       | $18625516.44       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-10-15      | 1.1250%  | 0.0000% | $35053371.43       | $35273756.38       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-15      | 3.8750%  | 0.0000% | $548.57            | $548.61            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-15      | 1.2500%  | 0.0000% | $25824342.86       | $25726870.81       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 0.0000%  | 0.0000% | $3428552.02        | $833474.14         | U.S. Treasuries (including strips)        |
| Cash                                     |  | 0.0000%  | 0.0000% | $32933486.39       | $32933486.39       | Cash                                      |

### Security 150: Banco Santander

- **C.1 - Title:** Banco Santander 3.620000%
- **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: BIV9VYX44, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9VYX44
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-09-01      | 5.5000%  | 0.0000% | $19136.00          | $191.09            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $435.50            | $11.00             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $433.33            | $13.20             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-06-01      | 4.5000%  | 0.0000% | $2190.93           | $483.94            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-02-01      | 4.5000%  | 0.0000% | $562484.87         | $150053.51         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 4.5000%  | 0.0000% | $433.33            | $78.75             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-04-01      | 2.5000%  | 0.0000% | $1164.80           | $167.33            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-01-01      | 4.0000%  | 0.0000% | $3081.87           | $671.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-04-01      | 4.0000%  | 0.0000% | $433.33            | $298.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-09-01      | 3.0000%  | 0.0000% | $433.33            | $296.82            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $443.73            | $181.36            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 2.5000%  | 0.0000% | $866.67            | $605.21            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $2482181.87        | $2054168.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.5000%  | 0.0000% | $1011.40           | $765.29            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $1618643.87        | $1310543.90        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $2617.33           | $1911.03           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $1313.87           | $926.76            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 3.5000%  | 0.0000% | $433.33            | $317.18            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $436.80            | $273.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.5000%  | 0.0000% | $433.33            | $308.71            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $10010766.57       | $7322035.54        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $19388555.33       | $15172173.50       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $454.13            | $354.97            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.5000%  | 0.0000% | $15921812.40       | $12603097.20       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $1331.20           | $1037.42           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $21054278.27       | $16693750.79       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.5000%  | 0.0000% | $887.47            | $505.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 5.5000%  | 0.0000% | $433.33            | $414.56            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.5000%  | 0.0000% | $433.33            | $85.26             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $1634935.47        | $1322107.42        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.0000%  | 0.0000% | $635674.87         | $489553.62         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $877.07            | $778.96            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $19444071.40       | $17389935.76       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $2863627.00        | $1753860.42        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.0000%  | 0.0000% | $5633.33           | $3875.95           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-10-01      | 4.5000%  | 0.0000% | $866.67            | $638.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 4.5000%  | 0.0000% | $12566.67          | $9860.82           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $21515533.00       | $16214983.40       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.0000%  | 0.0000% | $433.33            | $263.23            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 5.5000%  | 0.0000% | $877.07            | $639.66            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $436.80            | $256.43            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.5000%  | 0.0000% | $1310.40           | $970.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 5.0000%  | 0.0000% | $2600.00           | $2219.54           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 4.5000%  | 0.0000% | $433.33            | $383.87            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.0000%  | 0.0000% | $1300.00           | $1137.11           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.0000%  | 0.0000% | $433.33            | $282.38            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $32500.00          | $29622.01          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $866.67            | $682.93            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 4.0000%  | 0.0000% | $433.33            | $325.48            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 5.5000%  | 0.0000% | $433.33            | $309.40            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $1568125.00        | $1160695.13        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $1040819.43        | $125665.34         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $883.57            | $104.46            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $433.33            | $33.08             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-06-01      | 4.5000%  | 0.0000% | $877.07            | $105.77            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $1312.57           | $241.95            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-05-01      | 4.0000%  | 0.0000% | $1761.07           | $227.86            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $880.53            | $136.22            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-07-01      | 4.0000%  | 0.0000% | $3081.87           | $454.24            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-03-01      | 4.0000%  | 0.0000% | $2246.40           | $345.21            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $866.67            | $161.77            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $873.60            | $200.30            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-07-01      | 4.0000%  | 0.0000% | $1754.13           | $443.44            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $436.80            | $90.59             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-08-01      | 4.5000%  | 0.0000% | $579691.67         | $286994.23         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-03-01      | 3.5000%  | 0.0000% | $433.33            | $68.80             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $1317.33           | $305.81            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $2662.40           | $1761.59           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $10799009.87       | $7015686.70        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $5314.40           | $3682.43           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $1733.33           | $1152.89           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $992.33            | $639.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $877.07            | $590.82            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $3064.53           | $2052.92           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $1754.13           | $1156.36           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $1163134.27        | $848798.22         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $24179878.67       | $16073945.08       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $866.67            | $603.01            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 4.0000%  | 0.0000% | $433.33            | $218.72            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.5000%  | 0.0000% | $1306.93           | $886.33            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $866.67            | $540.10            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $1306.93           | $895.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $2634.67           | $1897.40           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $866.67            | $540.65            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $866.67            | $474.41            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $433.33            | $274.55            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-10-01      | 5.0000%  | 0.0000% | $433.33            | $358.10            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $436.80            | $296.99            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 6.0000%  | 0.0000% | $436.80            | $221.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 4.0000%  | 0.0000% | $2334.80           | $1611.97           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $1047023.47        | $772857.18         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 7.0000%  | 0.0000% | $1300.00           | $691.32            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 5.5000%  | 0.0000% | $3337.10           | $3010.63           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $299000.00         | $283130.98         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-03-01      | 3.0000%  | 0.0000% | $1757.60           | $1213.20           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.5000%  | 0.0000% | $1300.00           | $1073.74           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-07-01      | 2.0000%  | 0.0000% | $484.90            | $213.78            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-02-01      | 2.5000%  | 0.0000% | $433.33            | $230.36            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-04-01      | 2.0000%  | 0.0000% | $433.33            | $243.98            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $559000.00         | $373543.76         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $1300.00           | $860.60            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $1777.10           | $1241.31           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1768.00           | $1276.39           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $3661377.20        | $3054916.28        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $8124306.67        | $5515168.79        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.5000%  | 0.0000% | $1300.00           | $940.40            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 6.5000%  | 0.0000% | $433.33            | $241.52            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.0000%  | 0.0000% | $433.33            | $345.61            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $443.73            | $372.02            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.0000%  | 0.0000% | $433.33            | $325.58            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 5.5000%  | 0.0000% | $18651866.57       | $14997000.80       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.0000%  | 0.0000% | $866.67            | $710.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.5000%  | 0.0000% | $24644.97          | $18393.99          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2045-10-01      | 6.5000%  | 0.0000% | $433.33            | $451.99            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-05-01      | 5.5000%  | 0.0000% | $433.33            | $439.16            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 3.0000%  | 0.0000% | $436.80            | $231.95            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $443.73            | $417.03            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $4891237.87        | $3111768.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-09-25      | 4.6621%  | 0.0000% | $11684364.47       | $11360612.26       | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-08-25      | 4.7621%  | 0.0000% | $11409292.27       | $11103548.12       | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8121%  | 0.0000% | $9555096.63        | $8373342.34        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-12-25      | 4.8121%  | 0.0000% | $1841443.50        | $1760241.86        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2052-02-25      | 2.5000%  | 0.0000% | $19124515.80       | $11463761.77       | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-11-25      | 4.9121%  | 0.0000% | $8666229.00        | $5565655.53        | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-09-25      | 4.7121%  | 0.0000% | $7349440.80        | $7180829.11        | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-09-25      | 4.7621%  | 0.0000% | $20453131.40       | $20016575.24       | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-10-25      | 4.7121%  | 0.0000% | $1190238.83        | $1085689.16        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-01-01      | 4.0000%  | 0.0000% | $1300.00           | $31.68             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $433.33            | $30.90             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $1126885.07        | $97246.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-02-01      | 6.0000%  | 0.0000% | $4982102.67        | $101237.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 3.5000%  | 0.0000% | $866.67            | $143.71            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2030-01-01      | 3.0000%  | 0.0000% | $433.33            | $27.04             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-06-01      | 3.5000%  | 0.0000% | $443.73            | $70.31             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-10-01      | 4.0000%  | 0.0000% | $433.33            | $60.55             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-05-01      | 4.0000%  | 0.0000% | $433.33            | $36.71             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-11-01      | 4.0000%  | 0.0000% | $433.33            | $38.33             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-04-01      | 3.5000%  | 0.0000% | $443.73            | $39.20             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-05-01      | 3.5000%  | 0.0000% | $3271960.03        | $849917.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-05-01      | 3.5000%  | 0.0000% | $1331.20           | $107.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-12-01      | 3.5000%  | 0.0000% | $866.67            | $149.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-03-01      | 3.5000%  | 0.0000% | $1781.87           | $393.01            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-09-01      | 3.0000%  | 0.0000% | $1310.40           | $296.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $11998351.73       | $2538160.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $1767112.97        | $376538.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-07-01      | 3.0000%  | 0.0000% | $32177263.73       | $4516144.18        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-08-01      | 3.0000%  | 0.0000% | $433.33            | $57.34             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-09-01      | 3.0000%  | 0.0000% | $1675.27           | $350.02            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-01-01      | 3.0000%  | 0.0000% | $433.33            | $88.33             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-04-01      | 4.5000%  | 0.0000% | $40534825.50       | $7756893.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-05-01      | 4.0000%  | 0.0000% | $6545711.47        | $1376269.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-07-01      | 4.5000%  | 0.0000% | $433.33            | $28.06             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 4.0000%  | 0.0000% | $1733.33           | $236.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-09-01      | 3.5000%  | 0.0000% | $4858377.33        | $1074005.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-01-01      | 4.5000%  | 0.0000% | $866.67            | $168.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $433.33            | $82.04             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $1358.93           | $222.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-02-01      | 4.5000%  | 0.0000% | $1317.77           | $176.54            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-08-01      | 3.5000%  | 0.0000% | $437.67            | $18.33             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $450.67            | $3.90              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.5000%  | 0.0000% | $866.67            | $605.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $866.67            | $859.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 4.5000%  | 0.0000% | $871.87            | $675.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $839672.60         | $680743.18         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $433.33            | $292.65            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $866.67            | $821.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 6.5000%  | 0.0000% | $433.33            | $449.32            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 6.5000%  | 0.0000% | $433.33            | $285.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 6.0000%  | 0.0000% | $433.33            | $443.24            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.5000%  | 0.0000% | $866.67            | $655.84            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $433.33            | $449.22            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.5000%  | 0.0000% | $1300.00           | $1195.24           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $1083697.33        | $749856.