schemaVersion:

N-MFP: Filer Information

Submission Type Radio button checked N-MFP3   Radio button not checked N-MFP3/A
CIK
0000316968
CCC
xxxxxxxx
Test or Live Radio button not checked LIVE   Radio button not checked TEST
Is this an electronic copy of an official filing submitted in paper format? Radio button not checked Yes   Radio button not checked No

N-MFP: Filing Information

General Information

Part A: Series-Level Information about the Fund

Item A.1. Securities Act File Number
002-54926
Item A.2. Investment Adviser
T. Rowe Price Associates, Inc.
a. SEC file number of investment adviser
801-00856
Item A.4. Independent Public Accountant
PricewaterhouseCoopers LLP
a. City and state of independent public accountant
City of independent public accountant
Baltimore
State/Province/Country of independent public accountant
MARYLAND
Item A.5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
None
Item A.6. Transfer Agent
T. Rowe Price Services, Inc.
a. CIK Number
0000703220
b. SEC file number of transfer agent
084-01079
Item A.7. Master-Feeder Funds. Is this a Feeder Fund? Radio button not checked Yes   Radio button checked No
If Yes, answer Items A.7.a – 7.c
a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name
Item A.8. Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c. Radio button not checked Yes   Radio button checked No
Item A.9. Is this series primarily used to fund insurance company separate accounts?Radio button not checked Yes   Radio button checked No
Item A.10. Category. Indicate the category that identifies the money market fund from among the following: Checkbox checked Government
Checkbox not checked Prime
Checkbox not checked Single State
Checkbox not checked Other Tax Exempt
a. Is this fund a Retail Money Market Fund?
Radio button not checked Yes   Radio button checked No
b. If this is a Government Money Market Fund, does the fund typically invest at least 80% of the value of its assets in U.S. Treasury obligations or repurchase agreements collateralized by U.S. Treasury obligations?
Radio button not checked Yes   Radio button checked No
Item A.11. Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii))
39
Item A.12. Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)). Calculate WAL without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments.
98
Item A.13. Liquidity. Provide the following, as of the close of business on each business day of the month reported:
a. Total Value of Daily Liquid Assets to the nearest cent
$10,804,515,881.35
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$10,999,150,685.52
c. Percentage of Total Assets invested in Daily Liquid Assets:
85.89%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
87.43%
Date:
2025-05-01
a. Total Value of Daily Liquid Assets to the nearest cent
$10,970,224,427.58
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,134,920,469.25
c. Percentage of Total Assets invested in Daily Liquid Assets:
86.24%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
87.53%
Date:
2025-05-02
a. Total Value of Daily Liquid Assets to the nearest cent
$10,849,440,608.08
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,014,157,062.25
c. Percentage of Total Assets invested in Daily Liquid Assets:
86.12%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
87.43%
Date:
2025-05-05
a. Total Value of Daily Liquid Assets to the nearest cent
$11,476,798,779.96
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,701,535,646.62
c. Percentage of Total Assets invested in Daily Liquid Assets:
86.88%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.58%
Date:
2025-05-06
a. Total Value of Daily Liquid Assets to the nearest cent
$11,596,150,269.04
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,821,555,073.82
c. Percentage of Total Assets invested in Daily Liquid Assets:
86.99%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.68%
Date:
2025-05-07
a. Total Value of Daily Liquid Assets to the nearest cent
$11,383,453,792.42
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,508,877,025.56
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.44%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.41%
Date:
2025-05-08
a. Total Value of Daily Liquid Assets to the nearest cent
$11,283,897,663.15
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,434,173,856.40
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.33%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.49%
Date:
2025-05-09
a. Total Value of Daily Liquid Assets to the nearest cent
$11,444,669,975.63
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,519,954,933.36
c. Percentage of Total Assets invested in Daily Liquid Assets:
88.00%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.58%
Date:
2025-05-12
a. Total Value of Daily Liquid Assets to the nearest cent
$11,445,140,641.55
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,519,784,363.76
c. Percentage of Total Assets invested in Daily Liquid Assets:
88.01%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.58%
Date:
2025-05-13
a. Total Value of Daily Liquid Assets to the nearest cent
$11,389,342,232.87
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,463,994,649.53
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.95%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.53%
Date:
2025-05-14
a. Total Value of Daily Liquid Assets to the nearest cent
$11,253,400,076.13
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,328,061,187.23
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.84%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.42%
Date:
2025-05-15
a. Total Value of Daily Liquid Assets to the nearest cent
$11,190,298,606.32
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,264,985,800.76
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.75%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.34%
Date:
2025-05-16
a. Total Value of Daily Liquid Assets to the nearest cent
$11,191,924,117.71
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,266,620,006.59
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.78%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.36%
Date:
2025-05-19
a. Total Value of Daily Liquid Assets to the nearest cent
$11,327,152,659.53
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,401,857,242.86
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.90%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.48%
Date:
2025-05-20
a. Total Value of Daily Liquid Assets to the nearest cent
$11,216,591,616.57
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,291,304,894.34
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.80%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.38%
Date:
2025-05-21
a. Total Value of Daily Liquid Assets to the nearest cent
$11,480,804,593.05
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,555,526,565.26
c. Percentage of Total Assets invested in Daily Liquid Assets:
88.04%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.61%
Date:
2025-05-22
a. Total Value of Daily Liquid Assets to the nearest cent
$11,464,217,315.94
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,538,974,065.93
c. Percentage of Total Assets invested in Daily Liquid Assets:
88.00%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.57%
Date:
2025-05-23
a. Total Value of Daily Liquid Assets to the nearest cent
$11,208,829,627.07
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,333,261,168.73
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.78%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.75%
Date:
2025-05-27
a. Total Value of Daily Liquid Assets to the nearest cent
$11,328,427,346.43
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,452,873,339.48
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.89%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.85%
Date:
2025-05-28
a. Total Value of Daily Liquid Assets to the nearest cent
$11,512,067,605.92
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,636,528,050.36
c. Percentage of Total Assets invested in Daily Liquid Assets:
88.05%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
89.01%
Date:
2025-05-29
a. Total Value of Daily Liquid Assets to the nearest cent
$11,351,562,924.22
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
$11,476,066,722.83
c. Percentage of Total Assets invested in Daily Liquid Assets:
87.88%
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
88.85%
Date:
2025-05-30
Item A.14. Provide the following, to the nearest cent:
a. Cash. (See General Instructions E.)
$207,670.39
b. Total Value of portfolio securities. (See General Instructions E.)
$12,894,363,400.74
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost
$12,893,682,934.56
c. Total Value of other assets (excluding amounts provided in A.14.a-b.)
$22,646,310.85
Item A.15. Total value of liabilities, to the nearest cent
$196,728,962.77
Item A.16. Net assets of the series, to the nearest cent
$12,719,807,953.03
Item A.17. Number of shares outstanding, to the nearest hundredth
12,719,235,368.9748
Item A.18. Does the fund seek to maintain a stable price per share?Radio button checked Yes   Radio button not checked No
a. If yes, state the price the fund seeks to maintain
$1.0000
Item A.19. 7-day gross yield. For each business day, based on the immediately preceding 7 business days, calculate the fund’s yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to at least the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level.
a. 7-day gross yield
4.41%
b. Date
2025-05-01
a. 7-day gross yield
4.41%
b. Date
2025-05-02
a. 7-day gross yield
4.41%
b. Date
2025-05-05
a. 7-day gross yield
4.40%
b. Date
2025-05-06
a. 7-day gross yield
4.39%
b. Date
2025-05-07
a. 7-day gross yield
4.38%
b. Date
2025-05-08
a. 7-day gross yield
4.36%
b. Date
2025-05-09
a. 7-day gross yield
4.36%
b. Date
2025-05-12
a. 7-day gross yield
4.36%
b. Date
2025-05-13
a. 7-day gross yield
4.37%
b. Date
2025-05-14
a. 7-day gross yield
4.37%
b. Date
2025-05-15
a. 7-day gross yield
4.38%
b. Date
2025-05-16
a. 7-day gross yield
4.38%
b. Date
2025-05-19
a. 7-day gross yield
4.37%
b. Date
2025-05-20
a. 7-day gross yield
4.36%
b. Date
2025-05-21
a. 7-day gross yield
4.36%
b. Date
2025-05-22
a. 7-day gross yield
4.35%
b. Date
2025-05-23
a. 7-day gross yield
4.36%
b. Date
2025-05-27
a. 7-day gross yield
4.36%
b. Date
2025-05-28
a. 7-day gross yield
4.37%
b. Date
2025-05-29
a. 7-day gross yield
4.39%
b. Date
2025-05-30
Item A.20. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported.
a. Net asset value per share
$1.0002
b. Date
2025-05-01
a. Net asset value per share
$1.0002
b. Date
2025-05-02
a. Net asset value per share
$1.0001
b. Date
2025-05-05
a. Net asset value per share
$1.0002
b. Date
2025-05-06
a. Net asset value per share
$1.0002
b. Date
2025-05-07
a. Net asset value per share
$1.0001
b. Date
2025-05-08
a. Net asset value per share
$1.0001
b. Date
2025-05-09
a. Net asset value per share
$1.0001
b. Date
2025-05-12
a. Net asset value per share
$1.0001
b. Date
2025-05-13
a. Net asset value per share
$1.0001
b. Date
2025-05-14
a. Net asset value per share
$1.0001
b. Date
2025-05-15
a. Net asset value per share
$1.0001
b. Date
2025-05-16
a. Net asset value per share
$1.0001
b. Date
2025-05-19
a. Net asset value per share
$1.0001
b. Date
2025-05-20
a. Net asset value per share
$1.0001
b. Date
2025-05-21
a. Net asset value per share
$1.0001
b. Date
2025-05-22
a. Net asset value per share
$1.0001
b. Date
2025-05-23
a. Net asset value per share
$1.0001
b. Date
2025-05-27
a. Net asset value per share
$1.0001
b. Date
2025-05-28
a. Net asset value per share
$1.0001
b. Date
2025-05-29
a. Net asset value per share
$1.0001
b. Date
2025-05-30
Item A.21. Is the fund established as a cash management vehicle for affiliated funds or other accounts managed by related entities or their affiliates and not available to other investors?Radio button not checked Yes   Radio button checked No
Item A.22. Liquidity Fee. During the reporting period, did the fund apply any liquidity fees under rule 2a-7(c)(2)?Radio button not checked Yes   Radio button checked No
If Yes, answer Item A.22.a

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1. Full name of the Class
I
Item B.2. EDGAR Class identifier
C000005535
Item B.3. Minimum initial investment
$2,500.00
Item B.4. Net assets of the Class, to the nearest cent
$8,760,949,539.16
Item B.5. Number of shares outstanding, to the nearest hundredth
8,760,557,225.6347
Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported.
a. Net asset value per share
$1.0002
b. Date
2025-05-01
a. Net asset value per share
$1.0002
b. Date
2025-05-02
a. Net asset value per share
$1.0001
b. Date
2025-05-05
a. Net asset value per share
$1.0002
b. Date
2025-05-06
a. Net asset value per share
$1.0002
b. Date
2025-05-07
a. Net asset value per share
$1.0001
b. Date
2025-05-08
a. Net asset value per share
$1.0001
b. Date
2025-05-09
a. Net asset value per share
$1.0001
b. Date
2025-05-12
a. Net asset value per share
$1.0001
b. Date
2025-05-13
a. Net asset value per share
$1.0001
b. Date
2025-05-14
a. Net asset value per share
$1.0001
b. Date
2025-05-15
a. Net asset value per share
$1.0001
b. Date
2025-05-16
a. Net asset value per share
$1.0001
b. Date
2025-05-19
a. Net asset value per share
$1.0001
b. Date
2025-05-20
a. Net asset value per share
$1.0001
b. Date
2025-05-21
a. Net asset value per share
$1.0001
b. Date
2025-05-22
a. Net asset value per share
$1.0001
b. Date
2025-05-23
a. Net asset value per share
$1.0001
b. Date
2025-05-27
a. Net asset value per share
$1.0001
b. Date
2025-05-28
a. Net asset value per share
$1.0001
b. Date
2025-05-29
a. Net asset value per share
$1.0001
b. Date
2025-05-30
Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level.
a. Daily shareholder flows:
i. Gross subscriptions (including dividend reinvestments):
$52,603,608.71
ii. Gross redemptions:
$19,753,944.95
iii. Date:
2025-05-01
i. Gross subscriptions (including dividend reinvestments):
$21,315,243.38
ii. Gross redemptions:
$22,485,857.51
iii. Date:
2025-05-02
i. Gross subscriptions (including dividend reinvestments):
$24,327,247.22
ii. Gross redemptions:
$20,826,998.57
iii. Date:
2025-05-05
i. Gross subscriptions (including dividend reinvestments):
$283,211,335.60
ii. Gross redemptions:
$27,748,178.98
iii. Date:
2025-05-06
i. Gross subscriptions (including dividend reinvestments):
$109,221,193.99
ii. Gross redemptions:
$22,551,963.19
iii. Date:
2025-05-07
i. Gross subscriptions (including dividend reinvestments):
$18,633,075.24
ii. Gross redemptions:
$23,618,374.43
iii. Date:
2025-05-08
i. Gross subscriptions (including dividend reinvestments):
$14,559,714.17
ii. Gross redemptions:
$18,338,404.43
iii. Date:
2025-05-09
i. Gross subscriptions (including dividend reinvestments):
$23,087,129.63
ii. Gross redemptions:
$20,642,565.72
iii. Date:
2025-05-12
i. Gross subscriptions (including dividend reinvestments):
$17,456,427.80
ii. Gross redemptions:
$30,542,081.01
iii. Date:
2025-05-13
i. Gross subscriptions (including dividend reinvestments):
$39,550,404.46
ii. Gross redemptions:
$40,096,011.19
iii. Date:
2025-05-14
i. Gross subscriptions (including dividend reinvestments):
$18,502,022.15
ii. Gross redemptions:
$30,178,626.77
iii. Date:
2025-05-15
i. Gross subscriptions (including dividend reinvestments):
$67,151,785.32
ii. Gross redemptions:
$81,318,831.30
iii. Date:
2025-05-16
i. Gross subscriptions (including dividend reinvestments):
$20,816,010.60
ii. Gross redemptions:
$27,568,687.83
iii. Date:
2025-05-19
i. Gross subscriptions (including dividend reinvestments):
$20,716,554.73
ii. Gross redemptions:
$24,649,202.08
iii. Date:
2025-05-20
i. Gross subscriptions (including dividend reinvestments):
$20,508,859.82
ii. Gross redemptions:
$27,819,349.68
iii. Date:
2025-05-21
i. Gross subscriptions (including dividend reinvestments):
$21,255,920.11
ii. Gross redemptions:
$96,331,198.88
iii. Date:
2025-05-22
i. Gross subscriptions (including dividend reinvestments):
$35,168,447.43
ii. Gross redemptions:
$36,722,383.48
iii. Date:
2025-05-23
i. Gross subscriptions (including dividend reinvestments):
$22,025,600.10
ii. Gross redemptions:
$24,300,945.58
iii. Date:
2025-05-27
i. Gross subscriptions (including dividend reinvestments):
$25,379,026.53
ii. Gross redemptions:
$47,501,479.51
iii. Date:
2025-05-28
i. Gross subscriptions (including dividend reinvestments):
$24,748,766.43
ii. Gross redemptions:
$21,602,504.03
iii. Date:
2025-05-29
i. Gross subscriptions (including dividend reinvestments):
$19,086,894.34
ii. Gross redemptions:
$84,182,476.83
iii. Date:
2025-05-30
b. Monthly shareholder flows:
i. Total gross subscriptions (including dividend reinvestments):
$899,325,267.76
ii. Total gross redemptions:
$748,780,065.95
Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day
a. 7-day net yield
4.07%
b. Date
2025-05-01
a. 7-day net yield
4.07%
b. Date
2025-05-02
a. 7-day net yield
4.07%
b. Date
2025-05-05
a. 7-day net yield
4.06%
b. Date
2025-05-06
a. 7-day net yield
4.05%
b. Date
2025-05-07
a. 7-day net yield
4.04%
b. Date
2025-05-08
a. 7-day net yield
4.02%
b. Date
2025-05-09
a. 7-day net yield
4.01%
b. Date
2025-05-12
a. 7-day net yield
4.02%
b. Date
2025-05-13
a. 7-day net yield
4.02%
b. Date
2025-05-14
a. 7-day net yield
4.03%
b. Date
2025-05-15
a. 7-day net yield
4.03%
b. Date
2025-05-16
a. 7-day net yield
4.03%
b. Date
2025-05-19
a. 7-day net yield
4.02%
b. Date
2025-05-20
a. 7-day net yield
4.02%
b. Date
2025-05-21
a. 7-day net yield
4.02%
b. Date
2025-05-22
a. 7-day net yield
4.01%
b. Date
2025-05-23
a. 7-day net yield
4.01%
b. Date
2025-05-27
a. 7-day net yield
4.02%
b. Date
2025-05-28
a. 7-day net yield
4.02%
b. Date
2025-05-29
a. 7-day net yield
4.04%
b. Date
2025-05-30
Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? Radio button not checked Yes   Radio button checked No
If Yes, answer Item B.9.a
Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner.