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $866.67            | $882.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $1300.00           | $1134.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $433.33            | $440.25            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $866.67            | $893.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $867.53            | $604.52            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.0000%  | 0.0000% | $433.33            | $425.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $433.33            | $445.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $1733.33           | $1780.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $866.67            | $791.81            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.0000%  | 0.0000% | $866.67            | $876.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $433.33            | $395.77            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $433.33            | $271.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.5000%  | 0.0000% | $433.33            | $452.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $1291862.00        | $1194791.77        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $663149.07         | $636752.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $433.33            | $436.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 6.0000%  | 0.0000% | $482516.67         | $492653.54         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 4.5000%  | 0.0000% | $607976.63         | $581974.82         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $870.13            | $855.61            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $3619732.13        | $3645010.15        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $873.60            | $858.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-02-01      | 4.0000%  | 0.0000% | $6152.03           | $1279.32           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $21629156.90       | $5005918.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-09-01      | 3.0000%  | 0.0000% | $433.33            | $79.85             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $433.33            | $120.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 4.5000%  | 0.0000% | $436.80            | $138.89            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-08-01      | 3.5000%  | 0.0000% | $41892597.07       | $11587080.42       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-01-01      | 4.0000%  | 0.0000% | $1528345.87        | $496101.77         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2057-09-01      | 3.5000%  | 0.0000% | $1743.73           | $577.72            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $281885.93         | $93660.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 4.0000%  | 0.0000% | $2218.67           | $662.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 3.5000%  | 0.0000% | $18795094.07       | $7137271.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2060-09-01      | 2.5000%  | 0.0000% | $672325.33         | $241891.53         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2062-03-01      | 4.0000%  | 0.0000% | $436.80            | $305.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 4.0000%  | 0.0000% | $433.77            | $245.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2062-12-01      | 2.5000%  | 0.0000% | $2781.57           | $1811.65           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2063-06-01      | 3.5000%  | 0.0000% | $7842019.90        | $5397565.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-06-01      | 4.0000%  | 0.0000% | $873.60            | $163.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $34574083.27       | $6722974.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-11-01      | 4.0000%  | 0.0000% | $433.33            | $78.67             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $887.47            | $379.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-09-01      | 4.5000%  | 0.0000% | $433.33            | $131.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 5.0000%  | 0.0000% | $433.33            | $71.17             | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2034-07-01      | 2.9800%  | 0.0000% | $4255354.13        | $3792702.58        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-07-01      | 4.5000%  | 0.0000% | $2317549.87        | $572279.74         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 4.0000%  | 0.0000% | $3488061.63        | $865617.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $59629050.87       | $14933476.71       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 4.5000%  | 0.0000% | $9159.80           | $1298.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-03-01      | 4.0000%  | 0.0000% | $443.30            | $0.97              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-11-01      | 2.5000%  | 0.0000% | $437.67            | $413.31            | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2033-07-01      | 4.3602%  | 0.0000% | $412003.80         | $404757.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-01-01      | 5.0000%  | 0.0000% | $2211740.27        | $1576493.95        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $433.33            | $59.75             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-09-01      | 4.0000%  | 0.0000% | $870.57            | $253.73            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $3079.27           | $969.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $877.50            | $254.94            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-06-01      | 4.5000%  | 0.0000% | $433.77            | $110.36            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 3.0000%  | 0.0000% | $433.33            | $171.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $1733.33           | $302.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-11-01      | 3.0000%  | 0.0000% | $8774500.37        | $2942945.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-02-01      | 3.5000%  | 0.0000% | $433.33            | $146.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.5000%  | 0.0000% | $1331.20           | $614.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 2.5000%  | 0.0000% | $433.33            | $199.94            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $5118862.67        | $4437117.84        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 5.5000%  | 0.0000% | $433.33            | $369.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $8911683.30        | $6563265.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-05-01      | 4.5000%  | 0.0000% | $813096.27         | $492503.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.5000%  | 0.0000% | $433.33            | $427.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.0000%  | 0.0000% | $892.67            | $880.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $1143499.07        | $683974.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $1331.20           | $938.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 4.5000%  | 0.0000% | $443.73            | $324.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 5.0000%  | 0.0000% | $866.67            | $547.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $890.50            | $688.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $866.67            | $716.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $867.10            | $623.69            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $1300.00           | $878.30            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $866.67            | $631.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $2605.63           | $1509.60           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.0000%  | 0.0000% | $2624.70           | $2120.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $11034635.73       | $6930596.87        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $433.33            | $341.72            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $10887274.67       | $9274842.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $1300.00           | $926.28            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $433.33            | $348.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $873.60            | $682.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $432460.60         | $423815.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 5.5000%  | 0.0000% | $2278288.57        | $2235163.27        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2035-04-01      | 4.4900%  | 0.0000% | $41903.33          | $41069.17          | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 4.1800%  | 0.0000% | $12488375.47       | $12426546.91       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-10-01      | 3.9100%  | 0.0000% | $1884452.27        | $1854842.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 3.5000%  | 0.0000% | $2343.47           | $494.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-08-01      | 4.0000%  | 0.0000% | $433.33            | $44.45             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 3.5000%  | 0.0000% | $866.67            | $181.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 3.5000%  | 0.0000% | $433.33            | $109.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-11-01      | 3.5000%  | 0.0000% | $1310.40           | $132.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 4.5000%  | 0.0000% | $445.47            | $161.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.0000%  | 0.0000% | $1331.20           | $364.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 5.0000%  | 0.0000% | $2208.27           | $607.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $3192.37           | $582.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-06-01      | 4.0000%  | 0.0000% | $433.33            | $103.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-06-01      | 4.5000%  | 0.0000% | $454.57            | $145.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.0000%  | 0.0000% | $1109.33           | $315.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-02-01      | 3.0000%  | 0.0000% | $433.33            | $199.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $443.73            | $205.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $1740.27           | $812.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-06-01      | 2.0000%  | 0.0000% | $33547779.20       | $13555257.30       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 2.5000%  | 0.0000% | $433.33            | $166.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-08-01      | 2.5000%  | 0.0000% | $433.33            | $154.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 2.0000%  | 0.0000% | $1770600.00        | $885147.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $433.77            | $253.96            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $433.33            | $220.85            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $433.33            | $238.69            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 2.5000%  | 0.0000% | $433.33            | $261.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $433.33            | $263.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.5000%  | 0.0000% | $433.33            | $290.11            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $866.67            | $635.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 5.0000%  | 0.0000% | $8607749.80        | $5853307.36        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 5.0000%  | 0.0000% | $866.67            | $561.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $11085.53          | $7205.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $436.80            | $327.11            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 6.0000%  | 0.0000% | $866.67            | $620.38            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $2166.67           | $1623.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $21168960.80       | $16944823.73       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $2697.07           | $1848.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $8365.07           | $6005.51           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $4832.53           | $3186.68           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $866.67            | $619.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $2215.20           | $1402.60           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $1691960.40        | $1503148.34        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 6.0000%  | 0.0000% | $433.33            | $313.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.5000%  | 0.0000% | $443.73            | $321.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.0000%  | 0.0000% | $1300.00           | $976.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $3941.60           | $3265.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $1310.40           | $955.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $450.67            | $309.86            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 4.5000%  | 0.0000% | $1300.00           | $1061.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $1743.73           | $1349.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $2222.13           | $2014.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 5.5000%  | 0.0000% | $433.33            | $373.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $433.33            | $409.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $433.33            | $437.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 6.5000%  | 0.0000% | $902.20            | $949.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.0000%  | 0.0000% | $433.33            | $445.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.5000%  | 0.0000% | $433.33            | $425.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $1300.00           | $1326.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $1445976.13        | $1408136.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 5.5000%  | 0.0000% | $866.67            | $882.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 5.5000%  | 0.0000% | $1300.00           | $1319.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $433.33            | $439.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $433.33            | $436.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.0000%  | 0.0000% | $433.33            | $428.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 4.5000%  | 0.0000% | $1300.00           | $1246.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 6.0000%  | 0.0000% | $1733.33           | $1643.79           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 5.0000%  | 0.0000% | $695662.93         | $688262.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 4.5000%  | 0.0000% | $867.10            | $834.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.0000%  | 0.0000% | $433.33            | $430.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 6.0000%  | 0.0000% | $866.67            | $911.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.0000%  | 0.0000% | $866.67            | $856.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.5000%  | 0.0000% | $866.67            | $872.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 4.5000%  | 0.0000% | $325006.07         | $312787.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.0000%  | 0.0000% | $1300.00           | $1292.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.5000%  | 0.0000% | $433.33            | $443.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.5000%  | 0.0000% | $607115.60         | $614947.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.5000%  | 0.0000% | $1622282.13        | $1645369.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 6.0000%  | 0.0000% | $1300.00           | $1342.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.5000%  | 0.0000% | $433.33            | $433.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 6.0000%  | 0.0000% | $433.33            | $448.75            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.0000%  | 0.0000% | $866.67            | $862.15            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.0000%  | 0.0000% | $433.33            | $422.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.5000%  | 0.0000% | $433.33            | $441.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.5000%  | 0.0000% | $119198.30         | $121176.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.5000%  | 0.0000% | $433.33            | $438.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $436.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 6.0000%  | 0.0000% | $433.33            | $448.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.0000%  | 0.0000% | $866.67            | $866.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 5.5000%  | 0.0000% | $1131752.27        | $1147777.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $433.33            | $368.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $1300.00           | $1204.22           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.5000%  | 0.0000% | $433.33            | $407.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-11-01      | 3.5000%  | 0.0000% | $866.67            | $700.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-10-01      | 4.5000%  | 0.0000% | $433.33            | $379.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 5.5000%  | 0.0000% | $2218.67           | $2063.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $1334.67           | $993.05            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $8441.33           | $6993.58           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.5000%  | 0.0000% | $866.67            | $682.28            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $6404790.17        | $5755072.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $443.73            | $383.92            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.5000%  | 0.0000% | $866.67            | $778.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $866.67            | $767.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 6.5000%  | 0.0000% | $1733.33           | $1346.70           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $12123855.47       | $11528805.48       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $1737.67           | $1633.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.5000%  | 0.0000% | $2187.47           | $2107.87           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.0000%  | 0.0000% | $1733.33           | $1558.62           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.5000%  | 0.0000% | $436.80            | $347.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 5.0000%  | 0.0000% | $1300.00           | $1213.83           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.0000%  | 0.0000% | $450.67            | $422.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $443.73            | $418.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 3.5000%  | 0.0000% | $1300.00           | $1154.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $28341551.77       | $27585850.29       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.5000%  | 0.0000% | $66560.43          | $64525.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $433.33            | $398.28            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $5213728.00        | $4978073.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 6.0000%  | 0.0000% | $4762334.63        | $4413127.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.0000%  | 0.0000% | $1300.00           | $1130.67           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-04-01      | 5.5000%  | 0.0000% | $443.73            | $448.98            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.0000%  | 0.0000% | $871.00            | $766.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 4.5000%  | 0.0000% | $866.67            | $842.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 6.5000%  | 0.0000% | $477.10            | $474.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-09-01      | 3.5000%  | 0.0000% | $433.33            | $168.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 3.5000%  | 0.0000% | $433.33            | $154.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-06-01      | 3.5000%  | 0.0000% | $433.33            | $115.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.5000%  | 0.0000% | $433.33            | $239.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-09-01      | 3.0000%  | 0.0000% | $867.10            | $161.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-06-01      | 3.0000%  | 0.0000% | $433.33            | $232.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $433.33            | $245.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 3.0000%  | 0.0000% | $1874939.73        | $953807.66         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $450.67            | $279.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $866.67            | $594.69            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.5000%  | 0.0000% | $433.33            | $304.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-04-01      | 2.0000%  | 0.0000% | $1300.00           | $735.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $433.33            | $327.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $870.57            | $630.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.5000%  | 0.0000% | $443.73            | $299.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-02-01      | 2.5000%  | 0.0000% | $866.67            | $538.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $433.33            | $286.62            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.5000%  | 0.0000% | $433.33            | $302.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $2987.83           | $2195.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-02-01      | 3.0000%  | 0.0000% | $433.33            | $300.96            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.0000%  | 0.0000% | $433.33            | $319.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.0000%  | 0.0000% | $433.33            | $290.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $443.73            | $343.07            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.5000%  | 0.0000% | $443.73            | $346.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $866.67            | $588.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 2.5000%  | 0.0000% | $5632.90           | $4164.98           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-25      | 6.5000%  | 0.0000% | $443.73            | $373.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $867.10            | $817.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.0000%  | 0.0000% | $450.67            | $411.63            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.5000%  | 0.0000% | $611.43            | $580.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $433.33            | $425.96            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.5000%  | 0.0000% | $11286828.37       | $10975359.10       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 5.5000%  | 0.0000% | $436.80            | $413.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $2197.87           | $2189.85           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-11-01      | 5.5000%  | 0.0000% | $2197.87           | $2156.39           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 5.0000%  | 0.0000% | $2402.40           | $2349.78           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.5000%  | 0.0000% | $1733.33           | $1737.95           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 5.0000%  | 0.0000% | $866.67            | $852.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 7.0000%  | 0.0000% | $866.67            | $758.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-12-01      | 6.5000%  | 0.0000% | $433.33            | $13.76             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-08-01      | 6.0000%  | 0.0000% | $10309198.03       | $1402903.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-08-01      | 4.5000%  | 0.0000% | $866.67            | $74.51             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-02-01      | 5.5000%  | 0.0000% | $1755.00           | $23.24             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-07-01      | 4.5000%  | 0.0000% | $866.67            | $51.73             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $2418.00           | $126.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 4.0000%  | 0.0000% | $433.33            | $34.20             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2032-04-01      | 3.5000%  | 0.0000% | $433.33            | $24.51             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $4618.47           | $241.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-01-01      | 5.5000%  | 0.0000% | $923.00            | $36.85             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-11-01      | 4.0000%  | 0.0000% | $436.80            | $77.30             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-11-01      | 3.5000%  | 0.0000% | $433.33            | $27.14             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-01-01      | 3.5000%  | 0.0000% | $879.67            | $83.89             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 4.0000%  | 0.0000% | $433.33            | $48.59             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-02-01      | 3.5000%  | 0.0000% | $433.33            | $55.06             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-11-01      | 2.5000%  | 0.0000% | $433.33            | $200.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.0000%  | 0.0000% | $433.33            | $266.36            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $1300.00           | $731.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-01-01      | 1.5000%  | 0.0000% | $1300.00           | $563.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-03-01      | 2.0000%  | 0.0000% | $866.67            | $467.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-03-01      | 2.5000%  | 0.0000% | $866.67            | $408.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-03-01      | 6.5000%  | 0.0000% | $433.33            | $181.03            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 6.0000%  | 0.0000% | $1600846.00        | $959434.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 4.5000%  | 0.0000% | $866.67            | $761.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-04-01      | 3.0000%  | 0.0000% | $1294800.00        | $679393.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $1320.80           | $947.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $15986919.43       | $11877486.04       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $433.33            | $297.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-04-01      | 4.0000%  | 0.0000% | $867.53            | $484.61            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 6.0000%  | 0.0000% | $433.33            | $264.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $13921444.33       | $10941487.17       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.0000%  | 0.0000% | $433.33            | $341.02            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 4.5000%  | 0.0000% | $433.33            | $364.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.0000%  | 0.0000% | $870.13            | $496.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.0000%  | 0.0000% | $28567465.33       | $25977489.75       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-03-01      | 5.5000%  | 0.0000% | $2351195.60        | $2308347.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-03-01      | 5.5000%  | 0.0000% | $26014439.10       | $1491135.37        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.0000%  | 0.0000% | $433.33            | $349.28            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 6.5000%  | 0.0000% | $2606.93           | $2205.70           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $887.47            | $717.42            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $13859938.30       | $12686900.36       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $2631.20           | $2398.59           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $1788162.13        | $1693661.31        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 5.5000%  | 0.0000% | $1320.80           | $1180.61           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.5000%  | 0.0000% | $2166.67           | $1944.08           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $433.33            | $452.86            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $1733.33           | $1711.83           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.0000%  | 0.0000% | $871.00            | $850.83            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $2197.87           | $2027.22           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 5.5000%  | 0.0000% | $7306679.90        | $6967082.29        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.0000%  | 0.0000% | $1320.80           | $1099.03           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.0000%  | 0.0000% | $3986.67           | $3848.09           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $436.80            | $406.14            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $2201.33           | $1935.47           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 5.5000%  | 0.0000% | $2208.27           | $1960.05           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $1247440.13        | $1191661.55        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $1644500.00        | $1657447.41        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.0000%  | 0.0000% | $433.33            | $418.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $5184064.60        | $5333986.36        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-05-01      | 5.5000%  | 0.0000% | $436.80            | $446.30            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-05-01      | 5.0000%  | 0.0000% | $443.73            | $440.11            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-06-01      | 5.5000%  | 0.0000% | $4779569.60        | $4868172.20        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-06-01      | 5.0000%  | 0.0000% | $13892900.67       | $13751552.75       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2053-07-01      | 4.7460%  | 0.0000% | $402567.10         | $391384.93         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2052-09-01      | 4.0290%  | 0.0000% | $194566.67         | $130365.87         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2052-05-01      | 3.4980%  | 0.0000% | $2887638.00        | $2415551.35        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORT ADJUSTABLE RATE   | 2053-07-01      | 4.9220%  | 0.0000% | $348373.57         | $334117.06         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2029-01-01      | 4.6000%  | 0.0000% | $10833.33          | $10903.40          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.0000%  | 0.0000% | $436.80            | $372.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 6.5000%  | 0.0000% | $433.33            | $398.82            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-06-01      | 5.0000%  | 0.0000% | $433.33            | $396.05            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $443.73            | $314.00            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $3910.40           | $2743.17           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $433.33            | $379.95            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $433.33            | $244.70            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 5.5000%  | 0.0000% | $433.33            | $361.27            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-10-01      | 6.0000%  | 0.0000% | $443.73            | $315.22            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $433.33            | $347.47            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 5.0000%  | 0.0000% | $2200373.07        | $1956877.61        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $3748927.00        | $3304038.51        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $355410.47         | $306678.23         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $433.33            | $337.48            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $433.33            | $381.28            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $433.33            | $403.29            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 5.5000%  | 0.0000% | $18709655.47       | $18357792.61       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.0000%  | 0.0000% | $4143134.23        | $4027780.52        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.0000%  | 0.0000% | $784409.60         | $745083.98         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $1331.20           | $1292.96           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $5096.00           | $5046.84           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $14261443.73       | $14296586.34       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 4.5000%  | 0.0000% | $433.33            | $416.12            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.5000%  | 0.0000% | $443.73            | $451.42            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.5000%  | 0.0000% | $433.33            | $444.56            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $3028636.00        | $2783256.88        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-05-01      | 6.5000%  | 0.0000% | $7168262.40        | $7400773.98        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-05-01      | 4.5000%  | 0.0000% | $443.73            | $425.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2040-09-01      | 3.5000%  | 0.0000% | $433.33            | $390.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $433.33            | $443.14            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 5.5000%  | 0.0000% | $436.37            | $441.42            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $867.10            | $886.62            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 5.0000%  | 0.0000% | $435.07            | $426.64            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $433.33            | $409.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 5.5000%  | 0.0000% | $437.67            | $442.99            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.0000%  | 0.0000% | $1709357.87        | $1679344.88        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $433.33            | $438.21            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 6.0000%  | 0.0000% | $453266.67         | $141558.73         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 6.5000%  | 0.0000% | $84201.00          | $88444.96          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $433.33            | $435.86            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 6.0000%  | 0.0000% | $433.77            | $447.21            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $438.86            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $439.49            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-02-01      | 5.5000%  | 0.0000% | $622351.60         | $630659.71         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 4.5000%  | 0.0000% | $433.33            | $415.89            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $440.70            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $422.16            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $436.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $439.75            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.0000%  | 0.0000% | $433.33            | $405.39            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $439.34            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $434.20            | $439.71            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.5000%  | 0.0000% | $434.20            | $439.16            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 6.5000%  | 0.0000% | $433.77            | $453.95            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-03-01      | 5.5000%  | 0.0000% | $433.33            | $439.57            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.5000%  | 0.0000% | $433.33            | $395.79            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 6.0000%  | 0.0000% | $1848641.60        | $1921751.94        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.0000%  | 0.0000% | $433.33            | $432.01            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-04-01      | 5.0000%  | 0.0000% | $349397.53         | $348066.59         | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-09-15      | 4.5000%  | 0.0000% | $2516.37           | $139.71            | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-03-15      | 3.5000%  | 0.0000% | $3206.23           | $292.60            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 4.8851%  | 0.0000% | $6631467.27        | $6257575.74        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-07-20      | 4.9451%  | 0.0000% | $21666666.67       | $19054067.86       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 4.9251%  | 0.0000% | $4333333.33        | $3742781.54        | Agency Mortgage-Backed Securities   |