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
18.04%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox not checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
1.25%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.95%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.93%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.84%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.73%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.68%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.59%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.58%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.20%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.18%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.13%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.10%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.09%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.04%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.04%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.03%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.03%
a. Type of beneficial owner or record owner:
Checkbox not checked Retail investor
Checkbox checked Non-financial corporation
Checkbox not checked Pension plan
Checkbox not checked Non-profit
Checkbox not checked State or municipal government entity (excluding governmental pension plans)
Checkbox not checked Registered investment company
Checkbox not checked Private fund
Checkbox not checked Depository institution or other banking institution
Checkbox not checked Sovereign wealth fund
Checkbox not checked Broker-dealer
Checkbox not checked Insurance company
Checkbox not checked Other
If Other, provide a brief description of the type of investor included in this category
b. Percent of shares outstanding in the Class owned of record
25.45%
c. Percent of shares outstanding in the Class owned beneficially
0.01%
Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories:
a. Non-financial corporations:
b. Pension plans:
c. Non-profits:
d. State or municipal government entities (excluding governmental pension plans):
e. Registered investment companies:
f. Private funds:
g. Depository institutions and other banking institutions:
h. Sovereign wealth funds:
i. Broker-dealers:
j. Insurance companies:
k. Other:
If Other, provide a brief description of the types of investors included in this category
Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? Radio button not checked Yes   Radio button checked No
If Yes, answer Item B.12.a
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide:

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1. Full name of the Class
1I
Item B.2. EDGAR Class identifier
C000190629
Item B.3. Minimum initial investment
$1,000,000.00
Item B.4. Net assets of the Class, to the nearest cent
$3,958,858,413.87
Item B.5. Number of shares outstanding, to the nearest hundredth
3,958,678,143.3401
Item B.6. Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each business day of the month reported.
a. Net asset value per share
$1.0002
b. Date
2025-05-01
a. Net asset value per share
$1.0002
b. Date
2025-05-02
a. Net asset value per share
$1.0001
b. Date
2025-05-05
a. Net asset value per share
$1.0002
b. Date
2025-05-06
a. Net asset value per share
$1.0002
b. Date
2025-05-07
a. Net asset value per share
$1.0001
b. Date
2025-05-08
a. Net asset value per share
$1.0001
b. Date
2025-05-09
a. Net asset value per share
$1.0001
b. Date
2025-05-12
a. Net asset value per share
$1.0001
b. Date
2025-05-13
a. Net asset value per share
$1.0001
b. Date
2025-05-14
a. Net asset value per share
$1.0001
b. Date
2025-05-15
a. Net asset value per share
$1.0001
b. Date
2025-05-16
a. Net asset value per share
$1.0001
b. Date
2025-05-19
a. Net asset value per share
$1.0001
b. Date
2025-05-20
a. Net asset value per share
$1.0001
b. Date
2025-05-21
a. Net asset value per share
$1.0001
b. Date
2025-05-22
a. Net asset value per share
$1.0001
b. Date
2025-05-23
a. Net asset value per share
$1.0001
b. Date
2025-05-27
a. Net asset value per share
$1.0001
b. Date
2025-05-28
a. Net asset value per share
$1.0001
b. Date
2025-05-29
a. Net asset value per share
$1.0001
b. Date
2025-05-30
Item B.7. Shareholder flow. Provide (a) the daily gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each business day of the month reported; and (b) the total gross subscriptions (including dividend reinvestments) and total gross redemptions for the month reported. For purposes of this Item, report gross subscriptions (including dividend reinvestments) and gross redemptions as of the trade date, and for Master-Feeder Funds, only report the required shareholder flow data at the Feeder Fund level.
a. Daily shareholder flows:
i. Gross subscriptions (including dividend reinvestments):
$149,157,600.14
ii. Gross redemptions:
$110,337,964.84
iii. Date:
2025-05-01
i. Gross subscriptions (including dividend reinvestments):
$169,241,598.04
ii. Gross redemptions:
$133,264,386.31
iii. Date:
2025-05-02
i. Gross subscriptions (including dividend reinvestments):
$184,698,973.32
ii. Gross redemptions:
$146,298,730.70
iii. Date:
2025-05-05
i. Gross subscriptions (including dividend reinvestments):
$530,066,384.93
ii. Gross redemptions:
$172,380,977.35
iii. Date:
2025-05-06
i. Gross subscriptions (including dividend reinvestments):
$549,767,156.99
ii. Gross redemptions:
$518,239,899.55
iii. Date:
2025-05-07
i. Gross subscriptions (including dividend reinvestments):
$244,407,935.82
ii. Gross redemptions:
$553,274,483.27
iii. Date:
2025-05-08
i. Gross subscriptions (including dividend reinvestments):
$135,175,636.52
ii. Gross redemptions:
$232,275,552.36
iii. Date:
2025-05-09
i. Gross subscriptions (including dividend reinvestments):
$123,801,822.95
ii. Gross redemptions:
$140,792,514.15
iii. Date:
2025-05-12
i. Gross subscriptions (including dividend reinvestments):
$271,633,610.80
ii. Gross redemptions:
$163,969,102.77
iii. Date:
2025-05-13
i. Gross subscriptions (including dividend reinvestments):
$187,583,165.40
ii. Gross redemptions:
$279,746,558.40
iii. Date:
2025-05-14
i. Gross subscriptions (including dividend reinvestments):
$104,670,080.83
ii. Gross redemptions:
$195,284,800.16
iii. Date:
2025-05-15
i. Gross subscriptions (including dividend reinvestments):
$112,867,786.95
ii. Gross redemptions:
$163,098,632.10
iii. Date:
2025-05-16
i. Gross subscriptions (including dividend reinvestments):
$121,058,234.73
ii. Gross redemptions:
$116,897,572.34
iii. Date:
2025-05-19
i. Gross subscriptions (including dividend reinvestments):
$119,023,877.53
ii. Gross redemptions:
$116,892,765.92
iii. Date:
2025-05-20
i. Gross subscriptions (including dividend reinvestments):
$151,518,748.12
ii. Gross redemptions:
$120,382,805.56
iii. Date:
2025-05-21
i. Gross subscriptions (including dividend reinvestments):
$225,156,164.03
ii. Gross redemptions:
$133,286,548.61
iii. Date:
2025-05-22
i. Gross subscriptions (including dividend reinvestments):
$134,051,318.94
ii. Gross redemptions:
$150,612,996.23
iii. Date:
2025-05-23
i. Gross subscriptions (including dividend reinvestments):
$120,139,747.18
ii. Gross redemptions:
$131,205,630.75
iii. Date:
2025-05-27
i. Gross subscriptions (including dividend reinvestments):
$115,540,800.82
ii. Gross redemptions:
$123,021,647.81
iii. Date:
2025-05-28
i. Gross subscriptions (including dividend reinvestments):
$291,750,019.72
ii. Gross redemptions:
$112,339,033.56
iii. Date:
2025-05-29
i. Gross subscriptions (including dividend reinvestments):
$183,375,074.63
ii. Gross redemptions:
$280,139,536.56
iii. Date:
2025-05-30
b. Monthly shareholder flows:
i. Total gross subscriptions (including dividend reinvestments):
$4,224,685,738.39
ii. Total gross redemptions:
$4,093,742,139.30
Item B.8. 7-day net yield for each business day of the month reported, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter) except based on the 7 business days immediately preceding a given business day
a. 7-day net yield
4.20%
b. Date
2025-05-01
a. 7-day net yield
4.20%
b. Date
2025-05-02
a. 7-day net yield
4.20%
b. Date
2025-05-05
a. 7-day net yield
4.20%
b. Date
2025-05-06
a. 7-day net yield
4.18%
b. Date
2025-05-07
a. 7-day net yield
4.18%
b. Date
2025-05-08
a. 7-day net yield
4.15%
b. Date
2025-05-09
a. 7-day net yield
4.15%
b. Date
2025-05-12
a. 7-day net yield
4.15%
b. Date
2025-05-13
a. 7-day net yield
4.16%
b. Date
2025-05-14
a. 7-day net yield
4.16%
b. Date
2025-05-15
a. 7-day net yield
4.17%
b. Date
2025-05-16
a. 7-day net yield
4.16%
b. Date
2025-05-19
a. 7-day net yield
4.16%
b. Date
2025-05-20
a. 7-day net yield
4.15%
b. Date
2025-05-21
a. 7-day net yield
4.15%
b. Date
2025-05-22
a. 7-day net yield
4.14%
b. Date
2025-05-23
a. 7-day net yield
4.15%
b. Date
2025-05-27
a. 7-day net yield
4.15%
b. Date
2025-05-28
a. 7-day net yield
4.16%
b. Date
2025-05-29
a. 7-day net yield
4.18%
b. Date
2025-05-30
Item B.9. During the reporting period, did any person pay for, or waive all or part of the fund’s operating expenses or management fees? Radio button not checked Yes   Radio button checked No
If Yes, answer Item B.9.a
Item B.10. For each person who owns of record or is known by the fund to own beneficially 5% or more of the shares outstanding in the Class, provide the following information. For purposes of this question, if the fund knows that two or more beneficial owners of the Class are affiliated with each other, treat them as a single beneficial owner when calculating the percentage ownership and identify separately each affiliated beneficial owner by type and the percentage interest of each affiliated beneficial owner. An affiliated beneficial owner is one that directly or indirectly controls or is controlled by another beneficial owner or is under common control with any other beneficial owner.