### Security 151: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYX85, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYX85
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 3.6000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $116475000.00      | $116812839.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $163259900.00      | $132707582.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $171895000.00      | $147378342.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $188500000.00      | $109791939.56      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $209250000.00      | $126024355.88      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $18805000.00       | $16919775.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $134500000.00      | $129437488.71      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $154250000.00      | $142644531.79      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $111950000.00      | $110445973.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $125000000.00      | $125074232.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 4.6250%  | 0.0000% | $150000000.00      | $143468026.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $113200000.00      | $111714542.69      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $168700000.00      | $147335287.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $129000000.00      | $122545452.93      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $123071000.00      | $115633888.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $149000000.00      | $128633800.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $119000000.00      | $114862444.95      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $124000500.00      | $126493356.59      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $127000000.00      | $127783929.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $115200000.00      | $117932855.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $111112100.00      | $108517693.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $127700000.00      | $128124486.09      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $142000000.00      | $143542677.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $113989000.00      | $113174501.36      | U.S. Treasuries (including strips) |

### Security 152: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXB8, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV9VYXB8
- **C.18 - Value (incl. sponsor support):** $1256348125.00
- **C.18.a - Value (excl. sponsor support):** $1256348125.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL GOVT 09-JUN-2026           | 2026-06-09      | 0.0000%  | 0.0000% | $49000000.00       | $49944500.00       | U.S. Treasuries (including strips) |
| TREASURY BILL GOVT 09-JUN-2026           | 2026-06-09      | 0.0000%  | 0.0000% | $49000000.00       | $49944500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46750000.00       | $47699500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $46750000.00       | $47699500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26812500.00       | $27356500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26812500.00       | $27356500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26812500.00       | $27356500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-NOV-2043 | 2043-11-15      | 0.0000%  | 0.0000% | $14715000.00       | $14979960.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14625000.00       | $14887500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14625000.00       | $14887500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14625000.00       | $14887500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14312500.00       | $14555000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14312500.00       | $14555000.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17048750.00       | $17396192.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18313750.00       | $18677471.25       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $35625000.00       | $36296687.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10687500.00       | $10889006.25       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.375 15-MAY-2051          | 2051-05-15      | 2.3750%  | 0.0000% | $30437500.00       | $31021676.63       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $27937500.00       | $28480030.39       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $27937500.00       | $28480030.39       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $27937500.00       | $28480030.39       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-AUG-2051            | 2051-08-15      | 2.0000%  | 0.0000% | $7822500.00        | $7974408.51        | U.S. Treasuries (including strips) |
| TREASURY BOND 4.75 15-MAY-2055           | 2055-05-15      | 4.7500%  | 0.0000% | $47250000.00       | $48199853.26       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $49312500.00       | $50269475.54       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $49312500.00       | $50269475.54       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $21697500.00       | $22118569.24       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49750000.00       | $50769552.49       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $49000000.00       | $49948627.07       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.25 15-AUG-2035           | 2035-08-15      | 4.2500%  | 0.0000% | $49000000.00       | $49948627.07       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.625 31-AUG-2030          | 2030-08-31      | 3.6250%  | 0.0000% | $42680000.00       | $43510081.52       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.5 31-OCT-2027            | 2027-10-31      | 3.5000%  | 0.0000% | $48812500.00       | $49803907.61       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13590000.00       | $13842960.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $28687500.00       | $29228000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $27875000.00       | $28382000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12687500.00       | $12927500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12687500.00       | $12927500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12687500.00       | $12927500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12687500.00       | $12927500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2038  | 2038-11-15      | 0.0000%  | 0.0000% | $6765625.00        | $6898625.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $13125000.00       | $13382500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $25062500.00       | $25562500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $23625000.00       | $24055500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $18050000.00       | $18405200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20915000.00       | $21287710.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $22250000.00       | $22646500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $21562500.00       | $21983500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14375000.00       | $14652000.00       | U.S. Treasuries (including strips) |

### Security 153: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXD4, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXD4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL | 2027-04-15      | 0.0000%  | 0.0000% | $100.00            | $96.80             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-11-05      | 0.0000%  | 0.0000% | $7532900.00        | $7413940.44        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-09-01      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-09-08      | 0.0000%  | 0.0000% | $45139800.00       | $44691471.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2029-02-15      | 5.2500%  | 0.0000% | $800.00            | $838.79            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-05-15      | 4.3750%  | 0.0000% | $400.00            | $386.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.40             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-02-15      | 2.5000%  | 0.0000% | $1200.00           | $830.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-08-15      | 2.7500%  | 0.0000% | $400.00            | $284.17            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-08-15      | 3.0000%  | 0.0000% | $11200.00          | $8247.97           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-05-15      | 2.8750%  | 0.0000% | $774600.00         | $547078.10         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $1000.00           | $623.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-05-15      | 1.2500%  | 0.0000% | $600.00            | $282.80            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-05-15      | 1.1250%  | 0.0000% | $1200.00           | $754.60            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.09             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $89797900.00       | $78968711.33       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $378.00            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-03-31      | 0.6250%  | 0.0000% | $37400.00          | $36461.80          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $380.59            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-10-31      | 1.1250%  | 0.0000% | $600.00            | $593.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-06-30      | 3.2500%  | 0.0000% | $2999900.00        | $2970402.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-06-30      | 3.2500%  | 0.0000% | $999300.00         | $1005653.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-09-30      | 4.1250%  | 0.0000% | $1122700.00        | $1132752.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-04-30      | 3.5000%  | 0.0000% | $6154000.00        | $6113766.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-07-31      | 4.0000%  | 0.0000% | $628400.00         | $633917.15         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-06-30      | 4.2500%  | 0.0000% | $219120000.00      | $223982512.50      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-07-31      | 4.3750%  | 0.0000% | $882600.00         | $896216.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-10-31      | 4.1250%  | 0.0000% | $7469100.00        | $7502962.50        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-06-15      | 3.8750%  | 0.0000% | $13898800.00       | $14107229.84       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.6250%  | 0.0000% | $1000.00           | $994.17            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-01-15      | 3.5000%  | 0.0000% | $9979000.00        | $9975126.16        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-01-31      | 3.7500%  | 0.0000% | $8036800.00        | $8006684.16        | U.S. Treasuries (including strips) |