Item B.11. Shareholder Composition. If the fund is not a Government Money Market Fund or Retail Money Market Fund, identify the percentage of investors within the following categories:
a. Non-financial corporations:
b. Pension plans:
c. Non-profits:
d. State or municipal government entities (excluding governmental pension plans):
e. Registered investment companies:
f. Private funds:
g. Depository institutions and other banking institutions:
h. Sovereign wealth funds:
i. Broker-dealers:
j. Insurance companies:
k. Other:
If Other, provide a brief description of the types of investors included in this category
Item B.12. Share Cancellation. During the reporting period, were any shares cancelled under rule 2a-7(c)(3)? Radio button not checked Yes   Radio button checked No
If Yes, answer Item B.12.a
a. For each business day shares were cancelled under rule 2a-7(c)(3) during the reporting period, provide:

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
BANK OF AMERICA SEC MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
BANK OF AMERICA SEC MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
0609942J8
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
0609942J8
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DMTH8
g. Maturity date
2051-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,251,696.00
j. Value of collateral, to the nearest cent
$8,805,747.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWPQ0
g. Maturity date
2055-05-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,934,200.00
j. Value of collateral, to the nearest cent
$4,636,874.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133A2X47
g. Maturity date
2050-03-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,465,000.00
j. Value of collateral, to the nearest cent
$1,094,431.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133AYJT8
g. Maturity date
2051-12-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$18,426,464.00
j. Value of collateral, to the nearest cent
$12,991,497.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133B5FR8
g. Maturity date
2052-03-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000,000.00
j. Value of collateral, to the nearest cent
$7,114,224.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KJ4G4
g. Maturity date
2050-09-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$72,000.00
j. Value of collateral, to the nearest cent
$43,040.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138AUPE1
g. Maturity date
2041-10-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$102,000.00
j. Value of collateral, to the nearest cent
$10,568.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138AW3H4
g. Maturity date
2041-11-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,519,000.00
j. Value of collateral, to the nearest cent
$495,452.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ANNK1
g. Maturity date
2054-08-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,344,136.00
j. Value of collateral, to the nearest cent
$6,057,038.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B9CQ0
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,274,104.00
j. Value of collateral, to the nearest cent
$1,281,074.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXXP2
g. Maturity date
2052-07-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$228,000.00
j. Value of collateral, to the nearest cent
$151,753.97
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140HELK6
g. Maturity date
2048-02-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,122,304.00
j. Value of collateral, to the nearest cent
$1,794,403.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140JCQB3
g. Maturity date
2054-12-01
h. Coupon
4.560000
Yield
0.00
i. The principal amount, to the nearest cent
$22,187,552.00
j. Value of collateral, to the nearest cent
$21,535,437.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140KLV25
g. Maturity date
2050-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$370,000.00
j. Value of collateral, to the nearest cent
$133,674.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QB3Q9
g. Maturity date
2049-10-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,460,492.00
j. Value of collateral, to the nearest cent
$514,787.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QF7M5
g. Maturity date
2050-12-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$853,999.00
j. Value of collateral, to the nearest cent
$481,773.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQVA0
g. Maturity date
2052-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$94,247.00
j. Value of collateral, to the nearest cent
$77,727.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQVX0
g. Maturity date
2052-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$21,954,400.00
j. Value of collateral, to the nearest cent
$17,560,306.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QURY4
g. Maturity date
2039-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,292,048.00
j. Value of collateral, to the nearest cent
$2,822,624.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QUSA5
g. Maturity date
2054-03-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$55,102,656.00
j. Value of collateral, to the nearest cent
$50,624,079.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X8MU8
g. Maturity date
2050-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$750,876.00
j. Value of collateral, to the nearest cent
$468,184.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XA3D2
g. Maturity date
2051-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$32,809,320.00
j. Value of collateral, to the nearest cent
$17,796,974.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBPG9
g. Maturity date
2051-05-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$20,171,040.00
j. Value of collateral, to the nearest cent
$11,779,075.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XCAQ1
g. Maturity date
2051-06-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$92,383,744.00
j. Value of collateral, to the nearest cent
$58,937,449.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFMD0
g. Maturity date
2051-09-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,773,464.00
j. Value of collateral, to the nearest cent
$2,537,487.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGJS9
g. Maturity date
2051-11-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$7,783,800.00
j. Value of collateral, to the nearest cent
$5,033,520.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGXA2
g. Maturity date
2041-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$686,466.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLV47
g. Maturity date
2049-12-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,662,000.00
j. Value of collateral, to the nearest cent
$1,259,768.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XPKR9
g. Maturity date
2054-02-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,432,784.00
j. Value of collateral, to the nearest cent
$2,948,175.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418E5Q9
g. Maturity date
2054-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$391,218.00
j. Value of collateral, to the nearest cent
$329,310.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418ET75
g. Maturity date
2053-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$14,751,040.00
j. Value of collateral, to the nearest cent
$11,895,224.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426CY81
g. Maturity date
2055-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,958,447.00
j. Value of collateral, to the nearest cent
$5,141,843.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$252,000,000.00
b. Excluding the value of any sponsor support:
$252,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.98%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
BMO CAPITAL MARKETS MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
BMO CAPITAL MARKETS MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
0639925D9
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
0639925D9
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FHLB
e. LEI
N/A
f. The CUSIP
313385HY5
g. Maturity date
2025-07-10
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$995,000.00
j. Value of collateral, to the nearest cent
$990,094.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179YYY4
g. Maturity date
2054-06-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$194,455,131.00
j. Value of collateral, to the nearest cent
$141,809,905.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$140,000,000.00
b. Excluding the value of any sponsor support:
$140,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.10%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
BANK OF MONTREAL MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
BANK OF MONTREAL MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
0639956Q2
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
0639956Q2
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179Y4Z4
g. Maturity date
2054-07-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,719,148.00
j. Value of collateral, to the nearest cent
$1,169,303.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617FAA41
g. Maturity date
2037-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,406,184.00
j. Value of collateral, to the nearest cent
$1,199,776.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617FBPF8
g. Maturity date
2050-05-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,820,465.00
j. Value of collateral, to the nearest cent
$1,081,249.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617FMMY6
g. Maturity date
2049-07-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,802,250.00
j. Value of collateral, to the nearest cent
$1,216,556.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617FRF49
g. Maturity date
2049-01-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,599,717.00
j. Value of collateral, to the nearest cent
$1,386,462.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617W6E62
g. Maturity date
2037-02-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,869,118.00
j. Value of collateral, to the nearest cent
$1,444,189.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617W6FM6
g. Maturity date
2038-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,562,742.00
j. Value of collateral, to the nearest cent
$1,066,517.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617WJS93
g. Maturity date
2039-01-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,065,950.00
j. Value of collateral, to the nearest cent
$1,532,368.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617WYJ58
g. Maturity date
2064-01-15
h. Coupon
2.430000
Yield
0.00
i. The principal amount, to the nearest cent
$1,930,145.00
j. Value of collateral, to the nearest cent
$1,614,883.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617XCUF0
g. Maturity date
2050-06-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,999,385.00
j. Value of collateral, to the nearest cent
$1,123,511.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617XHRF3
g. Maturity date
2049-01-15
h. Coupon
3.300000
Yield
0.00
i. The principal amount, to the nearest cent
$2,091,433.00
j. Value of collateral, to the nearest cent
$1,660,705.97
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617YP3M5
g. Maturity date
2064-08-15
h. Coupon
5.700000
Yield
0.00
i. The principal amount, to the nearest cent
$1,398,135.00
j. Value of collateral, to the nearest cent
$1,449,734.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618A5EK5
g. Maturity date
2034-10-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,319,678.00
j. Value of collateral, to the nearest cent
$1,073,022.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618A86U6
g. Maturity date
2038-11-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,755,270.00
j. Value of collateral, to the nearest cent
$1,302,238.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618ABR36
g. Maturity date
2060-03-15
h. Coupon
5.450000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,537,501.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618ACLG1
g. Maturity date
2038-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,394,966.00
j. Value of collateral, to the nearest cent
$1,144,244.85
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AHTX5
g. Maturity date
2040-01-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,573,218.00
j. Value of collateral, to the nearest cent
$1,200,490.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AHU21
g. Maturity date
2049-08-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,705,951.00
j. Value of collateral, to the nearest cent
$964,363.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AWTY0
g. Maturity date
2040-04-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,729,120.00
j. Value of collateral, to the nearest cent
$1,343,688.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618B1KE0
g. Maturity date
2039-12-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,340,034.00
j. Value of collateral, to the nearest cent
$1,104,707.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618B33F2
g. Maturity date
2049-05-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,046,224.00
j. Value of collateral, to the nearest cent
$993,410.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618B3UC9
g. Maturity date
2038-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,891,700.00
j. Value of collateral, to the nearest cent
$1,344,906.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618B6HM5
g. Maturity date
2063-12-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,834,271.00
j. Value of collateral, to the nearest cent
$1,510,262.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BA4K4
g. Maturity date
2036-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,721,193.00
j. Value of collateral, to the nearest cent
$1,170,039.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BBBF5
g. Maturity date
2035-11-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,193,775.00
j. Value of collateral, to the nearest cent
$1,044,768.64
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BCVK0
g. Maturity date
2039-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,584,336.00
j. Value of collateral, to the nearest cent
$1,406,775.15
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BCWP8
g. Maturity date
2038-12-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,382,127.00
j. Value of collateral, to the nearest cent
$1,155,352.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BCWR4
g. Maturity date
2038-12-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,072,129.00
j. Value of collateral, to the nearest cent
$981,908.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BW3D3
g. Maturity date
2038-12-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,252,499.00
j. Value of collateral, to the nearest cent
$1,124,212.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BW4S9
g. Maturity date
2039-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,475,632.00
j. Value of collateral, to the nearest cent
$1,132,378.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BYGR4
g. Maturity date
2035-12-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,172,920.00
j. Value of collateral, to the nearest cent
$998,954.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618F82K7
g. Maturity date
2060-04-15
h. Coupon
5.440000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,517,361.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618FT4F0
g. Maturity date
2064-06-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,247,060.00
j. Value of collateral, to the nearest cent
$1,090,120.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618FT4M5
g. Maturity date
2064-06-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,397,298.00
j. Value of collateral, to the nearest cent
$1,431,555.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618G1ZE9
g. Maturity date
2063-12-20
h. Coupon
8.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,006,232.00
j. Value of collateral, to the nearest cent
$1,245,741.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GMYQ7
g. Maturity date
2039-10-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,407,055.00
j. Value of collateral, to the nearest cent
$1,295,738.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GYNP5
g. Maturity date
2060-02-15
h. Coupon
5.750000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,033,761.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GYNT7
g. Maturity date
2060-03-15
h. Coupon
5.720000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,038,911.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GYNU4
g. Maturity date
2060-03-15
h. Coupon
5.720000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,047,849.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HJ4Q6
g. Maturity date
2066-03-15
h. Coupon
5.800000
Yield
0.00
i. The principal amount, to the nearest cent
$1,217,881.00
j. Value of collateral, to the nearest cent
$1,273,795.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HM6U8
g. Maturity date
2066-11-15
h. Coupon
5.600000
Yield
0.00
i. The principal amount, to the nearest cent
$1,620,045.00
j. Value of collateral, to the nearest cent
$1,645,724.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HM7F0
g. Maturity date
2067-02-15
h. Coupon
5.320000
Yield
0.00
i. The principal amount, to the nearest cent
$1,319,010.00
j. Value of collateral, to the nearest cent
$1,311,332.77
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HMCT4
g. Maturity date
2064-05-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,425,966.00
j. Value of collateral, to the nearest cent
$1,334,303.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HNA72
g. Maturity date
2060-03-15
h. Coupon
5.650000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,028,785.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HNBM8
g. Maturity date
2060-05-15
h. Coupon
5.590000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,536,849.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HNBR7
g. Maturity date
2060-05-15
h. Coupon
5.530000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,541,219.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HPC42
g. Maturity date
2064-06-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,012,653.00
j. Value of collateral, to the nearest cent
$1,169,995.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HTAJ3
g. Maturity date
2041-05-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,398,275.00
j. Value of collateral, to the nearest cent
$1,327,905.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HUV57
g. Maturity date
2050-01-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,755,260.00
j. Value of collateral, to the nearest cent
$1,395,206.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HXF34
g. Maturity date
2067-01-15
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$988,881.00
j. Value of collateral, to the nearest cent
$985,922.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J17A5
g. Maturity date
2060-04-15
h. Coupon
5.400000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,514,583.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J17F4
g. Maturity date
2067-04-15
h. Coupon
6.050000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,018,067.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J1MA8
g. Maturity date
2053-03-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,427,624.00
j. Value of collateral, to the nearest cent
$1,503,281.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J7EX4
g. Maturity date
2064-09-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,028,043.00
j. Value of collateral, to the nearest cent
$1,060,981.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JBLF6
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,312,780.00
j. Value of collateral, to the nearest cent
$1,344,166.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JMGE1
g. Maturity date
2064-01-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,395,661.00
j. Value of collateral, to the nearest cent
$1,435,607.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JPH45
g. Maturity date
2042-12-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,154,240.00
j. Value of collateral, to the nearest cent
$1,009,114.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JPH60
g. Maturity date
2041-10-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,055,013.00
j. Value of collateral, to the nearest cent
$1,017,596.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JQJC3
g. Maturity date
2060-05-15
h. Coupon
5.420000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,528,941.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JS5L4
g. Maturity date
2060-04-15
h. Coupon
5.660000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,030,517.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JS5P5
g. Maturity date
2060-04-15
h. Coupon
5.350000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,007,471.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JS5S9
g. Maturity date
2055-04-15
h. Coupon
5.630000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,548,349.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JUCU1
g. Maturity date
2067-04-15
h. Coupon
5.050000
Yield
0.00
i. The principal amount, to the nearest cent
$1,186,054.00
j. Value of collateral, to the nearest cent
$1,112,573.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JVNS2
g. Maturity date
2060-05-15
h. Coupon
5.650000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,543,539.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K2J91
g. Maturity date
2060-04-15
h. Coupon
5.210000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,000,304.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K5HY1
g. Maturity date
2065-01-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,293,253.00
j. Value of collateral, to the nearest cent
$1,121,647.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K5HZ8
g. Maturity date
2065-01-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,682,634.00
j. Value of collateral, to the nearest cent
$1,517,566.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K95F7
g. Maturity date
2060-02-15
h. Coupon
5.880000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,564,299.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K95Z3
g. Maturity date
2060-04-15
h. Coupon
5.990000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,588,448.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KCEL7
g. Maturity date
2049-05-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,113,812.00
j. Value of collateral, to the nearest cent
$982,303.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KCHG5
g. Maturity date
2048-06-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,239,164.00
j. Value of collateral, to the nearest cent
$1,095,034.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KCU88
g. Maturity date
2065-03-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,103,068.00
j. Value of collateral, to the nearest cent
$1,113,261.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KDR72
g. Maturity date
2064-12-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,384,140.00
j. Value of collateral, to the nearest cent
$1,332,783.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KDXE0
g. Maturity date
2065-03-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,153,639.00
j. Value of collateral, to the nearest cent
$1,042,165.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KDXF7
g. Maturity date
2065-03-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,695,790.00
j. Value of collateral, to the nearest cent
$1,634,724.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KEWB5
g. Maturity date
2065-03-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,909,950.00
j. Value of collateral, to the nearest cent
$1,659,281.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KGMS4
g. Maturity date
2065-01-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,092,294.00
j. Value of collateral, to the nearest cent
$985,170.96
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KKAL3
g. Maturity date
2065-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,023,349.00
j. Value of collateral, to the nearest cent
$1,032,254.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KKBA6
g. Maturity date
2065-02-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,030,980.00
j. Value of collateral, to the nearest cent
$1,058,886.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KMJ89
g. Maturity date
2065-03-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,387,351.00
j. Value of collateral, to the nearest cent
$1,400,177.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KMKW4
g. Maturity date
2065-03-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,618,398.00
j. Value of collateral, to the nearest cent
$1,657,752.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KMUB9
g. Maturity date
2065-05-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,327,247.00
j. Value of collateral, to the nearest cent
$1,340,103.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KNDA8
g. Maturity date
2065-04-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,020,164.00
j. Value of collateral, to the nearest cent
$1,044,587.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KQNV4
g. Maturity date
2065-04-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,101,022.00
j. Value of collateral, to the nearest cent
$1,127,795.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KR5B6
g. Maturity date
2065-04-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$999,015.00
j. Value of collateral, to the nearest cent
$1,027,166.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRQ56
g. Maturity date
2049-10-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,117,634.00
j. Value of collateral, to the nearest cent
$1,026,502.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRSB1
g. Maturity date
2065-03-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$968,890.00
j. Value of collateral, to the nearest cent
$996,192.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRTB0
g. Maturity date
2065-03-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$997,016.00
j. Value of collateral, to the nearest cent
$1,006,673.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRTJ3
g. Maturity date
2065-04-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,559,007.00
j. Value of collateral, to the nearest cent
$1,596,917.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRUD4
g. Maturity date
2065-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,010,327.00
j. Value of collateral, to the nearest cent
$1,020,113.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRUR3
g. Maturity date
2065-02-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,596,581.00
j. Value of collateral, to the nearest cent
$1,612,046.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRVA9
g. Maturity date
2053-12-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,197,258.00
j. Value of collateral, to the nearest cent
$1,264,679.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KRVS0
g. Maturity date
2049-11-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,248,359.00
j. Value of collateral, to the nearest cent
$1,108,548.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KUCG0
g. Maturity date
2065-04-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,484,913.00
j. Value of collateral, to the nearest cent
$1,526,756.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KV4G7
g. Maturity date
2065-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,437,868.00
j. Value of collateral, to the nearest cent