### Security 154: Fixed Income Clearing Corp. - ING Financial Markets, LLC

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets, LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXE2, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXE2
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-11-27      | 0.0000%  | 0.0000% | $490636000.00      | $481783945.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $1000.00           | $946.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $190.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $584862000.00      | $507825515.45      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $370500000.00      | $372937745.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $230000000.00      | $230984722.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-12-31      | 3.8750%  | 0.0000% | $17999900.00       | $17896843.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.6250%  | 0.0000% | $40499700.00       | $40263407.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 3.7500%  | 0.0000% | $185000000.00      | $184306760.03      | U.S. Treasuries (including strips) |

### Security 155: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXF9, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXF9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL | 2026-08-06      | 0.0000%  | 0.0000% | $252000.00         | $250337.30         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-06-18      | 0.0000%  | 0.0000% | $21000.00          | $20964.05          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-06-25      | 0.0000%  | 0.0000% | $28000.00          | $27932.55          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-07-02      | 0.0000%  | 0.0000% | $6000.00           | $5981.34           | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-06-30      | 0.0000%  | 0.0000% | $648200.00         | $646312.44         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-08-18      | 0.0000%  | 0.0000% | $34000.00          | $33735.75          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-09-15      | 0.0000%  | 0.0000% | $42900.00          | $42442.90          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2028-11-15      | 5.2500%  | 0.0000% | $8783600.00        | $9050404.33        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 3.1250%  | 0.0000% | $12480000.00       | $10160378.08       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.45             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-05-15      | 2.8750%  | 0.0000% | $749900.00         | $573355.35         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $175200.00         | $149624.17         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-05-15      | 3.3750%  | 0.0000% | $10680000.00       | $8683021.21        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $157.47            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.55             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-02-15      | 2.5000%  | 0.0000% | $18882700.00       | $13070213.31       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-05-15      | 3.0000%  | 0.0000% | $635900.00         | $470069.56         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-11-15      | 2.7500%  | 0.0000% | $7494500.00        | $5256351.48        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-05-15      | 3.1250%  | 0.0000% | $1300.00           | $972.17            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-08-15      | 1.3750%  | 0.0000% | $800.00            | $391.42            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 2.2500%  | 0.0000% | $2200.00           | $1597.88           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $10966800.00       | $9850824.37        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $14676700.00       | $13869518.35       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-05-15      | 4.6250%  | 0.0000% | $699700.00         | $674683.28         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.17             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-08-15      | 4.7500%  | 0.0000% | $225000.00         | $219745.62         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-08-15      | 4.8750%  | 0.0000% | $43491500.00       | $43585696.34       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-11-15      | 4.6250%  | 0.0000% | $515800.00         | $487981.62         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $191.59            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-08-15      | 1.5000%  | 0.0000% | $13997000.00       | $13989552.98       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-15      | 2.3750%  | 0.0000% | $106700.00         | $105266.01         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-08-15      | 1.6250%  | 0.0000% | $16744300.00       | $15611005.90       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-11-15      | 1.7500%  | 0.0000% | $59192200.00       | $54848958.17       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-05-15      | 0.6250%  | 0.0000% | $1057400.00        | $924539.56         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-12-31      | 0.6250%  | 0.0000% | $700.00            | $666.04            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-01-31      | 0.7500%  | 0.0000% | $875000.00         | $831789.66         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-06-30      | 0.8750%  | 0.0000% | $48175000.00       | $48236014.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-15      | 1.2500%  | 0.0000% | $1779600.00        | $1545195.77        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-04-30      | 2.8750%  | 0.0000% | $300.00            | $291.06            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-05-15      | 2.8750%  | 0.0000% | $500.00            | $465.44            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-31      | 2.6250%  | 0.0000% | $1681000.00        | $1681727.49        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-07-31      | 2.6250%  | 0.0000% | $24999800.00       | $24155297.50       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-09-30      | 4.1250%  | 0.0000% | $21184100.00       | $21373773.75       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-11-15      | 4.1250%  | 0.0000% | $10600.00          | $10545.64          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-30      | 3.8750%  | 0.0000% | $600.00            | $610.60            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-05-31      | 3.6250%  | 0.0000% | $24321000.00       | $24579600.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-07-15      | 4.5000%  | 0.0000% | $511900.00         | $520850.81         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.7500%  | 0.0000% | $8678300.00        | $8675471.59        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-04-30      | 4.6250%  | 0.0000% | $289100.00         | $294631.26         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-09-30      | 3.6250%  | 0.0000% | $2086100.00        | $2044667.09        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-10-31      | 4.1250%  | 0.0000% | $295000.00         | $296330.36         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-01-15      | 4.2500%  | 0.0000% | $280000.00         | $285529.45         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $729600.00         | $751910.10         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-02-15      | 4.2500%  | 0.0000% | $4412200.00        | $4484130.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-02-29      | 4.1250%  | 0.0000% | $3178100.00        | $3198787.25        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-03-31      | 4.0000%  | 0.0000% | $150000.00         | $150459.46         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-04-15      | 3.7500%  | 0.0000% | $48449800.00       | $48451602.17       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-04-30      | 3.8750%  | 0.0000% | $50100.00          | $49849.28          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $5487800.00        | $5437020.55        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-05-31      | 4.0000%  | 0.0000% | $400000.00         | $406416.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1005.15           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-09-30      | 3.6250%  | 0.0000% | $9448000.00        | $9320722.02        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-11-30      | 3.5000%  | 0.0000% | $1010900.00        | $1002824.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-12-31      | 3.3750%  | 0.0000% | $20469500.00       | $20564367.42       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-01-15      | 3.5000%  | 0.0000% | $4099200.00        | $4097608.70        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-02-15      | 3.5000%  | 0.0000% | $65000.00          | $64747.64          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-02-28      | 3.7500%  | 0.0000% | $195000.00         | $190964.71         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-03-31      | 3.8750%  | 0.0000% | $155700.00         | $154928.60         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-04-15      | 3.8750%  | 0.0000% | $49999900.00       | $50003023.49       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-04-30      | 4.1250%  | 0.0000% | $24820700.00       | $24676806.44       | U.S. Treasuries (including strips) |

### Security 156: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.630000%
- **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: BIV9VYXH5, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXH5
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $6905.00           | $1109.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $10242000.00       | $8091123.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.5000%  | 0.0000% | $11195873.00       | $8055367.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $83346000.00       | $15186131.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $25758942.00       | $16391921.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $73297000.00       | $15150799.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $79284000.00       | $13646275.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $85083955.00       | $46770084.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 5.5000%  | 0.0000% | $5724569.00        | $5832384.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $16910000.00       | $15183826.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $10182000.00       | $8680831.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $17719682.00       | $17571720.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $13000000.00       | $12370931.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $8518768.00        | $8277253.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $13562768.00       | $13458337.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 3.5000%  | 0.0000% | $5540717.00        | $4940596.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $8504869.00        | $8394483.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $8464995.00        | $7523366.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $19000000.00       | $16661386.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $1000000.00        | $978217.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 7.0000%  | 0.0000% | $1001.00           | $825.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $310352000.00      | $136576110.94      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $48686821.00       | $29482457.56       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $195158999.00      | $114574102.31      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $14792065.00       | $10590697.22       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $101498942.00      | $87321362.27       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $2500261.00        | $2388843.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $96299979.00       | $94597154.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1008.00           | $894.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $17000000.00       | $14913725.89       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $33000000.00       | $30813022.20       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $22609100.00       | $20326146.63       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $14857431.00       | $11953937.61       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $34857000.00       | $32799830.61       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $756055.00         | $701151.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $6255952.00        | $5888750.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $60000000.00       | $56895437.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $378771.00         | $359742.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2618290.00        | $2541880.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $12996854.00       | $12659658.67       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $2177775.00        | $2084969.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $1000054.00        | $961298.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $5490.00           | $5422.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $35801740.00       | $35516252.95       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $4750000.00        | $4906822.02        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-11-15      | 5.2500%  | 0.0000% | $22345200.00       | $23023941.76       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $5016400.00        | $5135057.26        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2041-02-15      | 4.7500%  | 0.0000% | $800.00            | $808.69            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $738200.00         | $585443.02         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $151.47            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $54607400.00       | $46882158.10       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $2658000.00        | $2269983.10        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $1000.00           | $813.02            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $78.73             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $493100.00         | $346979.81         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $11117400.00       | $7695233.70        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $1200100.00        | $784860.52         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.92             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $21869600.00       | $15536767.13       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $4451900.00        | $3329241.49        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $4089000.00        | $3011245.55        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $5327700.00        | $3107533.44        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $5692400.00        | $3658602.81        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.63             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $137.93            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.32             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.10             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $192.66            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.82             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.42             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2054-08-15      | 4.2500%  | 0.0000% | $1419500.00        | $1275174.53        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $14406400.00       | $14503357.58       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2045-11-15      | 4.6250%  | 0.0000% | $692900.00         | $663768.07         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $49982000.00       | $49317136.12       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $7751600.00        | $7629506.48        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.12             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $2996800.00        | $2860866.75        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $186.46            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $92.66             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-12-31      | 1.7500%  | 0.0000% | $8438500.00        | $8399995.45        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $197.94            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $1600.00           | $1398.96           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $900400.00         | $781741.97         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $13394100.00       | $11643422.56       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $2167900.00        | $2060842.06        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.26            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $1300.00           | $1128.77           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.10             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $1462300.00        | $1447970.33        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $5123000.00        | $5088010.19        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $1702500.00        | $1703236.79        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $2000.00           | $1931.18           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $127500.00         | $128759.65         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $1989000.00        | $1987577.03        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $9278300.00        | $8786846.70        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $13999900.00       | $14227861.61       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $2199100.00        | $2264100.15        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $2106500.00        | $2105813.46        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-07-15      | 4.3750%  | 0.0000% | $2048600.00        | $2091730.72        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $4999800.00        | $5055831.13        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $1529000.00        | $1522134.01        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $141500.00         | $141630.28         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $300000.00         | $306549.41         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $20900.00          | $21289.24          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-02-15      | 4.2500%  | 0.0000% | $3613900.00        | $3672815.75        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-05-15      | 3.7500%  | 0.0000% | $2927200.00        | $2917583.07        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $24259800.00       | $24648981.04       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-10-31      | 3.6250%  | 0.0000% | $2529200.00        | $2486169.85        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-01-31      | 4.0000%  | 0.0000% | $20546800.00       | $20505186.03       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-04-15      | 3.8750%  | 0.0000% | $600.00            | $600.04            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-04-30      | 3.7500%  | 0.0000% | $1030100.00        | $1028439.65        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2033-04-30      | 4.1250%  | 0.0000% | $2791400.00        | $2775217.36        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-05-15      | 3.8750%  | 0.0000% | $3945800.00        | $3933296.49        | U.S. Treasuries (including strips) |

### Security 157: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXN2, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXN2
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $603958900.00      | $621810484.87      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $784561900.00      | $806189601.47      | U.S. Treasuries (including strips) |

### Security 158: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYXP7, C.3 - LEI: N/A, C.5 - Other ID: BIV9VYXP7
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 7.5700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-10-29      | 0.0000%  | 0.0000% | $1100.00           | $1083.39           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $177713200.00      | $175349247.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $78000000.00       | $77015997.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $700000.00         | $686037.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $11000.00          | $10972.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.62             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $50000000.00       | $48745725.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $207990000.00      | $201814157.45      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $7600000.00        | $6645073.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $10949900.00       | $10614346.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $44000000.00       | $42516628.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $617000.00         | $535689.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $75000000.00       | $71484151.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $207000000.00      | $196777667.54      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $250000000.00      | $238668839.67      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $136000000.00      | $129718707.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $136500000.00      | $130170538.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $164895400.00      | $156749406.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $164000000.00      | $154374457.64      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $204406000.00      | $192283707.75      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $830000.00         | $780485.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $39223000.00       | $33905777.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $19974800.00       | $19850003.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $153562800.00      | $136367750.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $1200.00           | $1151.35           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $24000000.00       | $23836081.31       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $433900.00         | $420973.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $30000000.00       | $30012983.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $30234000.00       | $29212684.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $171640000.00      | $159166163.52      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $7599900.00        | $7440018.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $300.00            | $300.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $69000000.00       | $69376993.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $19900000.00       | $20148433.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $25499800.00       | $25863085.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $746000.00         | $720330.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $9399900.00        | $9492767.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $39800000.00       | $39373327.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $9392000.00        | $9214539.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $119205600.00      | $119875649.44      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $53999900.00       | $54845761.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $900000.00         | $916251.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $40270000.00       | $41104378.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $11905200.00       | $11968506.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $59648000.00       | $59628559.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $120400000.00      | $121408600.78      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $200000.00         | $202361.13         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $95600000.00       | $96309320.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $70899100.00       | $71986764.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $109700000.00      | $110358374.44      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $160099000.00      | $161472103.51      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $303.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $182999000.00      | $187535307.51      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $9999900.00        | $10070148.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $49999400.00       | $50987318.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $300000000.00      | $302568266.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $207674400.00      | $206741835.85      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $320424000.00      | $316526707.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $536900.00         | $539463.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $1000.00           | $1003.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $845000.00         | $848810.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $100000.00         | $101994.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $163200000.00      | $165860574.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $8100000.00        | $8147833.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $51241000.00       | $51373693.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $26986000.00       | $27068660.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $148230000.00      | $148940034.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $19886700.00       | $20114838.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-15      | 3.3750%  | 0.0000% | $314000000.00      | $311736498.58      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $121400000.00      | $119764569.52      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 3.5000%  | 0.0000% | $150000000.00      | $150001211.48      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 3.5000%  | 0.0000% | $5059900.00        | $5042165.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $24814100.00       | $24044360.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.5000%  | 0.0000% | $297512000.00      | $294201739.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $266682000.00      | $268867875.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 3.5000%  | 0.0000% | $542000.00         | $537670.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 3.7500%  | 0.0000% | $104775800.00      | $104383179.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-31      | 4.0000%  | 0.0000% | $890000.00         | $888197.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 3.3750%  | 0.0000% | $16303000.00       | $16271748.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 3.8750%  | 0.0000% | $302000.00         | $299500.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.7500%  | 0.0000% | $790000.00         | $788726.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-05-15      | 4.3750%  | 0.0000% | $26410900.00       | $26322751.04       | U.S. Treasuries (including strips) |