$1,451,795.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KVUG8
g. Maturity date
2065-05-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,096,712.00
j. Value of collateral, to the nearest cent
$1,107,335.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KWJG9
g. Maturity date
2065-05-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,411,285.00
j. Value of collateral, to the nearest cent
$1,424,955.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KYKL2
g. Maturity date
2065-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,046,274.00
j. Value of collateral, to the nearest cent
$1,056,407.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618L0YX4
g. Maturity date
2065-05-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,198,482.00
j. Value of collateral, to the nearest cent
$1,232,253.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618L1U73
g. Maturity date
2055-10-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,446,872.00
j. Value of collateral, to the nearest cent
$1,432,085.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NJ6W4
g. Maturity date
2051-08-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,635,009.00
j. Value of collateral, to the nearest cent
$1,445,433.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NKAG1
g. Maturity date
2065-03-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,019,989.00
j. Value of collateral, to the nearest cent
$1,029,420.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NKAV8
g. Maturity date
2050-02-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,285,321.00
j. Value of collateral, to the nearest cent
$1,135,125.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRBK6
g. Maturity date
2065-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,611,542.00
j. Value of collateral, to the nearest cent
$1,626,429.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRGL9
g. Maturity date
2060-04-15
h. Coupon
5.640000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,539,511.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRGN5
g. Maturity date
2060-04-15
h. Coupon
5.730000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$1,029,336.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRGP0
g. Maturity date
2060-05-15
h. Coupon
5.690000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,548,003.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRGW5
g. Maturity date
2049-07-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,565,871.00
j. Value of collateral, to the nearest cent
$1,438,094.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRHS3
g. Maturity date
2049-09-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,256,347.00
j. Value of collateral, to the nearest cent
$1,112,693.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRVS7
g. Maturity date
2065-03-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,155,116.00
j. Value of collateral, to the nearest cent
$1,043,497.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NTVQ7
g. Maturity date
2065-05-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,079,821.00
j. Value of collateral, to the nearest cent
$1,090,280.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NTWC7
g. Maturity date
2065-05-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,167,152.00
j. Value of collateral, to the nearest cent
$1,195,534.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NTWD5
g. Maturity date
2065-05-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$787,614.00
j. Value of collateral, to the nearest cent
$809,808.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NTYF8
g. Maturity date
2065-04-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,134,900.00
j. Value of collateral, to the nearest cent
$1,162,497.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$140,000,000.00
b. Excluding the value of any sponsor support:
$140,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.10%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
CANADIAN IMPERIAL BANK NY REPO REPO 4.3500 20250602
Item C.2. The title of the issue
CANADIAN IMPERIAL BANK NY REPO REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
1360983J7
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
1360983J7
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810QZ4
g. Maturity date
2043-02-15
h. Coupon
3.125000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$79.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CAE1
g. Maturity date
2030-08-15
h. Coupon
0.625000
Yield
0.00
i. The principal amount, to the nearest cent
$21,165,800.00
j. Value of collateral, to the nearest cent
$17,860,857.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CEP2
g. Maturity date
2032-05-15
h. Coupon
2.875000
Yield
0.00
i. The principal amount, to the nearest cent
$23,556,500.00
j. Value of collateral, to the nearest cent
$21,734,943.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DMX91
g. Maturity date
2051-10-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,643.00
j. Value of collateral, to the nearest cent
$5,197.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DSF56
g. Maturity date
2054-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,075.00
j. Value of collateral, to the nearest cent
$1,810.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DTAJ9
g. Maturity date
2054-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,684,993.00
j. Value of collateral, to the nearest cent
$2,537,153.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DTVL1
g. Maturity date
2053-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,714,012.00
j. Value of collateral, to the nearest cent
$3,501,743.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DU6R3
g. Maturity date
2053-07-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,048.00
j. Value of collateral, to the nearest cent
$1,920.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DUAC1
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,027.00
j. Value of collateral, to the nearest cent
$969.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWAD5
g. Maturity date
2050-11-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,478.00
j. Value of collateral, to the nearest cent
$2,411.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWF57
g. Maturity date
2053-01-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$22,023,947.00
j. Value of collateral, to the nearest cent
$18,161,140.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWMX8
g. Maturity date
2054-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,867.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWPV9
g. Maturity date
2055-05-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,981.00
j. Value of collateral, to the nearest cent
$3,042.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0RE4
g. Maturity date
2053-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$39,813,063.00
j. Value of collateral, to the nearest cent
$36,107,098.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132Y2M45
g. Maturity date
2048-09-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$8,539,335.00
j. Value of collateral, to the nearest cent
$1,487,089.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133AEFH2
g. Maturity date
2051-01-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$11,066,016.00
j. Value of collateral, to the nearest cent
$6,299,810.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BMXW0
g. Maturity date
2052-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,061.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BUXY8
g. Maturity date
2053-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,397,893.00
j. Value of collateral, to the nearest cent
$862,063.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133C7EQ6
g. Maturity date
2053-07-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,001.00
j. Value of collateral, to the nearest cent
$6,186.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CJUT6
g. Maturity date
2053-12-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,000.00
j. Value of collateral, to the nearest cent
$8,423.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CLBF2
g. Maturity date
2053-12-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$8,002.00
j. Value of collateral, to the nearest cent
$6,900.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CQLM5
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$11,018.00
j. Value of collateral, to the nearest cent
$10,592.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CTLM9
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,010.00
j. Value of collateral, to the nearest cent
$8,722.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CTQ69
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000.00
j. Value of collateral, to the nearest cent
$9,252.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CUMC7
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$747,272.00
j. Value of collateral, to the nearest cent
$718,398.85
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CUYC4
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000.00
j. Value of collateral, to the nearest cent
$8,974.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CVP99
g. Maturity date
2054-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,700,566.00
j. Value of collateral, to the nearest cent
$1,388,268.29
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133D0DH1
g. Maturity date
2054-11-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,001.00
j. Value of collateral, to the nearest cent
$10,422.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KMJZ9
g. Maturity date
2051-08-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$31,104,256.00
j. Value of collateral, to the nearest cent
$19,232,424.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KMQG3
g. Maturity date
2051-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,844,500.00
j. Value of collateral, to the nearest cent
$4,231,162.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133W7WL5
g. Maturity date
2054-03-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,001.00
j. Value of collateral, to the nearest cent
$8,788.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133W9BU4
g. Maturity date
2054-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$13,000.00
j. Value of collateral, to the nearest cent
$12,654.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WB4W3
g. Maturity date
2054-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,000.00
j. Value of collateral, to the nearest cent
$6,048.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WC3J1
g. Maturity date
2054-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,000.00
j. Value of collateral, to the nearest cent
$6,043.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WDG71
g. Maturity date
2054-05-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,009,907.00
j. Value of collateral, to the nearest cent
$778,881.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WDZ62
g. Maturity date
2054-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,001.00
j. Value of collateral, to the nearest cent
$9,146.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WEME7
g. Maturity date
2054-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$10,003.00
j. Value of collateral, to the nearest cent
$10,208.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WG5H4
g. Maturity date
2054-07-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,001.00
j. Value of collateral, to the nearest cent
$5,737.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WGF75
g. Maturity date
2054-06-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,001.00
j. Value of collateral, to the nearest cent
$12,399.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138LNB26
g. Maturity date
2028-05-01
h. Coupon
3.330000
Yield
0.00
i. The principal amount, to the nearest cent
$1,010.00
j. Value of collateral, to the nearest cent
$862.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A5EV6
g. Maturity date
2053-12-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$7,002.00
j. Value of collateral, to the nearest cent
$5,647.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A6Q90
g. Maturity date
2053-12-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,001.00
j. Value of collateral, to the nearest cent
$8,583.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A6ZJ8
g. Maturity date
2054-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,928,951.00
j. Value of collateral, to the nearest cent
$1,162,947.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A8QY1
g. Maturity date
2054-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,000.00
j. Value of collateral, to the nearest cent
$9,373.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ACPS6
g. Maturity date
2054-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,000.00
j. Value of collateral, to the nearest cent
$7,904.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AF4T0
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,218,079.00
j. Value of collateral, to the nearest cent
$1,214,007.28
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AFPF7
g. Maturity date
2054-07-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$2,060.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AG4B7
g. Maturity date
2054-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,010,188.00
j. Value of collateral, to the nearest cent
$1,004,436.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AGVJ0
g. Maturity date
2054-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,009.00
j. Value of collateral, to the nearest cent
$1,946.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AH2D3
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,000.00
j. Value of collateral, to the nearest cent
$6,929.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AHLQ3
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,079,802.00
j. Value of collateral, to the nearest cent
$959,703.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AHYV8
g. Maturity date
2054-08-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,273,998.00
j. Value of collateral, to the nearest cent
$1,109,156.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AHZM7
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,308,038.00
j. Value of collateral, to the nearest cent
$1,331,713.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AJLG1
g. Maturity date
2054-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000.00
j. Value of collateral, to the nearest cent
$9,908.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AJY85
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,308,865.00
j. Value of collateral, to the nearest cent
$1,211,623.32
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AJZ35
g. Maturity date
2054-07-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,003.00
j. Value of collateral, to the nearest cent
$8,300.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AK6T7
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,067,304.00
j. Value of collateral, to the nearest cent
$1,104,064.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AK7E9
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,093,726.00
j. Value of collateral, to the nearest cent
$1,140,703.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AKRW7
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,001.00
j. Value of collateral, to the nearest cent
$12,390.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AKTU9
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,054,775.00
j. Value of collateral, to the nearest cent
$1,096,558.15
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AM3F6
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,097,975.00
j. Value of collateral, to the nearest cent
$1,135,532.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AMBZ3
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$11,000.00
j. Value of collateral, to the nearest cent
$10,222.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AMEG2
g. Maturity date
2054-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$110,236.00
j. Value of collateral, to the nearest cent
$114,827.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AMM57
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,022.00
j. Value of collateral, to the nearest cent
$4,147.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AMN56
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,099,788.00
j. Value of collateral, to the nearest cent
$897,509.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AMVD0
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,141,742.00
j. Value of collateral, to the nearest cent
$1,135,521.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ANSC4
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,000.00
j. Value of collateral, to the nearest cent
$4,128.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ANUK3
g. Maturity date
2054-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$739,991.00
j. Value of collateral, to the nearest cent
$659,066.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ANW70
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,094,185.00
j. Value of collateral, to the nearest cent
$1,090,584.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140APP32
g. Maturity date
2054-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,048,495.00
j. Value of collateral, to the nearest cent
$1,040,788.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQ6F4
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,000.00
j. Value of collateral, to the nearest cent
$2,993.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQGJ5
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,001.00
j. Value of collateral, to the nearest cent
$12,174.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQGS5
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,013.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQKP6
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,382,611.00
j. Value of collateral, to the nearest cent
$1,243,403.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ASMQ8
g. Maturity date
2054-10-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$10,003.00
j. Value of collateral, to the nearest cent
$10,554.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ASQX9
g. Maturity date
2054-11-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,163.00
j. Value of collateral, to the nearest cent
$3,923.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ASSU3
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,000.00
j. Value of collateral, to the nearest cent
$2,658.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ASU48
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,003.00
j. Value of collateral, to the nearest cent
$10,904.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ASVR6
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,112,553.00
j. Value of collateral, to the nearest cent
$1,107,241.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AU4P5
g. Maturity date
2054-12-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$533,452.00
j. Value of collateral, to the nearest cent
$518,926.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AUAW3
g. Maturity date
2054-12-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,000.00
j. Value of collateral, to the nearest cent
$12,232.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AUJ87
g. Maturity date
2054-11-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,000.00
j. Value of collateral, to the nearest cent
$6,271.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AUWU3
g. Maturity date
2054-11-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,010.00
j. Value of collateral, to the nearest cent
$6,291.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AVGC9
g. Maturity date
2054-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,001.00
j. Value of collateral, to the nearest cent
$11,027.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AVW72
g. Maturity date
2055-01-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$2,042.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B4GG9
g. Maturity date
2055-03-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,985.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B4T42
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,002.00
j. Value of collateral, to the nearest cent
$4,570.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B4UD0
g. Maturity date
2055-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$130,652.00
j. Value of collateral, to the nearest cent
$134,106.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B5P68
g. Maturity date
2055-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,001.00
j. Value of collateral, to the nearest cent
$5,121.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B67F6
g. Maturity date
2055-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,000.00
j. Value of collateral, to the nearest cent
$4,086.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6T39
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,000.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B7BN2
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,082.00
j. Value of collateral, to the nearest cent
$4,071.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B7EN9
g. Maturity date
2055-03-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,496,426.00
j. Value of collateral, to the nearest cent
$2,631,683.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B7SH7
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$810,581.00
j. Value of collateral, to the nearest cent
$809,204.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B82C4
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,745.00
j. Value of collateral, to the nearest cent
$3,895.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B8TR2
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,003.00
j. Value of collateral, to the nearest cent
$5,995.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BCK76
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,000.00
j. Value of collateral, to the nearest cent
$13,246.25
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140HVVK7
g. Maturity date
2029-10-01
h. Coupon
2.430000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$884.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140J7SQ9
g. Maturity date
2032-10-01
h. Coupon
3.450000
Yield
0.00
i. The principal amount, to the nearest cent
$1,908.00
j. Value of collateral, to the nearest cent
$1,702.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140JASD1
g. Maturity date
2046-11-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,715,000.00
j. Value of collateral, to the nearest cent
$2,989,716.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140JBW77
g. Maturity date
2032-07-01
h. Coupon
3.780000
Yield
0.00
i. The principal amount, to the nearest cent
$1,807.00
j. Value of collateral, to the nearest cent
$795.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140JBZB5
g. Maturity date
2032-08-01
h. Coupon
1.755000
Yield
0.00
i. The principal amount, to the nearest cent
$2,025.00
j. Value of collateral, to the nearest cent
$1,702.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140L04E4
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$19,728,707.00
j. Value of collateral, to the nearest cent
$11,873,892.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LBCE1
g. Maturity date
2031-02-01
h. Coupon
1.340000
Yield
0.00
i. The principal amount, to the nearest cent
$14,879.00
j. Value of collateral, to the nearest cent
$12,384.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LBDR1
g. Maturity date
2031-02-01
h. Coupon
1.290000
Yield
0.00
i. The principal amount, to the nearest cent
$267,332.00
j. Value of collateral, to the nearest cent
$205,512.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LFWC4
g. Maturity date
2029-04-01
h. Coupon
2.370000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$884.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LJMV5
g. Maturity date
2030-12-01
h. Coupon
4.590000
Yield
0.00
i. The principal amount, to the nearest cent
$4,434.00
j. Value of collateral, to the nearest cent
$4,356.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LKVX8
g. Maturity date
2030-06-01
h. Coupon
4.380000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,000.32
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M55K7
g. Maturity date
2054-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,001.00
j. Value of collateral, to the nearest cent
$4,776.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M5WT8
g. Maturity date
2053-11-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000.00
j. Value of collateral, to the nearest cent
$6,819.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M6NF6
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,908.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M6PS6
g. Maturity date
2054-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$2,045.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M6R47
g. Maturity date
2054-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$10,080.00
j. Value of collateral, to the nearest cent
$9,480.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MLRE2
g. Maturity date
2052-08-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,000.00
j. Value of collateral, to the nearest cent
$8,064.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MXQT4
g. Maturity date
2052-08-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,311,413.00
j. Value of collateral, to the nearest cent
$1,568,393.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N16A6
g. Maturity date
2052-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$763,593.00
j. Value of collateral, to the nearest cent
$507,792.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N1W33
g. Maturity date
2052-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,252,133.00
j. Value of collateral, to the nearest cent
$931,887.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N1WA7
g. Maturity date
2052-10-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,648.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N2PZ8
g. Maturity date
2052-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,044,137.00
j. Value of collateral, to the nearest cent
$898,804.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N2U58
g. Maturity date
2052-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,218,798.00
j. Value of collateral, to the nearest cent
$958,432.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N4SK4
g. Maturity date
2052-10-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,611.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NBDX6
g. Maturity date
2053-02-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,225,422.00
j. Value of collateral, to the nearest cent
$906,857.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NBJ36
g. Maturity date
2053-03-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,275,146.00
j. Value of collateral, to the nearest cent
$1,004,446.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NCPL7
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,001.00
j. Value of collateral, to the nearest cent
$8,801.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NCS83
g. Maturity date
2053-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,003.00
j. Value of collateral, to the nearest cent
$7,661.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ND5C7
g. Maturity date
2053-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,737.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NDT98
g. Maturity date
2053-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,002.00
j. Value of collateral, to the nearest cent