### Security 159: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: BIV9VZV19, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9VZV19
- **C.18 - Value (incl. sponsor support):** $1340000000.00
- **C.18.a - Value (excl. sponsor support):** $1340000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2037-02-25      | 3.0800%  | 0.0000% | $1000000.00        | $261019.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-12-25      | 4.4637%  | 0.0000% | $4323000.00        | $2216933.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-03-25      | 1.1900%  | 0.0000% | $6097000.00        | $4844804.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2030-10-25      | 1.1100%  | 0.0000% | $5283153.00        | $3560399.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-01-25      | 1.3200%  | 0.0000% | $9000000.00        | $5489225.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-03-25      | 1.7500%  | 0.0000% | $3500000.00        | $2569711.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-01-25      | 1.6600%  | 0.0000% | $2500000.00        | $1697653.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-05-25      | 1.5900%  | 0.0000% | $1380000.00        | $959391.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-06-25      | 1.4100%  | 0.0000% | $3500000.00        | $2755064.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-07-25      | 1.6000%  | 0.0000% | $1000000.00        | $768749.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 1.8100%  | 0.0000% | $1790000.00        | $1390791.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-08-15      | 4.0573%  | 0.0000% | $75000.00          | $317.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-05-15      | 4.1573%  | 0.0000% | $2653000.00        | $553.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 3.0000%  | 0.0000% | $500000.00         | $3768.65           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.3281%  | 0.0000% | $229000.00         | $83596.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 2.0000%  | 0.0000% | $51176112.00       | $3308417.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 2.0000%  | 0.0000% | $7250000.00        | $417849.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-25      | 3.5000%  | 0.0000% | $119000.00         | $101785.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 3.5000%  | 0.0000% | $50000.00          | $11384.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0000%  | 0.0000% | $1286321.00        | $594553.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $1150000.00        | $104002.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-25      | 2.5000%  | 0.0000% | $2150000.00        | $228255.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 2.4343%  | 0.0000% | $225000.00         | $152682.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 3.0000%  | 0.0000% | $1855500.00        | $413248.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.5000%  | 0.0000% | $2140689.00        | $1152324.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-02-25      | 3.0000%  | 0.0000% | $39000.00          | $29351.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.5000%  | 0.0000% | $58196.00          | $48530.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 3.0000%  | 0.0000% | $1375000.00        | $138876.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.0000%  | 0.0000% | $22000000.00       | $1209481.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 4.0000%  | 0.0000% | $1765000.00        | $54363.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 3.7000%  | 0.0000% | $100000.00         | $94495.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 4.0042%  | 0.0000% | $120000.00         | $47332.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-06-25      | 2.1000%  | 0.0000% | $10500000.00       | $180857.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.0860%  | 0.0000% | $705000.00         | $65943.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-11-25      | 1.2552%  | 0.0000% | $1300000.00        | $855991.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-25      | 0.8053%  | 0.0000% | $2450800.00        | $815158.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 0.8053%  | 0.0000% | $328132.00         | $109139.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-25      | 1.4617%  | 0.0000% | $10700000.00       | $5217986.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-25      | 1.5000%  | 0.0000% | $525000.00         | $256361.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.7080%  | 0.0000% | $1000000.00        | $378770.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-25      | 1.1810%  | 0.0000% | $115000.00         | $782.38            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1980%  | 0.0000% | $1050000.00        | $808057.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-25      | 1.8401%  | 0.0000% | $10028111.00       | $8657631.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-25      | 0.5000%  | 0.0000% | $5710000.00        | $3485269.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.5000%  | 0.0000% | $470000.00         | $262278.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.3345%  | 0.0000% | $1495000.00        | $1279641.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-25      | 4.8621%  | 0.0000% | $800000.00         | $462236.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 3.4342%  | 0.0000% | $1500000.00        | $1214791.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-25      | 5.5000%  | 0.0000% | $1800000.00        | $1010851.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.6121%  | 0.0000% | $22780000.00       | $19320939.40       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-25      | 4.4500%  | 0.0000% | $929000.00         | $910315.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $24062849.23       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 4.3121%  | 0.0000% | $50000000.00       | $34482400.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 5.5000%  | 0.0000% | $11235000.00       | $4195365.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 5.0000%  | 0.0000% | $24000000.00       | $14854151.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 4.6421%  | 0.0000% | $1000000.00        | $861738.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 5.0000%  | 0.0000% | $22464360.00       | $21466580.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-03-15      | 4.1273%  | 0.0000% | $365000.00         | $9258.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-03-15      | 4.2073%  | 0.0000% | $2200000.00        | $17337.98          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-06-15      | 4.0000%  | 0.0000% | $500000.00         | $7875.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-07-15      | 2.5000%  | 0.0000% | $278295.00         | $219903.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 3.0000%  | 0.0000% | $368000.00         | $314245.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $250000.00         | $231181.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 2.5000%  | 0.0000% | $250000.00         | $3124.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.0000%  | 0.0000% | $530000.00         | $6652.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-06-15      | 4.0573%  | 0.0000% | $18378611.00       | $2520162.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-07-15      | 4.2084%  | 0.0000% | $300000.00         | $27313.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-09-15      | 3.0000%  | 0.0000% | $1648732.00        | $1498676.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-06-25      | 3.2000%  | 0.0000% | $85000.00          | $84262.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-10-25      | 2.0000%  | 0.0000% | $615000.00         | $176829.02         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2046-08-25      | 5.8229%  | 0.0000% | $4700000.00        | $390575.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-09-15      | 3.0000%  | 0.0000% | $87000.00          | $65732.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-08-25      | 3.0380%  | 0.0000% | $1125000.00        | $283343.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-09-25      | 3.1870%  | 0.0000% | $435447.00         | $414596.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.0000%  | 0.0000% | $961945.00         | $751382.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-01-15      | 3.0000%  | 0.0000% | $139000.00         | $109372.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.0000%  | 0.0000% | $1838158.00        | $160662.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 4.0600%  | 0.0000% | $45000.00          | $44815.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $170000.00         | $158291.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-07-15      | 4.0000%  | 0.0000% | $163000.00         | $131996.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-01-25      | 2.0000%  | 0.0000% | $1000000.00        | $324148.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2034-10-25      | 2.8590%  | 0.0000% | $5025000.00        | $4399019.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-05-25      | 2.1840%  | 0.0000% | $400000.00         | $237227.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-11-25      | 2.0000%  | 0.0000% | $540000.00         | $311758.58         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2030-03-25      | 4.4120%  | 0.0000% | $4690000.00        | $4704203.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-06-25      | 4.4630%  | 0.0000% | $3800000.00        | $3760348.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-08-25      | 5.2720%  | 0.0000% | $55000.00          | $26880.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-08-25      | 4.5000%  | 0.0000% | $1731867.00        | $1726496.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5121%  | 0.0000% | $2900000.00        | $2442382.60        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 5.5000%  | 0.0000% | $500000.00         | $502777.89         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 0.1250%  | 0.0000% | $727273.00         | $388697.11         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 0.1250%  | 0.0000% | $50000000.00       | $27616409.69       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-12-25      | 4.6740%  | 0.0000% | $7400000.00        | $7432378.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0121%  | 0.0000% | $500000.00         | $345532.83         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2030-07-25      | 4.2900%  | 0.0000% | $15716000.00       | $15682503.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 4.5000%  | 0.0000% | $13765000.00       | $11621660.56       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 4.7121%  | 0.0000% | $100000000.00      | $75625776.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 4.9121%  | 0.0000% | $10485000.00       | $7918351.93        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-04-25      | 2.8060%  | 0.0000% | $10000000.00       | $9342733.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2056-04-25      | 4.3621%  | 0.0000% | $68142857.00       | $66814206.95       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-06-25      | 4.2266%  | 0.0000% | $1900000.00        | $159.50            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-02-25      | 4.4766%  | 0.0000% | $1225000.00        | $3038.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $800000.00         | $13366.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-05-15      | 5.5000%  | 0.0000% | $5043186.00        | $164903.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 4.0266%  | 0.0000% | $100000.00         | $581.40            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-07-15      | 4.0573%  | 0.0000% | $1000000.00        | $3803.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-10-25      | 5.2710%  | 0.0000% | $14725000.00       | $197863.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 4.2073%  | 0.0000% | $145000.00         | $2613.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 4.0566%  | 0.0000% | $965000.00         | $7235.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-05-25      | 4.0966%  | 0.0000% | $540000.00         | $1027.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 4.1266%  | 0.0000% | $480000.00         | $3717.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 6.7500%  | 0.0000% | $505000.00         | $851.93            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 4.5000%  | 0.0000% | $1000000.00        | $95244.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 3.0000%  | 0.0000% | $3100000.00        | $87866.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 4.5000%  | 0.0000% | $4300000.00        | $9471.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-25      | 4.2266%  | 0.0000% | $240000.00         | $5857.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2062-10-25      | 3.0000%  | 0.0000% | $25000000.00       | $17687126.19       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-06-25      | 4.4637%  | 0.0000% | $6700000.00        | $1546011.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-07-20      | 4.1671%  | 0.0000% | $420000.00         | $4926.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-07-16      | 4.0395%  | 0.0000% | $1000000.00        | $37963.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 4.3751%  | 0.0000% | $150000.00         | $3182.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-20      | 4.3751%  | 0.0000% | $1380000.00        | $36114.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-20      | 4.3751%  | 0.0000% | $6890000.00        | $139461.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-20      | 4.3452%  | 0.0000% | $350000.00         | $8459.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-20      | 4.3552%  | 0.0000% | $200000.00         | $4322.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-20      | 4.4752%  | 0.0000% | $1681000.00        | $202.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-20      | 4.4752%  | 0.0000% | $4050000.00        | $25000.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 4.3552%  | 0.0000% | $370000.00         | $129.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 4.5271%  | 0.0000% | $2368000.00        | $545278.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 4.3751%  | 0.0000% | $200000.00         | $4027.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 4.4252%  | 0.0000% | $1380000.00        | $117993.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 4.2552%  | 0.0000% | $280000.00         | $21604.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 4.4051%  | 0.0000% | $100000.00         | $6348.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 4.6251%  | 0.0000% | $3000000.00        | $296973.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-05-20      | 4.5751%  | 0.0000% | $4000000.00        | $442137.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 3.9900%  | 0.0000% | $100000.00         | $2064.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 4.2552%  | 0.0000% | $30000.00          | $2038.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 4.2051%  | 0.0000% | $600000.00         | $18447.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.6251%  | 0.0000% | $4000000.00        | $626474.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.3751%  | 0.0000% | $300000.00         | $25557.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.5442%  | 0.0000% | $3000000.00        | $236919.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.3751%  | 0.0000% | $466000.00         | $47340.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 4.7752%  | 0.0000% | $80000.00          | $9964.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 4.5508%  | 0.0000% | $972000.00         | $115827.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 4.6951%  | 0.0000% | $5590000.00        | $502020.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 4.4145%  | 0.0000% | $825000.00         | $549.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 4.4951%  | 0.0000% | $7500000.00        | $107458.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 4.3251%  | 0.0000% | $2000000.00        | $179312.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.5252%  | 0.0000% | $3100000.00        | $398356.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.5252%  | 0.0000% | $2000000.00        | $179447.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 4.4752%  | 0.0000% | $13944000.00       | $165240.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | 4.2395%  | 0.0000% | $41395000.00       | $1285258.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 4.1171%  | 0.0000% | $46354711.00       | $1774909.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.1171%  | 0.0000% | $43194525.00       | $4041936.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 1.7500%  | 0.0000% | $849000.00         | $47632.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.9671%  | 0.0000% | $50000000.00       | $2256058.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 2.7721%  | 0.0000% | $2400000.00        | $309672.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.0171%  | 0.0000% | $68694000.00       | $5948211.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.1171%  | 0.0000% | $27508456.00       | $1752293.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.0671%  | 0.0000% | $34200000.00       | $2064236.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.1171%  | 0.0000% | $41954538.00       | $2706792.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 2.5000%  | 0.0000% | $780000.00         | $1.59              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $350000.00         | $3214.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 4.0171%  | 0.0000% | $30000000.00       | $5131947.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 2.2500%  | 0.0000% | $100000.00         | $5541.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.1171%  | 0.0000% | $22378857.00       | $5578566.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 2.5000%  | 0.0000% | $465761.00         | $126086.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $100000.00         | $2239.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 4.4752%  | 0.0000% | $3500000.00        | $1446593.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.0751%  | 0.0000% | $2849129.00        | $152205.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 4.5574%  | 0.0000% | $5000000.00        | $1820870.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 4.4752%  | 0.0000% | $4500000.00        | $2107930.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-09-20      | 4.9265%  | 0.0000% | $6149000.00        | $2094080.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.1251%  | 0.0000% | $2100000.00        | $366376.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.1752%  | 0.0000% | $70000.00          | $1422.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 4.3751%  | 0.0000% | $3640000.00        | $1334811.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 4.3251%  | 0.0000% | $5000000.00        | $1123545.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 4.3251%  | 0.0000% | $8540000.00        | $2893136.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-04-20      | 4.2200%  | 0.0000% | $95000.00          | $2440.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.7752%  | 0.0000% | $11000000.00       | $4534592.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 2.2500%  | 0.0000% | $60000.00          | $25123.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 5.0251%  | 0.0000% | $5000000.00        | $4524213.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 5.0252%  | 0.0000% | $1500000.00        | $312456.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.2252%  | 0.0000% | $2100000.00        | $1278306.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-08-20      | 4.1752%  | 0.0000% | $5780000.00        | $772432.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 4.9951%  | 0.0000% | $7000000.00        | $3358839.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.4000%  | 0.0000% | $100000.00         | $60971.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $3900000.00        | $67131.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.0171%  | 0.0000% | $15004106.00       | $3347143.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $700000.00         | $176870.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 3.9915%  | 0.0000% | $38355000.00       | $31286110.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-16      | 3.9915%  | 0.0000% | $3000000.00        | $2499231.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 4.0000%  | 0.0000% | $4600000.00        | $3754641.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 1.8500%  | 0.0000% | $700000.00         | $365597.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.9000%  | 0.0000% | $880000.00         | $458068.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 4.0000%  | 0.0000% | $30000.00          | $26872.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 4.0000%  | 0.0000% | $785000.00         | $613241.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 4.5000%  | 0.0000% | $1490000.00        | $1334998.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 4.2500%  | 0.0000% | $7250000.00        | $6303705.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 4.5000%  | 0.0000% | $5400000.00        | $4741691.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 2.0000%  | 0.0000% | $413132.00         | $299326.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 5.2500%  | 0.0000% | $235000.00         | $228315.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.7751%  | 0.0000% | $600000.00         | $562821.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0100%  | 0.0000% | $2064325.00        | $846784.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $419136.00         | $383822.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 0.4331%  | 0.0000% | $264000.00         | $155733.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 4.5000%  | 0.0000% | $1184244.00        | $1071270.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 4.5000%  | 0.0000% | $1155179.00        | $1055774.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 4.5000%  | 0.0000% | $2628735.00        | $2254828.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 4.5000%  | 0.0000% | $730204.00         | $577443.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.0000%  | 0.0000% | $900000.00         | $322151.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.1171%  | 0.0000% | $18715770.00       | $3693411.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $30000.00          | $1337.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 4.7942%  | 0.0000% | $933000.00         | $364688.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.1171%  | 0.0000% | $6079545.00        | $1385481.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0671%  | 0.0000% | $10714285.00       | $4043390.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.6000%  | 0.0000% | $750000.00         | $85832.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.9251%  | 0.0000% | $6332062.00        | $3369380.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 4.6451%  | 0.0000% | $700000.00         | $700622.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-12-20      | 4.4451%  | 0.0000% | $1839000.00        | $1310873.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 3.9751%  | 0.0000% | $8000000.00        | $7806799.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 4.4751%  | 0.0000% | $1267000.00        | $1232433.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.7500%  | 0.0000% | $1150000.00        | $1044999.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.6251%  | 0.0000% | $25000000.00       | $20424243.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1000000.00        | $626045.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 4.4251%  | 0.0000% | $9985289.00        | $9640878.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-03-20      | 4.5751%  | 0.0000% | $23430808.00       | $23135338.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $100000.00         | $83570.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.4751%  | 0.0000% | $17733700.00       | $16032465.44       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 4.0000%  | 0.0000% | $1110000.00        | $947791.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $8821562.00        | $5562610.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $125000.00         | $6386.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 6.0000%  | 0.0000% | $2250000.00        | $525190.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-16      | 4.2500%  | 0.0000% | $1120000.00        | $951133.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2000000.00        | $2028173.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.8251%  | 0.0000% | $50000000.00       | $30487967.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-01-20      | 4.2751%  | 0.0000% | $11000000.00       | $11038088.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.7251%  | 0.0000% | $31675000.00       | $22656089.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 4.8251%  | 0.0000% | $14500000.00       | $12351689.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 4.8751%  | 0.0000% | $24500000.00       | $19922655.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 4.8751%  | 0.0000% | $33206405.00       | $20380436.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.7751%  | 0.0000% | $50000000.00       | $28173649.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $9414625.00        | $8406205.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 4.5000%  | 0.0000% | $177291.00         | $148551.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 4.2500%  | 0.0000% | $1000000.00        | $919534.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-16      | 4.5000%  | 0.0000% | $591069.00         | $487855.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-05-16      | 4.5000%  | 0.0000% | $30975000.00       | $30564265.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 4.5000%  | 0.0000% | $16687500.00       | $16391878.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 4.5000%  | 0.0000% | $979229.00         | $838738.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $236006.00         | $185972.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 4.5000%  | 0.0000% | $19500000.00       | $19272412.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-11-16      | 4.5000%  | 0.0000% | $561141.00         | $459515.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 4.5000%  | 0.0000% | $15504269.00       | $15319929.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $6000.00           | $3581.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6951%  | 0.0000% | $10000000.00       | $6958628.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $9000.00           | $3163.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $323000.00         | $299807.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1251%  | 0.0000% | $24000000.00       | $17759666.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.2500%  | 0.0000% | $207532.00         | $196075.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1051%  | 0.0000% | $18615074.00       | $15077259.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7251%  | 0.0000% | $1300000.00        | $1206958.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $1100800.00        | $996146.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 4.7500%  | 0.0000% | $2543665.00        | $2475418.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $25843224.00       | $24318651.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $612891.00         | $528112.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $106818.00         | $97136.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $42859556.00       | $40286306.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.7500%  | 0.0000% | $5450000.00        | $5274276.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $745000.00         | $716042.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5000%  | 0.0000% | $1667806.00        | $1483069.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $34939942.00       | $33446067.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $1410000.00        | $1326140.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $54518.00          | $44380.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $7516285.00        | $6795691.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $29940000.00       | $29081818.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.3651%  | 0.0000% | $6000000.00        | $5898757.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4251%  | 0.0000% | $25000000.00       | $24737287.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $1238670.00        | $1119029.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7500%  | 0.0000% | $22174722.00       | $19876543.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.7500%  | 0.0000% | $4388432.00        | $4024246.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.5751%  | 0.0000% | $15000000.00       | $14867410.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.5000%  | 0.0000% | $254529.00         | $233905.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 4.5000%  | 0.0000% | $4413971.00        | $4306791.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 4.4251%  | 0.0000% | $6500000.00        | $6466232.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $21313000.00       | $20609335.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2076-04-20      | 4.2751%  | 0.0000% | $5000000.00        | $4970776.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.3751%  | 0.0000% | $15000000.00       | $14960367.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 4.5251%  | 0.0000% | $30000000.00       | $28489743.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4343360.00        | $3985887.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $4465791.00        | $4162036.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $10810680.00       | $10132870.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $32257142.00       | $30208809.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.5000%  | 0.0000% | $7000000.00        | $6800055.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $50197.00          | $50673.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $16819550.00       | $15981312.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 4.7500%  | 0.0000% | $16198777.00       | $16200809.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $21429720.00       | $20437693.02       | Agency Collateralized Mortgage Obligation |