$7,589.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NETH8
g. Maturity date
2053-03-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,323,416.00
j. Value of collateral, to the nearest cent
$1,006,304.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NETM7
g. Maturity date
2053-03-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,000.00
j. Value of collateral, to the nearest cent
$4,594.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NGDH0
g. Maturity date
2053-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,144,875.00
j. Value of collateral, to the nearest cent
$1,103,479.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NGQA1
g. Maturity date
2053-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,993.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NHEY0
g. Maturity date
2053-04-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,055,245.00
j. Value of collateral, to the nearest cent
$871,943.31
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NJDJ0
g. Maturity date
2053-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,104,053.00
j. Value of collateral, to the nearest cent
$1,073,773.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NKRC7
g. Maturity date
2053-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$287,450.00
j. Value of collateral, to the nearest cent
$226,524.97
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NLWH8
g. Maturity date
2053-06-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,038,576.00
j. Value of collateral, to the nearest cent
$927,283.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NMYS0
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,000.00
j. Value of collateral, to the nearest cent
$4,150.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NN5E1
g. Maturity date
2053-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,077,200.00
j. Value of collateral, to the nearest cent
$930,877.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NN6E0
g. Maturity date
2053-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,010.00
j. Value of collateral, to the nearest cent
$2,981.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NPX47
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,001.00
j. Value of collateral, to the nearest cent
$6,821.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NWTT2
g. Maturity date
2030-01-01
h. Coupon
4.470000
Yield
0.00
i. The principal amount, to the nearest cent
$1,026.00
j. Value of collateral, to the nearest cent
$1,032.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKVG0
g. Maturity date
2051-05-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,761.00
j. Value of collateral, to the nearest cent
$3,918.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLD60
g. Maturity date
2051-07-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,113.00
j. Value of collateral, to the nearest cent
$1,286.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLGW0
g. Maturity date
2051-07-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,187.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLWN2
g. Maturity date
2051-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,292.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QMN59
g. Maturity date
2051-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,341.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNDK5
g. Maturity date
2052-02-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,075.00
j. Value of collateral, to the nearest cent
$701.32
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNT77
g. Maturity date
2052-04-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$50,000,000.00
j. Value of collateral, to the nearest cent
$36,678,347.31
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPLJ4
g. Maturity date
2052-05-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$817.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQUT0
g. Maturity date
2052-11-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,384.00
j. Value of collateral, to the nearest cent
$3,351.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTVE6
g. Maturity date
2054-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$926,332.00
j. Value of collateral, to the nearest cent
$795,584.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QVQE7
g. Maturity date
2054-11-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,851,293.00
j. Value of collateral, to the nearest cent
$9,973,308.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X7WT2
g. Maturity date
2050-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,256,000.00
j. Value of collateral, to the nearest cent
$1,105,488.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBRV4
g. Maturity date
2048-11-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,960,410.00
j. Value of collateral, to the nearest cent
$4,698,068.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJL68
g. Maturity date
2052-10-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$821.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XMUA2
g. Maturity date
2053-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,632.00
j. Value of collateral, to the nearest cent
$5,049.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XNWC4
g. Maturity date
2053-12-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$19,581.00
j. Value of collateral, to the nearest cent
$16,195.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XNWV2
g. Maturity date
2054-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$89,195.00
j. Value of collateral, to the nearest cent
$78,217.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XPDA4
g. Maturity date
2052-03-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$427,510.00
j. Value of collateral, to the nearest cent
$344,002.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XQER4
g. Maturity date
2054-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$409,062.00
j. Value of collateral, to the nearest cent
$379,211.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XQF93
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$59,097,125.00
j. Value of collateral, to the nearest cent
$54,191,606.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418E5A4
g. Maturity date
2044-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,867,246.00
j. Value of collateral, to the nearest cent
$2,566,839.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418FKR7
g. Maturity date
2055-05-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$7,452,741.00
j. Value of collateral, to the nearest cent
$7,708,081.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31425VK93
g. Maturity date
2054-12-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,001.00
j. Value of collateral, to the nearest cent
$9,059.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31425W2L4
g. Maturity date
2054-12-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,001.00
j. Value of collateral, to the nearest cent
$8,518.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31425WNX5
g. Maturity date
2055-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,001.00
j. Value of collateral, to the nearest cent
$6,965.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426A7D4
g. Maturity date
2055-02-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,776.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426A7F9
g. Maturity date
2055-02-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$2,116.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426BTS5
g. Maturity date
2055-02-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,051.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426C5C4
g. Maturity date
2055-03-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,009,666.00
j. Value of collateral, to the nearest cent
$1,070,993.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426DL26
g. Maturity date
2055-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,034.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426FQY6
g. Maturity date
2055-02-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,394,744.00
j. Value of collateral, to the nearest cent
$1,436,695.64
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426G6C4
g. Maturity date
2055-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,000.00
j. Value of collateral, to the nearest cent
$9,362.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426GBS3
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$989.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426GGH2
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$991.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426JR68
g. Maturity date
2055-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,002.00
j. Value of collateral, to the nearest cent
$12,479.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426NQ45
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$2,028.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426NQY9
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,104.00
j. Value of collateral, to the nearest cent
$11,555.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426NTZ3
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,000.00
j. Value of collateral, to the nearest cent
$9,146.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426NUD0
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,000.00
j. Value of collateral, to the nearest cent
$9,157.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GQSA1
g. Maturity date
2053-12-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,709.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GRK82
g. Maturity date
2054-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$673,088.00
j. Value of collateral, to the nearest cent
$656,483.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GSE46
g. Maturity date
2054-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$21,795,493.00
j. Value of collateral, to the nearest cent
$20,715,944.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W2V9
g. Maturity date
2052-04-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$680.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617MTJB7
g. Maturity date
2050-03-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,096.00
j. Value of collateral, to the nearest cent
$1,196.85
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617QACD7
g. Maturity date
2050-09-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$81.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617UNSR6
g. Maturity date
2051-02-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,001.00
j. Value of collateral, to the nearest cent
$511.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AGUN7
g. Maturity date
2053-04-15
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,001.00
j. Value of collateral, to the nearest cent
$1,053.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AGUZ0
g. Maturity date
2053-06-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,005.00
j. Value of collateral, to the nearest cent
$1,000.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AP4A4
g. Maturity date
2053-06-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,420.00
j. Value of collateral, to the nearest cent
$5,010.74
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AW2E3
g. Maturity date
2053-07-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$801.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AWXV1
g. Maturity date
2053-06-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$832.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AWYM0
g. Maturity date
2053-06-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$913.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AWYN8
g. Maturity date
2053-07-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,010.00
j. Value of collateral, to the nearest cent
$2,773.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618AXT51
g. Maturity date
2053-01-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,010.00
j. Value of collateral, to the nearest cent
$5,509.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BMG58
g. Maturity date
2053-06-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$891.28
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BMG82
g. Maturity date
2053-06-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$996.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BPXQ6
g. Maturity date
2053-05-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500.00
j. Value of collateral, to the nearest cent
$1,587.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BPZ76
g. Maturity date
2053-06-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,048.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BRV50
g. Maturity date
2053-11-20
h. Coupon
8.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,027.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BTGT1
g. Maturity date
2053-06-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$477.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BVFE0
g. Maturity date
2053-07-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$802.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618BWWX7
g. Maturity date
2053-06-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$832.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618F26E0
g. Maturity date
2053-09-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,058.00
j. Value of collateral, to the nearest cent
$2,027.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618F3GL1
g. Maturity date
2053-04-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,004.00
j. Value of collateral, to the nearest cent
$975.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618F5VK1
g. Maturity date
2053-07-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,002.00
j. Value of collateral, to the nearest cent
$6,001.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618FATX5
g. Maturity date
2053-07-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$513.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GCT77
g. Maturity date
2054-07-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$1,045.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GCUA8
g. Maturity date
2054-06-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$1,070.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GR7G8
g. Maturity date
2054-02-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$932.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618H0M20
g. Maturity date
2054-09-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,041.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HKES8
g. Maturity date
2054-05-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,076.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HKEY5
g. Maturity date
2054-06-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,050.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HT7J7
g. Maturity date
2054-07-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,186.00
j. Value of collateral, to the nearest cent
$13,375.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HX4S1
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,949.00
j. Value of collateral, to the nearest cent
$4,567.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HX5D3
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,050.00
j. Value of collateral, to the nearest cent
$4,151.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HX5Y7
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,080.00
j. Value of collateral, to the nearest cent
$2,681.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HYAD5
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$829.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HYAH6
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,024.00
j. Value of collateral, to the nearest cent
$3,013.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HYBA0
g. Maturity date
2064-08-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$894.28
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J3EH8
g. Maturity date
2054-10-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,084.00
j. Value of collateral, to the nearest cent
$1,104.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J5L93
g. Maturity date
2054-07-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,610.00
j. Value of collateral, to the nearest cent
$1,701.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618J8WX2
g. Maturity date
2054-09-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$1,022.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JBRN3
g. Maturity date
2054-10-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,015.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JDUY1
g. Maturity date
2054-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,023.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JDXD4
g. Maturity date
2054-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,029.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JDYR2
g. Maturity date
2055-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,026.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JDYS0
g. Maturity date
2055-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,005.00
j. Value of collateral, to the nearest cent
$4,111.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JGA59
g. Maturity date
2054-10-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,002.00
j. Value of collateral, to the nearest cent
$5,093.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JHS58
g. Maturity date
2054-10-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,018.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JNWT8
g. Maturity date
2054-10-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,017.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JPBY5
g. Maturity date
2054-10-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,000.00
j. Value of collateral, to the nearest cent
$4,070.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JYR86
g. Maturity date
2054-12-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,026.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JYRB9
g. Maturity date
2054-11-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$14,000.00
j. Value of collateral, to the nearest cent
$14,225.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K0XE8
g. Maturity date
2054-10-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$1,076.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K0XP3
g. Maturity date
2054-11-20
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,068.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K4DL6
g. Maturity date
2055-01-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,005.00
j. Value of collateral, to the nearest cent
$5,035.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618K4DM4
g. Maturity date
2055-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,042.00
j. Value of collateral, to the nearest cent
$5,182.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KE2H5
g. Maturity date
2055-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$477,924.00
j. Value of collateral, to the nearest cent
$489,669.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618KE3E1
g. Maturity date
2055-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,028.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618N5C23
g. Maturity date
2054-12-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$73,436,057.00
j. Value of collateral, to the nearest cent
$64,695,277.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NPRX5
g. Maturity date
2065-03-20
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,284.00
j. Value of collateral, to the nearest cent
$2,347.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797PM3
g. Maturity date
2026-02-19
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$17,801,000.00
j. Value of collateral, to the nearest cent
$17,280,552.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797PP6
g. Maturity date
2025-08-21
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$10,413,400.00
j. Value of collateral, to the nearest cent
$10,315,576.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810RH3
g. Maturity date
2044-08-15
h. Coupon
3.125000
Yield
0.00
i. The principal amount, to the nearest cent
$295,000.00
j. Value of collateral, to the nearest cent
$230,165.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810SY5
g. Maturity date
2041-05-15
h. Coupon
2.250000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$71.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810TF5
g. Maturity date
2042-02-15
h. Coupon
2.375000
Yield
0.00
i. The principal amount, to the nearest cent
$1,617,500.00
j. Value of collateral, to the nearest cent
$1,162,644.77
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810TW8
g. Maturity date
2043-11-15
h. Coupon
4.750000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$98.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810UF3
g. Maturity date
2044-11-15
h. Coupon
4.625000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$96.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810UG1
g. Maturity date
2055-02-15
h. Coupon
4.625000
Yield
0.00
i. The principal amount, to the nearest cent
$200.00
j. Value of collateral, to the nearest cent
$193.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912828N71
g. Maturity date
2026-01-15
h. Coupon
0.625000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$134.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CDY4
g. Maturity date
2032-02-15
h. Coupon
1.875000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$87.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CFJ5
g. Maturity date
2029-08-31
h. Coupon
3.125000
Yield
0.00
i. The principal amount, to the nearest cent
$34,020,000.00
j. Value of collateral, to the nearest cent
$33,192,687.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CHD6
g. Maturity date
2025-05-31
h. Coupon
4.250000
Yield
0.00
i. The principal amount, to the nearest cent
$400.00
j. Value of collateral, to the nearest cent
$408.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CKF7
g. Maturity date
2031-03-31
h. Coupon
4.125000
Yield
0.00
i. The principal amount, to the nearest cent
$4,892,500.00
j. Value of collateral, to the nearest cent
$4,937,771.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLP4
g. Maturity date
2026-09-30
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$99.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLV1
g. Maturity date
2029-10-15
h. Coupon
1.625000
Yield
0.00
i. The principal amount, to the nearest cent
$800.00
j. Value of collateral, to the nearest cent
$821.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLW9
g. Maturity date
2034-11-15
h. Coupon
4.250000
Yield
0.00
i. The principal amount, to the nearest cent
$10,215,700.00
j. Value of collateral, to the nearest cent
$10,127,082.25
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CMD0
g. Maturity date
2029-12-31
h. Coupon
4.375000
Yield
0.00
i. The principal amount, to the nearest cent
$34,768,400.00
j. Value of collateral, to the nearest cent
$35,988,021.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CMY4
g. Maturity date
2027-04-30
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$200.00
j. Value of collateral, to the nearest cent
$199.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CMZ1
g. Maturity date
2030-04-30
h. Coupon
3.875000
Yield
0.00
i. The principal amount, to the nearest cent
$300.00
j. Value of collateral, to the nearest cent
$299.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CNA5
g. Maturity date
2032-04-30
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$59,100.00
j. Value of collateral, to the nearest cent
$58,680.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CNC1
g. Maturity date
2035-05-15
h. Coupon
4.250000
Yield
0.00
i. The principal amount, to the nearest cent
$5,783,700.00
j. Value of collateral, to the nearest cent
$5,724,129.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$504,000,000.00
b. Excluding the value of any sponsor support:
$504,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.96%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
1729917B1
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
1729917B1
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132AEQW9
g. Maturity date
2048-05-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$39,104,602.00
j. Value of collateral, to the nearest cent
$26,530,631.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV3P8
g. Maturity date
2049-08-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$173,302,905.00
j. Value of collateral, to the nearest cent
$18,003,314.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWKN2
g. Maturity date
2054-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$36,500,168.00
j. Value of collateral, to the nearest cent
$32,050,488.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWN90
g. Maturity date
2055-03-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$31,911,716.00
j. Value of collateral, to the nearest cent
$31,222,263.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0BB7
g. Maturity date
2049-02-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$35,273,934.00
j. Value of collateral, to the nearest cent
$25,966,396.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133AYLJ7
g. Maturity date
2051-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$67,371,950.00
j. Value of collateral, to the nearest cent
$43,713,311.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KLB63
g. Maturity date
2051-02-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$49,599,130.00
j. Value of collateral, to the nearest cent
$31,227,782.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KMY41
g. Maturity date
2051-10-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$47,810,211.00
j. Value of collateral, to the nearest cent
$31,494,113.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KN4D2
g. Maturity date
2052-04-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$44,818,651.00
j. Value of collateral, to the nearest cent
$30,540,120.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KNL92
g. Maturity date
2052-01-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$39,121,767.00
j. Value of collateral, to the nearest cent
$26,383,675.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KNR88
g. Maturity date
2052-02-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$55,804,824.00
j. Value of collateral, to the nearest cent
$36,710,456.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KYZL6
g. Maturity date
2043-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$42,566,716.00
j. Value of collateral, to the nearest cent
$31,656,215.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133L8JN6
g. Maturity date
2036-06-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$54,632,684.00
j. Value of collateral, to the nearest cent
$30,141,849.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31427NVB2
g. Maturity date
2055-02-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$32,154,227.00
j. Value of collateral, to the nearest cent
$32,759,380.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$420,000,000.00
b. Excluding the value of any sponsor support:
$420,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.30%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
CREDIT AGRICOLE MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
CREDIT AGRICOLE MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
2258982C8
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
2258982C8
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button checked Yes   Radio button not checked No
If Yes, provide the name of the central clearing counterparty (CCP)
Fixed Income Clearing Corp
c. Is the repurchase agreement settled on the triparty platform?
Radio button not checked Yes   Radio button checked No
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CHY0
g. Maturity date
2026-09-15
h. Coupon
4.625000
Yield
0.00
i. The principal amount, to the nearest cent
$102,952,100.00
j. Value of collateral, to the nearest cent
$104,606,090.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CJQ5
g. Maturity date
2030-12-31
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$88,120,800.00
j. Value of collateral, to the nearest cent
$88,041,374.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$188,870,000.00
b. Excluding the value of any sponsor support:
$188,870,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.48%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 3.950000%
Coupon, if applicable
Item C.3. The CUSIP
3130AUSC9
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130AUSC96
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-08-07
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-07
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-07
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.28%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$7,992,720.00
b. Excluding the value of any sponsor support:
$7,992,720.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.06%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.490000%
Coupon, if applicable
Item C.3. The CUSIP
3130AWP61
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130AWP611
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-25
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-25
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,004,989.00
b. Excluding the value of any sponsor support:
$50,004,989.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.550000%
Coupon, if applicable
Item C.3. The CUSIP
3130AYW93
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130AYW936
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-08-08
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-08
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-08
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.28%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$4,090,621.68
b. Excluding the value of any sponsor support:
$4,090,621.68
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.03%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.440000%
Coupon, if applicable
Item C.3. The CUSIP
3130B1XA0
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B1XA05
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-04-10
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-04-10
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.38%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$52,027,924.00
b. Excluding the value of any sponsor support:
$52,027,924.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3130B1ZD2
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B1ZD26
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-07-21
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-07-21
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.42%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$65,057,720.00
b. Excluding the value of any sponsor support:
$65,057,720.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.500000%
Coupon, if applicable
Item C.3. The CUSIP
3130B2P74
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B2P744
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-09-11
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-09-11
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$45,062,370.00
b. Excluding the value of any sponsor support:
$45,062,370.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.35%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.510000%
Coupon, if applicable
Item C.3. The CUSIP
3130B2RU1
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B2RU16
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-09-18
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-09-18
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$35,053,480.00
b. Excluding the value of any sponsor support:
$35,053,480.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.520000%
Coupon, if applicable
Item C.3. The CUSIP
3130B3EB5
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B3EB54
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-29
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-29
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,024,885.00
b. Excluding the value of any sponsor support:
$15,024,885.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.520000%
Coupon, if applicable
Item C.3. The CUSIP
3130B4AV3
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B4AV38
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-12-18
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-12-18
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$40,004,022.40
b. Excluding the value of any sponsor support:
$40,004,022.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.410000%
Coupon, if applicable
Item C.3. The CUSIP
3130B5NH7
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B5NH71
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-17
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-04-17
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-04-17
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.48%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$74,973,600.00
b. Excluding the value of any sponsor support:
$74,973,600.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANKS
Item C.2. The title of the issue
FEDERAL HOME LOAN BANKS 4.500000%
Coupon, if applicable
Item C.3. The CUSIP
3130B62H8
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3130B62H85
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2027-04-28
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2027-04-28
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,018,160.00
b. Excluding the value of any sponsor support:
$20,018,160.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT DISCOUNT NOTES
Item C.2. The title of the issue
FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
313313GZ5
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US313313GZ51
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-17
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-17
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-17
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.21%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,911,250.00
b. Excluding the value of any sponsor support:
$49,911,250.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT DISCOUNT NOTES
Item C.2. The title of the issue
FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
313313HW1
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US313313HW12
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-07-08
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-08
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-08
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.19%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$24,893,100.00
b. Excluding the value of any sponsor support:
$24,893,100.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANK DISCOUNT NOTES
Item C.2. The title of the issue
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
313385JP2
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US313385JP20
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-07-25
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-25
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-25
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.19%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,687,250.00
b. Excluding the value of any sponsor support:
$49,687,250.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN BANK DISCOUNT NOTES
Item C.2. The title of the issue
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
313385JU1
Item C.4. The LEI
2549001DPIFGXC1TOL40
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US313385JU15
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-07-30
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-30
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-30
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.19%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,657,700.00
b. Excluding the value of any sponsor support:
$49,657,700.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
Coupon, if applicable
Item C.3. The CUSIP
3133EPQQ1
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133EPQQ19
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-21
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-21
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$35,008,715.00
b. Excluding the value of any sponsor support:
$35,008,715.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
Coupon, if applicable
Item C.3. The CUSIP
3133EPRW7
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133EPRW77
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-04
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-04
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$35,010,535.00
b. Excluding the value of any sponsor support:
$35,010,535.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
Coupon, if applicable
Item C.3. The CUSIP
3133EPTT2
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133EPTT21
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-18
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-18
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$65,023,660.00
b. Excluding the value of any sponsor support:
$65,023,660.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.51%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
Coupon, if applicable
Item C.3. The CUSIP
3133EPUJ2
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133EPUJ20
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-28
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-28
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$18,007,272.00
b. Excluding the value of any sponsor support:
$18,007,272.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.14%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERD32
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERD324
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-11-20
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-11-20
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$30,026,130.00
b. Excluding the value of any sponsor support:
$30,026,130.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERD73
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERD738
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-11-27
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-11-27
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,015,420.00
b. Excluding the value of any sponsor support:
$15,015,420.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERE64
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERE645
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-11-25
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-11-25
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$13,008,255.00
b. Excluding the value of any sponsor support:
$13,008,255.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.10%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERG39
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERG392
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-12-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-12-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$25,018,325.00
b. Excluding the value of any sponsor support:
$25,018,325.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.20%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERKS9
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERKS94
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-07-10
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-07-10
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.44%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$75,047,850.00
b. Excluding the value of any sponsor support:
$75,047,850.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERN23
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERN232
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-11-23
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-11-23
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,008,505.00
b. Excluding the value of any sponsor support:
$15,008,505.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.12%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERNZ0
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERNZ01
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-08-12
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-08-12
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.38%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,040,621.00
b. Excluding the value of any sponsor support:
$49,040,621.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERPQ8
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERPQ83
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-11-13
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-11-13
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.44%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$18,621,222.60
b. Excluding the value of any sponsor support:
$18,621,222.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.15%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERRM5
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERRM51
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-09-03
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-09-03
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,019,840.00
b. Excluding the value of any sponsor support:
$20,019,840.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERRV5
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERRV50
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-09-03
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-09-03
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,022,340.00
b. Excluding the value of any sponsor support:
$20,022,340.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERVJ7
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERVJ76
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-01
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-01
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,058,300.00
b. Excluding the value of any sponsor support:
$50,058,300.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERWD9
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERWD97
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$30,035,040.00
b. Excluding the value of any sponsor support:
$30,035,040.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERWF4
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERWF46
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-09
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-09
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,018,280.00
b. Excluding the value of any sponsor support:
$20,018,280.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERWZ0
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERWZ00
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-07-09
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-07-09
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$35,024,220.00
b. Excluding the value of any sponsor support:
$35,024,220.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.28%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERYG0
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERYG01
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-23
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-23
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,018,880.00
b. Excluding the value of any sponsor support:
$20,018,880.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.16%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
Coupon, if applicable
Item C.3. The CUSIP
3133ERYK1
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ERYK13
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-21
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-21
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$30,026,100.00
b. Excluding the value of any sponsor support:
$30,026,100.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
Coupon, if applicable
Item C.3. The CUSIP
3133ETDD6
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ETDD64
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2027-04-16
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2027-04-16
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$75,004,650.00
b. Excluding the value of any sponsor support:
$75,004,650.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.59%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
Coupon, if applicable
Item C.3. The CUSIP
3133ETDK0
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ETDK08
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-08-17
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-08-17
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$90,021,330.00
b. Excluding the value of any sponsor support:
$90,021,330.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.71%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL FARM CREDIT BANKS FUNDING CORP
Item C.2. The title of the issue
FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
Coupon, if applicable
Item C.3. The CUSIP
3133ETEG8
Item C.4. The LEI
254900C5LP6DN9OP9V83
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3133ETEG86
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2027-04-23
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2027-04-23
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$30,004,740.00
b. Excluding the value of any sponsor support:
$30,004,740.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN MORTGAGE CORP
Item C.2. The title of the issue
FEDERAL HOME LOAN MORTGAGE CORP 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3134HATA1
Item C.4. The LEI
S6XOOCT0IEG5ABCC6L87
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3134HATA17
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-10-16
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-10-16
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$14,012,992.00
b. Excluding the value of any sponsor support:
$14,012,992.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.11%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item C.2. The title of the issue
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
Coupon, if applicable
Item C.3. The CUSIP
3135G04Z3
Item C.4. The LEI
B1V7KEBTPIMZEU4LTD58
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3135G04Z35
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-17
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-17
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-17
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.44%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,838,006.53
b. Excluding the value of any sponsor support:
$1,838,006.53
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.01%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item C.2. The title of the issue
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3135G07K3
Item C.4. The LEI
B1V7KEBTPIMZEU4LTD58
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3135G07K39
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-09-11
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-09-11
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$22,022,044.00
b. Excluding the value of any sponsor support:
$22,022,044.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.17%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item C.2. The title of the issue
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3135G1AA9
Item C.4. The LEI
B1V7KEBTPIMZEU4LTD58
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3135G1AA91
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-11-20
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-11-20
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$47,040,937.00
b. Excluding the value of any sponsor support:
$47,040,937.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.37%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item C.2. The title of the issue
FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470000%
Coupon, if applicable
Item C.3. The CUSIP
3135G1AB7
Item C.4. The LEI
B1V7KEBTPIMZEU4LTD58
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3135G1AB74
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-12-11
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-12-11
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$10,007,370.00
b. Excluding the value of any sponsor support:
$10,007,370.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.08%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item C.2. The title of the issue
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.550000%
Coupon, if applicable
Item C.3. The CUSIP
3136G4H63
Item C.4. The LEI
B1V7KEBTPIMZEU4LTD58
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3136G4H639
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-08-19
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-19
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-19
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.32%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$4,842,075.00
b. Excluding the value of any sponsor support:
$4,842,075.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item C.2. The title of the issue
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
Coupon, if applicable
Item C.3. The CUSIP
3136G4H71
Item C.4. The LEI
B1V7KEBTPIMZEU4LTD58
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3136G4H712
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-08-18
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-08-18
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-08-18
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.30%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$4,854,973.59
b. Excluding the value of any sponsor support:
$4,854,973.59
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.04%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL HOME LOAN MORTGAGE CORP
Item C.2. The title of the issue
FEDERAL HOME LOAN MORTGAGE CORP 0.375000%
Coupon, if applicable
Item C.3. The CUSIP
3137EAEX3
Item C.4. The LEI
S6XOOCT0IEG5ABCC6L87
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US3137EAEX33
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
AA+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-09-23
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-09-23
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-09-23
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.26%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$40,897,800.59
b. Excluding the value of any sponsor support:
$40,897,800.59
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250602
Item C.2. The title of the issue
FEDERAL RESERVE BK OF NY TREASURY REPO 4.2500 20250602 4.250000%
Coupon, if applicable
Item C.3. The CUSIP
3139939M1
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
3139939M1
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
9128286T2
g. Maturity date
2029-05-15
h. Coupon
2.375000
Yield
0.00
i. The principal amount, to the nearest cent
$160,266,900.00
j. Value of collateral, to the nearest cent
$151,209,908.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912828YB0
g. Maturity date
2029-08-15
h. Coupon
1.625000
Yield
0.00
i. The principal amount, to the nearest cent
$484,760,200.00
j. Value of collateral, to the nearest cent
$444,000,839.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CDY4
g. Maturity date
2032-02-15
h. Coupon
1.875000
Yield
0.00
i. The principal amount, to the nearest cent
$448,138,100.00
j. Value of collateral, to the nearest cent
$390,138,158.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.25%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$985,000,000.00
b. Excluding the value of any sponsor support:
$985,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
7.74%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
3379856N0
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
3379856N0
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button checked Yes   Radio button not checked No
If Yes, provide the name of the central clearing counterparty (CCP)
Fixed Income Clearing Corp
c. Is the repurchase agreement settled on the triparty platform?