### Security 160: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9W08U7, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV9W08U7
- **C.18 - Value (incl. sponsor support):** $747961428.60
- **C.18.a - Value (excl. sponsor support):** $747961428.60
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $267961904.76      | $281360000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $136056666.67      | $142859500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $343942857.14      | $361140000.00      | U.S. Treasuries (including strips) |

### Security 161: Banco Santander

- **C.1 - Title:** Banco Santander 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9W1FB9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9W1FB9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL | 2026-09-03      | 0.0000%  | 0.0000% | $600000.00         | $594375.60         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-06-04      | 0.0000%  | 0.0000% | $5000000.00        | $4998500.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-08-13      | 0.0000%  | 0.0000% | $172940.00         | $171684.63         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2027-04-15      | 0.0000%  | 0.0000% | $20.00             | $19.36             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-09-10      | 0.0000%  | 0.0000% | $102400.00         | $101370.06         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2026-07-14      | 0.0000%  | 0.0000% | $121880.00         | $121354.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL | 2027-05-13      | 0.0000%  | 0.0000% | $13152880.00       | $12694015.48       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-05-15      | 4.3750%  | 0.0000% | $20.00             | $19.14             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-02-15      | 2.5000%  | 0.0000% | $20.00             | $14.07             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-02-15      | 2.0000%  | 0.0000% | $20.00             | $11.67             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-08-15      | 1.3750%  | 0.0000% | $20.00             | $9.79              | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-11-15      | 1.6250%  | 0.0000% | $9999980.00        | $5181771.70        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-05-15      | 3.6250%  | 0.0000% | $131900.00         | $104792.32         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-11-15      | 4.6250%  | 0.0000% | $7485760.00        | $7198797.21        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-05-15      | 4.7500%  | 0.0000% | $157920.00         | $152338.49         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $155540.00         | $156586.81         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-08-15      | 4.7500%  | 0.0000% | $2970860.00        | $2901482.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-11-15      | 4.6250%  | 0.0000% | $1859600.00        | $1781415.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2056-02-15      | 4.7500%  | 0.0000% | $626000.00         | $612063.48         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-02-15      | 4.6250%  | 0.0000% | $1508760.00        | $1461764.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2056-05-15      | 5.0000%  | 0.0000% | $63428980.00       | $63767638.36       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-05-15      | 1.6250%  | 0.0000% | $40.00             | $35.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-12-31      | 3.8750%  | 0.0000% | $27960.00          | $28358.33          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2033-11-15      | 4.5000%  | 0.0000% | $160.00            | $162.23            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-05-31      | 4.0000%  | 0.0000% | $1980.00           | $2011.76           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-04-30      | 3.8750%  | 0.0000% | $20.00             | $19.83             | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2026-06-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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