Radio button not checked Yes   Radio button checked No
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31281BHM5
g. Maturity date
2034-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,347.00
j. Value of collateral, to the nearest cent
$11.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31283LA97
g. Maturity date
2037-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,367.00
j. Value of collateral, to the nearest cent
$110.29
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31283YRE0
g. Maturity date
2034-11-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,076.00
j. Value of collateral, to the nearest cent
$28.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3128DHE34
g. Maturity date
2034-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$347,495,118.00
j. Value of collateral, to the nearest cent
$1,263,492.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3128MELK5
g. Maturity date
2030-07-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,352.00
j. Value of collateral, to the nearest cent
$93.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3131XWZP1
g. Maturity date
2047-06-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,425.00
j. Value of collateral, to the nearest cent
$610.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3131Y2CH9
g. Maturity date
2048-07-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,251.00
j. Value of collateral, to the nearest cent
$265.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DMPC3
g. Maturity date
2048-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,009.00
j. Value of collateral, to the nearest cent
$2,022.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DMRX5
g. Maturity date
2050-08-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$14,897,400.00
j. Value of collateral, to the nearest cent
$6,970,294.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DNKY8
g. Maturity date
2049-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$39,772,611.00
j. Value of collateral, to the nearest cent
$26,696,454.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DNTQ6
g. Maturity date
2052-01-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$56,801,567.00
j. Value of collateral, to the nearest cent
$36,911,531.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DPVY1
g. Maturity date
2050-06-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$40,103,322.00
j. Value of collateral, to the nearest cent
$28,826,423.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DS5J7
g. Maturity date
2054-05-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$31,710,652.00
j. Value of collateral, to the nearest cent
$28,215,401.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DTJP6
g. Maturity date
2054-06-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$887.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DVAS4
g. Maturity date
2054-08-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$39,060,055.00
j. Value of collateral, to the nearest cent
$38,437,187.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0CM2
g. Maturity date
2053-08-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$24,099,651.00
j. Value of collateral, to the nearest cent
$22,532,726.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0G30
g. Maturity date
2053-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$28,250,000.00
j. Value of collateral, to the nearest cent
$22,368,055.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0KY7
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$42,259,859.00
j. Value of collateral, to the nearest cent
$36,816,725.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0XT4
g. Maturity date
2051-02-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,155,000.00
j. Value of collateral, to the nearest cent
$1,666,503.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132L92E4
g. Maturity date
2048-06-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$201,290,969.00
j. Value of collateral, to the nearest cent
$28,731,810.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132VP3M8
g. Maturity date
2049-05-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$330.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133A1ZB1
g. Maturity date
2050-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,237,711.00
j. Value of collateral, to the nearest cent
$1,439,766.64
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BH4R4
g. Maturity date
2052-08-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$40,409,603.00
j. Value of collateral, to the nearest cent
$28,714,143.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BPUN6
g. Maturity date
2052-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$21,645,600.00
j. Value of collateral, to the nearest cent
$18,119,456.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BQV86
g. Maturity date
2052-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,040.00
j. Value of collateral, to the nearest cent
$823.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133C0HU9
g. Maturity date
2053-03-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$29,469,825.00
j. Value of collateral, to the nearest cent
$23,097,641.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133C2TR9
g. Maturity date
2053-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$48,574,052.00
j. Value of collateral, to the nearest cent
$33,951,789.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133C73E5
g. Maturity date
2053-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,001.00
j. Value of collateral, to the nearest cent
$4,835.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CEL34
g. Maturity date
2053-10-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$849.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KPRA8
g. Maturity date
2052-07-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$53,622,637.00
j. Value of collateral, to the nearest cent
$37,949,739.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KPY85
g. Maturity date
2052-09-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,335,000.00
j. Value of collateral, to the nearest cent
$8,178,855.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KQP75
g. Maturity date
2053-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$29,421,616.00
j. Value of collateral, to the nearest cent
$25,226,017.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KRFP4
g. Maturity date
2053-06-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$35,641,718.00
j. Value of collateral, to the nearest cent
$27,736,495.25
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WEEZ8
g. Maturity date
2045-03-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$254,006,528.00
j. Value of collateral, to the nearest cent
$24,190,976.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WERE1
g. Maturity date
2045-05-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$124,993,408.00
j. Value of collateral, to the nearest cent
$26,957,329.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WHS37
g. Maturity date
2046-08-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$222,213,376.00
j. Value of collateral, to the nearest cent
$24,546,911.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WHXM9
g. Maturity date
2046-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$149,988,352.00
j. Value of collateral, to the nearest cent
$36,188,989.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WHYK2
g. Maturity date
2046-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$251,971,584.00
j. Value of collateral, to the nearest cent
$36,374,310.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WHYL0
g. Maturity date
2046-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$231,309,056.00
j. Value of collateral, to the nearest cent
$35,629,278.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WTRP3
g. Maturity date
2043-06-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$196,261,079.00
j. Value of collateral, to the nearest cent
$35,018,298.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WTRY4
g. Maturity date
2043-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$156,930,560.00
j. Value of collateral, to the nearest cent
$29,026,165.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138XVPC8
g. Maturity date
2044-08-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,319.00
j. Value of collateral, to the nearest cent
$212.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AHDL3
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,488,265.00
j. Value of collateral, to the nearest cent
$3,535,906.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AUS79
g. Maturity date
2054-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$51,743.00
j. Value of collateral, to the nearest cent
$48,413.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B2D84
g. Maturity date
2055-02-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,072.00
j. Value of collateral, to the nearest cent
$1,887.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6D85
g. Maturity date
2055-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,021.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BA3Z7
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,005.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BDC24
g. Maturity date
2055-06-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,052.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140EUJ75
g. Maturity date
2046-03-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$155,421,951.00
j. Value of collateral, to the nearest cent
$22,063,385.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140F0JX3
g. Maturity date
2031-10-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$293,941.00
j. Value of collateral, to the nearest cent
$47,720.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXC67
g. Maturity date
2056-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$365.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXET5
g. Maturity date
2057-03-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$312.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXF56
g. Maturity date
2057-01-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$279.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXFJ6
g. Maturity date
2057-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$310.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXFM9
g. Maturity date
2057-01-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$271.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXGD8
g. Maturity date
2051-05-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$119,853,621.00
j. Value of collateral, to the nearest cent
$35,558,928.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXLN0
g. Maturity date
2059-01-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$360.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXLT7
g. Maturity date
2059-01-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,039.00
j. Value of collateral, to the nearest cent
$430.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXXJ6
g. Maturity date
2062-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$673.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXY89
g. Maturity date
2063-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$25,996,544.00
j. Value of collateral, to the nearest cent
$19,833,730.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXY97
g. Maturity date
2063-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$818.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140GSRJ3
g. Maturity date
2047-10-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$13,342.00
j. Value of collateral, to the nearest cent
$4,212.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140H8QH1
g. Maturity date
2048-05-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$13,005.00
j. Value of collateral, to the nearest cent
$4,480.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140H9VF7
g. Maturity date
2049-05-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,130,784.00
j. Value of collateral, to the nearest cent
$1,222,374.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140JNTB6
g. Maturity date
2049-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,342,838.00
j. Value of collateral, to the nearest cent
$345,089.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140JPLP8
g. Maturity date
2049-05-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,901,004.00
j. Value of collateral, to the nearest cent
$933,995.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140K0ER5
g. Maturity date
2049-11-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$280,513,765.00
j. Value of collateral, to the nearest cent
$93,745,869.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140K2AU8
g. Maturity date
2049-09-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,442,884.00
j. Value of collateral, to the nearest cent
$341,096.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140K8HK0
g. Maturity date
2050-01-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,017,356.00
j. Value of collateral, to the nearest cent
$440,242.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140L04D6
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$41,999.00
j. Value of collateral, to the nearest cent
$22,150.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140L6U44
g. Maturity date
2051-04-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$43,000.00
j. Value of collateral, to the nearest cent
$25,612.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M2LU4
g. Maturity date
2052-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$60,000.00
j. Value of collateral, to the nearest cent
$38,505.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M5U29
g. Maturity date
2053-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$17,551,658.00
j. Value of collateral, to the nearest cent
$13,544,872.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M6TD5
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$28,401,245.00
j. Value of collateral, to the nearest cent
$27,095,126.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MM4B1
g. Maturity date
2052-08-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$34,110,000.00
j. Value of collateral, to the nearest cent
$26,074,380.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MTBQ5
g. Maturity date
2053-03-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$517,248.00
j. Value of collateral, to the nearest cent
$341,961.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MVTS7
g. Maturity date
2052-08-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,022,094.00
j. Value of collateral, to the nearest cent
$475,339.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MY5L2
g. Maturity date
2052-07-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,038,490.00
j. Value of collateral, to the nearest cent
$972,946.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N0ZE8
g. Maturity date
2052-08-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,284,922.00
j. Value of collateral, to the nearest cent
$1,204,561.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N25G2
g. Maturity date
2052-09-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$137,475.00
j. Value of collateral, to the nearest cent
$91,572.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N7ZM5
g. Maturity date
2052-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$33,858,615.00
j. Value of collateral, to the nearest cent
$28,806,664.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NKZE4
g. Maturity date
2053-06-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,178,936.00
j. Value of collateral, to the nearest cent
$1,018,263.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NNDC6
g. Maturity date
2053-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,106,156.00
j. Value of collateral, to the nearest cent
$1,137,730.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NPSR2
g. Maturity date
2053-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,044,694.00
j. Value of collateral, to the nearest cent
$802,931.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NPXY1
g. Maturity date
2053-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,336,494.00
j. Value of collateral, to the nearest cent
$1,098,014.25
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Q8QG3
g. Maturity date
2048-03-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$74,965.00
j. Value of collateral, to the nearest cent
$18,444.31
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QCNB8
g. Maturity date
2034-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$523,998.00
j. Value of collateral, to the nearest cent
$156,580.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QDTV6
g. Maturity date
2050-06-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$51,198,976.00
j. Value of collateral, to the nearest cent
$22,152,250.77
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QEVC3
g. Maturity date
2050-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$52,263,187.00
j. Value of collateral, to the nearest cent
$26,944,460.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QF2U2
g. Maturity date
2050-12-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$70,858,700.00
j. Value of collateral, to the nearest cent
$38,088,076.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QF4B2
g. Maturity date
2050-12-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$50,014,528.00
j. Value of collateral, to the nearest cent
$28,381,382.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QFR27
g. Maturity date
2050-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$63,663,093.00
j. Value of collateral, to the nearest cent
$34,830,788.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QFRZ4
g. Maturity date
2050-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,484,552.00
j. Value of collateral, to the nearest cent
$2,465,515.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QFSY6
g. Maturity date
2050-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$44,999.00
j. Value of collateral, to the nearest cent
$21,236.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QFUY3
g. Maturity date
2050-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$53,345,799.00
j. Value of collateral, to the nearest cent
$27,388,227.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QG2Z9
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,418.00
j. Value of collateral, to the nearest cent
$3,040.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGPD3
g. Maturity date
2051-01-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,813,576.00
j. Value of collateral, to the nearest cent
$970,109.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGRS8
g. Maturity date
2051-01-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$62,396,416.00
j. Value of collateral, to the nearest cent
$34,081,411.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGUN5
g. Maturity date
2051-01-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$66,220,201.00
j. Value of collateral, to the nearest cent
$34,912,473.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGWL7
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$63,205,600.00
j. Value of collateral, to the nearest cent
$37,129,964.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGYD3
g. Maturity date
2051-01-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$63,858,007.00
j. Value of collateral, to the nearest cent
$33,969,828.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGZN0
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$73,974,671.00
j. Value of collateral, to the nearest cent
$41,579,809.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QHFU4
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$56,706,082.00
j. Value of collateral, to the nearest cent
$33,786,850.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QHM51
g. Maturity date
2051-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$63,603,196.00
j. Value of collateral, to the nearest cent
$36,043,029.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKB56
g. Maturity date
2051-04-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$49,541,888.00
j. Value of collateral, to the nearest cent
$27,855,206.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKB80
g. Maturity date
2051-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$46,243,667.00
j. Value of collateral, to the nearest cent
$26,439,919.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKED6
g. Maturity date
2051-04-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$56,067,924.00
j. Value of collateral, to the nearest cent
$30,798,754.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKES3
g. Maturity date
2051-04-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$130,031,122.00
j. Value of collateral, to the nearest cent
$74,355,183.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKFN3
g. Maturity date
2051-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$62,974,464.00
j. Value of collateral, to the nearest cent
$36,241,296.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKL97
g. Maturity date
2051-05-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$47,375,366.00
j. Value of collateral, to the nearest cent
$27,303,786.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QKR42
g. Maturity date
2051-05-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,064,704.00
j. Value of collateral, to the nearest cent
$625,932.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLQU3
g. Maturity date
2051-08-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$86,642,738.00
j. Value of collateral, to the nearest cent
$51,992,816.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLWY8
g. Maturity date
2051-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$38,158,400.00
j. Value of collateral, to the nearest cent
$21,799,887.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNTR3
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$50,000,000.00
j. Value of collateral, to the nearest cent
$36,881,414.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNVA7
g. Maturity date
2047-04-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$36,576,192.00
j. Value of collateral, to the nearest cent
$26,306,577.15
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNVE9
g. Maturity date
2052-04-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$722.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNVH2
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$50,000,000.00
j. Value of collateral, to the nearest cent
$37,163,020.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPFM4
g. Maturity date
2052-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$44,714.00
j. Value of collateral, to the nearest cent
$33,589.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPGB7
g. Maturity date
2052-05-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$47,156,348.00
j. Value of collateral, to the nearest cent
$34,716,127.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPK89
g. Maturity date
2052-06-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$34,654,612.00
j. Value of collateral, to the nearest cent
$25,548,527.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQ2U8
g. Maturity date
2052-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$38,722,037.00
j. Value of collateral, to the nearest cent
$29,909,573.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQEB7
g. Maturity date
2052-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$31,808,361.00
j. Value of collateral, to the nearest cent
$25,249,601.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQEH4
g. Maturity date
2052-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$48,337,297.00
j. Value of collateral, to the nearest cent
$36,216,238.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQLP8
g. Maturity date
2052-10-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$144,969.00
j. Value of collateral, to the nearest cent
$120,606.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQTF2
g. Maturity date
2052-11-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$854.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQV51
g. Maturity date
2052-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$21,007,276.00
j. Value of collateral, to the nearest cent
$16,971,286.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QR5Y5
g. Maturity date
2053-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$34,555,078.00
j. Value of collateral, to the nearest cent
$28,289,102.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QRDC4
g. Maturity date
2053-01-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$39,158,076.00
j. Value of collateral, to the nearest cent
$26,595,300.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QS3K5
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,760.00
j. Value of collateral, to the nearest cent
$4,042.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QS3U3
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$26,087,150.00
j. Value of collateral, to the nearest cent
$22,867,814.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSG39
g. Maturity date
2053-06-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$29,454,422.00
j. Value of collateral, to the nearest cent
$24,893,976.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSJF9
g. Maturity date
2053-06-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,048.00
j. Value of collateral, to the nearest cent
$2,527.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSNN7
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$32,156,480.00
j. Value of collateral, to the nearest cent
$26,420,753.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSPS4
g. Maturity date
2053-06-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$900.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSVY4
g. Maturity date
2053-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,883,160.00
j. Value of collateral, to the nearest cent
$5,460,094.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSZQ7
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,169,864.00
j. Value of collateral, to the nearest cent
$4,447,806.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTBE8
g. Maturity date
2053-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$152,000.00
j. Value of collateral, to the nearest cent
$139,043.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTDL0
g. Maturity date
2053-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$34,591,750.00
j. Value of collateral, to the nearest cent
$30,155,045.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTG60
g. Maturity date
2053-11-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$40,778,061.00
j. Value of collateral, to the nearest cent
$34,594,651.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTKR9
g. Maturity date
2053-11-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$37,150,387.00
j. Value of collateral, to the nearest cent
$33,472,042.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QUHS8
g. Maturity date
2054-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$39,500,041.00
j. Value of collateral, to the nearest cent
$35,437,253.96
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QVQF4
g. Maturity date
2054-11-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,040.00
j. Value of collateral, to the nearest cent
$961.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0E27
g. Maturity date
2054-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$972.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0NP6
g. Maturity date
2054-12-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$969.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0TP0
g. Maturity date
2052-09-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$866.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0TV7
g. Maturity date
2050-04-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$886.15
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0TW5
g. Maturity date
2054-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,004.00
j. Value of collateral, to the nearest cent
$975.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0TY1
g. Maturity date
2054-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,090,096.00
j. Value of collateral, to the nearest cent
$2,825,656.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0UU7
g. Maturity date
2055-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$1,018.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W1PV9
g. Maturity date
2051-10-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$924.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W1TZ6
g. Maturity date
2054-12-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$984.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W1YA5
g. Maturity date
2048-04-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$889.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W2AU5
g. Maturity date
2055-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$1,038.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XAY55
g. Maturity date
2051-01-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$10,057,001.00
j. Value of collateral, to the nearest cent
$3,059,993.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBGV6
g. Maturity date
2051-05-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$646.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XCS82
g. Maturity date
2051-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$21,640,300.00
j. Value of collateral, to the nearest cent
$13,047,394.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XD2M7
g. Maturity date
2051-12-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$646.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJFF5
g. Maturity date
2052-09-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,100.00
j. Value of collateral, to the nearest cent
$887.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJSK0
g. Maturity date
2037-02-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$616.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XNHX5
g. Maturity date
2053-12-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$919.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XQEQ6
g. Maturity date
2054-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$908.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XR4S1
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$968.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XRGM1
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$930.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XRKA2
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,050.00
j. Value of collateral, to the nearest cent
$1,025.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Y6GZ7
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$1,021.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Y6N30
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$1,055.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418FE29
g. Maturity date
2054-12-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$964.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426DYA4
g. Maturity date
2055-03-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,016.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426FAR8
g. Maturity date
2055-03-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,224,140.00
j. Value of collateral, to the nearest cent
$1,219,877.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31427M5V9
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,258,176.00
j. Value of collateral, to the nearest cent
$7,248,642.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31427NKS7
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,027.00
j. Value of collateral, to the nearest cent
$1,031.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GR6H8
g. Maturity date
2054-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,040.00
j. Value of collateral, to the nearest cent
$950.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GUT60
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,050.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,267,000,000.00
b. Excluding the value of any sponsor support:
$2,267,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
17.82%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
FIXED INCOME CLEARING SSBT TREASURY REPO 4.3400 20250602
Item C.2. The title of the issue
FIXED INCOME CLEARING SSBT TREASURY REPO 4.3400 20250602 4.340000%
Coupon, if applicable
Item C.3. The CUSIP
3379891N7
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
3379891N7
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button checked Yes   Radio button not checked No
If Yes, provide the name of the central clearing counterparty (CCP)
Fixed Income Clearing Corp
c. Is the repurchase agreement settled on the triparty platform?
Radio button not checked Yes   Radio button checked No
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912828S50
g. Maturity date
2026-07-15
h. Coupon
0.125000
Yield
0.00
i. The principal amount, to the nearest cent
$49,783,500.00
j. Value of collateral, to the nearest cent
$65,801,373.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CHM6
g. Maturity date
2026-07-15
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$110,414,500.00
j. Value of collateral, to the nearest cent
$112,698,818.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.34%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$175,000,000.00
b. Excluding the value of any sponsor support:
$175,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.38%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
3819871F3
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
3819871F3
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138EPVS0
g. Maturity date
2045-01-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$174,700,800.00
j. Value of collateral, to the nearest cent
$34,875,338.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NQMB1
g. Maturity date
2054-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,167,604.00
j. Value of collateral, to the nearest cent
$2,128,460.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36176B2J5
g. Maturity date
2041-04-15
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$165,709.00
j. Value of collateral, to the nearest cent
$11,210.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36176DEK5
g. Maturity date
2041-02-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,475,060.00
j. Value of collateral, to the nearest cent
$112,498.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179SBF3
g. Maturity date
2031-05-20
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$155,694.00
j. Value of collateral, to the nearest cent
$15,723.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179TNQ4
g. Maturity date
2047-12-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$14,587,184.00
j. Value of collateral, to the nearest cent
$2,083,002.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W4S4
g. Maturity date
2052-05-20
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,954,952.00
j. Value of collateral, to the nearest cent
$3,416,836.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W7L6
g. Maturity date
2052-06-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$16,486,048.00
j. Value of collateral, to the nearest cent
$11,737,488.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WJU3
g. Maturity date
2051-07-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,305,150.00
j. Value of collateral, to the nearest cent
$7,352,413.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179YFM1
g. Maturity date
2053-08-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$105,382,000.00
j. Value of collateral, to the nearest cent
$74,474,501.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617AL2S8
g. Maturity date
2047-05-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,497,906.00
j. Value of collateral, to the nearest cent
$106,951.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRTV3
g. Maturity date
2055-04-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,855,808.00
j. Value of collateral, to the nearest cent
$1,963,079.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618NRXB2
g. Maturity date
2055-04-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,696,672.00
j. Value of collateral, to the nearest cent
$2,753,459.85
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36197F5S8
g. Maturity date
2047-07-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,244,608.00
j. Value of collateral, to the nearest cent
$1,646,916.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3620ARSQ5
g. Maturity date
2040-12-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$835,817.00
j. Value of collateral, to the nearest cent
$94,512.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3620C5YY7
g. Maturity date
2040-11-15
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$439,563.00
j. Value of collateral, to the nearest cent
$20,935.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36295KMQ3
g. Maturity date
2038-06-15
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,200,000.00
j. Value of collateral, to the nearest cent
$6,671.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$140,000,000.00
b. Excluding the value of any sponsor support:
$140,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.10%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
Goldman Sachs Group Inc/The REPO 3.5000 20250602
Item C.2. The title of the issue
Goldman Sachs Group Inc/The REPO 3.5000 20250602 3.500000%
Coupon, if applicable
Item C.3. The CUSIP
3819919G5
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
3819919G5
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797PD3
g. Maturity date
2026-01-22
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$1,900,500.00
j. Value of collateral, to the nearest cent
$1,849,984.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797PT8
g. Maturity date
2025-06-24
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$499,700.00
j. Value of collateral, to the nearest cent
$498,235.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810SL3
g. Maturity date
2050-02-15
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$379,500.00
j. Value of collateral, to the nearest cent
$219,139.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810TN8
g. Maturity date
2053-02-15
h. Coupon
3.625000
Yield
0.00
i. The principal amount, to the nearest cent
$662,000.00
j. Value of collateral, to the nearest cent
$534,802.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
9128285J5
g. Maturity date
2025-10-31
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$99.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
9128286B1
g. Maturity date
2029-02-15
h. Coupon
2.625000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$96.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912828U24
g. Maturity date
2026-11-15
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$300.00
j. Value of collateral, to the nearest cent
$291.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CAM3
g. Maturity date
2025-09-30
h. Coupon
0.250000
Yield
0.00
i. The principal amount, to the nearest cent
$566,800.00
j. Value of collateral, to the nearest cent
$559,251.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CAU5
g. Maturity date
2027-10-31
h. Coupon
0.500000
Yield
0.00
i. The principal amount, to the nearest cent
$66,854,400.00
j. Value of collateral, to the nearest cent
$61,627,295.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CBH3
g. Maturity date
2026-01-31
h. Coupon
0.375000
Yield
0.00
i. The principal amount, to the nearest cent
$3,999,100.00
j. Value of collateral, to the nearest cent
$3,900,857.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CBQ3
g. Maturity date
2026-02-28
h. Coupon
0.500000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$97.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CDJ7
g. Maturity date
2031-11-15
h. Coupon
1.375000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$84.31
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CEE7
g. Maturity date
2029-03-31
h. Coupon
2.375000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000.00
j. Value of collateral, to the nearest cent
$9,479.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CET4
g. Maturity date
2027-05-31
h. Coupon
2.625000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$98.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CGH8
g. Maturity date
2028-01-31
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,363,800.00
j. Value of collateral, to the nearest cent
$4,368,144.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLM1
g. Maturity date
2031-09-30
h. Coupon
3.625000
Yield
0.00
i. The principal amount, to the nearest cent
$3,000.00
j. Value of collateral, to the nearest cent
$2,930.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CMS7
g. Maturity date
2028-03-15
h. Coupon
3.875000
Yield
0.00
i. The principal amount, to the nearest cent
$1,600.00
j. Value of collateral, to the nearest cent
$1,611.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CMW8
g. Maturity date
2028-04-15
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$100.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
3.50%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$72,130,000.00
b. Excluding the value of any sponsor support:
$72,130,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.57%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
HSBC SEC USA INC MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
HSBC SEC USA INC MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
4049898Z1
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
4049898Z1
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DPDR6
g. Maturity date
2052-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$27,598,656.00
j. Value of collateral, to the nearest cent
$23,769,731.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DS6V9
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$200,000.00
j. Value of collateral, to the nearest cent
$183,217.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWB51
g. Maturity date
2051-08-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,380,000.00
j. Value of collateral, to the nearest cent
$846,830.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WDQU9
g. Maturity date
2054-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$291,988.00
j. Value of collateral, to the nearest cent
$270,757.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133WFM53
g. Maturity date
2054-07-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,642,040.00
j. Value of collateral, to the nearest cent
$1,669,273.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138LLKJ3
g. Maturity date
2027-12-01
h. Coupon
3.110000
Yield
0.00
i. The principal amount, to the nearest cent
$5,000,000.00
j. Value of collateral, to the nearest cent
$4,864,661.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138LN6W6
g. Maturity date
2048-09-01
h. Coupon
4.020000
Yield
0.00
i. The principal amount, to the nearest cent
$3,129,530.00
j. Value of collateral, to the nearest cent
$2,558,313.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138LNNV9
g. Maturity date
2033-07-01
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$8,202,272.00
j. Value of collateral, to the nearest cent
$7,704,359.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140APCG7
g. Maturity date
2054-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,867,808.00
j. Value of collateral, to the nearest cent
$8,132,167.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AWY45
g. Maturity date
2054-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,529,448.00
j. Value of collateral, to the nearest cent
$4,489,433.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BAHJ8
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$998,182.00
j. Value of collateral, to the nearest cent
$1,002,363.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LCF89
g. Maturity date
2036-06-01
h. Coupon
2.070000
Yield
0.00
i. The principal amount, to the nearest cent
$4,000,000.00
j. Value of collateral, to the nearest cent
$3,120,238.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NKLD1
g. Maturity date
2053-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,400,000.00
j. Value of collateral, to the nearest cent
$1,335,096.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NXJY0
g. Maturity date
2035-01-01
h. Coupon
5.300000
Yield
0.00
i. The principal amount, to the nearest cent
$7,750,000.00
j. Value of collateral, to the nearest cent
$7,932,319.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGQ34
g. Maturity date
2051-01-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$26,421,952.00
j. Value of collateral, to the nearest cent
$14,383,786.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSG88
g. Maturity date
2053-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$53,921,120.00
j. Value of collateral, to the nearest cent
$43,355,059.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XNB37
g. Maturity date
2051-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,907,728.00
j. Value of collateral, to the nearest cent
$12,270,863.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EF21
g. Maturity date
2052-06-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$413,000.00
j. Value of collateral, to the nearest cent
$306,160.77
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418ELW8
g. Maturity date
2052-12-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$35,364,000.00
j. Value of collateral, to the nearest cent
$28,778,989.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31425WHH7
g. Maturity date
2055-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,393,332.00
j. Value of collateral, to the nearest cent
$3,557,249.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618HJ4J2
g. Maturity date
2059-09-15
h. Coupon
5.330000
Yield
0.00
i. The principal amount, to the nearest cent
$828,066.00
j. Value of collateral, to the nearest cent
$829,129.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$168,000,000.00
b. Excluding the value of any sponsor support:
$168,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.32%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
JP MORGAN SEC LLC MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
JP MORGAN SEC LLC MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
6169972J0
Item C.4. The LEI
ZBUT11V806EZRVTWT807
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
6169972J0
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31335PNC5
g. Maturity date
2039-07-25
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,121,768.00
j. Value of collateral, to the nearest cent
$353,208.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138EHAH5
g. Maturity date
2040-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$144,999,936.00
j. Value of collateral, to the nearest cent
$2,792,954.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138LMFN8
g. Maturity date
2028-02-01
h. Coupon
3.170000
Yield
0.00
i. The principal amount, to the nearest cent
$9,256,000.00
j. Value of collateral, to the nearest cent
$9,013,600.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138MQG80
g. Maturity date
2042-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$50,000,000.00
j. Value of collateral, to the nearest cent
$7,668,124.77
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AAMR5
g. Maturity date
2054-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,400,000.00
j. Value of collateral, to the nearest cent
$1,275,814.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AP6J8
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,858.00
j. Value of collateral, to the nearest cent
$997,498.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140APP65
g. Maturity date
2054-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,668,000.00
j. Value of collateral, to the nearest cent
$2,653,331.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ASRA8
g. Maturity date
2054-11-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,758,628.00
j. Value of collateral, to the nearest cent
$3,491,067.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ATA97
g. Maturity date
2054-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,076,910.00
j. Value of collateral, to the nearest cent
$4,038,725.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AVCR0
g. Maturity date
2054-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,064,082.00
j. Value of collateral, to the nearest cent
$1,066,881.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AVRL7
g. Maturity date
2054-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,794,380.00
j. Value of collateral, to the nearest cent
$1,734,554.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AW2A6
g. Maturity date
2055-01-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,867,076.00
j. Value of collateral, to the nearest cent
$2,829,690.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AWC31
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,172,576.00
j. Value of collateral, to the nearest cent
$3,151,791.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AXB48
g. Maturity date
2055-05-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,369,676.00
j. Value of collateral, to the nearest cent
$3,555,610.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B3P55
g. Maturity date
2040-02-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,640,250.00
j. Value of collateral, to the nearest cent
$1,601,114.28
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B3V41
g. Maturity date
2055-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,442,950.00
j. Value of collateral, to the nearest cent
$1,519,113.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B3V90
g. Maturity date
2055-03-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,879,040.00
j. Value of collateral, to the nearest cent
$4,052,702.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B56H5
g. Maturity date
2055-03-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,209,468.00
j. Value of collateral, to the nearest cent
$3,292,037.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6DT9
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$46,572,288.00
j. Value of collateral, to the nearest cent
$47,334,505.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6ER2
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,133,500.00
j. Value of collateral, to the nearest cent
$3,112,971.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6F91
g. Maturity date
2055-03-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,064,852.00
j. Value of collateral, to the nearest cent
$2,169,149.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6FG5
g. Maturity date
2055-03-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,131,664.00
j. Value of collateral, to the nearest cent
$5,295,654.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B6ZL2
g. Maturity date
2055-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,993,160.00
j. Value of collateral, to the nearest cent
$8,301,575.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B7J61
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,566,500.00
j. Value of collateral, to the nearest cent
$3,705,465.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B7QW6
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,415,884.00
j. Value of collateral, to the nearest cent
$2,510,014.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B86S5
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,231,612.00
j. Value of collateral, to the nearest cent
$2,320,604.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B8K67
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,121,650.00
j. Value of collateral, to the nearest cent
$2,167,745.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B8KN0
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,815,470.00
j. Value of collateral, to the nearest cent
$2,918,946.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B8Z79
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,036,192.00
j. Value of collateral, to the nearest cent
$1,058,172.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B9RQ4
g. Maturity date
2055-05-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,780,750.00
j. Value of collateral, to the nearest cent
$4,641,313.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BAJC1
g. Maturity date
2055-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,132,456.00
j. Value of collateral, to the nearest cent
$6,103,581.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BAJD9
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,695,450.00
j. Value of collateral, to the nearest cent
$2,679,901.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BAJG2
g. Maturity date
2055-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,059,800.00
j. Value of collateral, to the nearest cent
$1,052,856.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BDGA2
g. Maturity date
2055-06-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,383,120.00
j. Value of collateral, to the nearest cent
$3,568,646.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BDGD6
g. Maturity date
2055-05-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,031,072.00
j. Value of collateral, to the nearest cent
$4,256,005.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140EUHZ5
g. Maturity date
2046-02-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,620,824.00
j. Value of collateral, to the nearest cent
$526,721.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FX3C4
g. Maturity date
2063-12-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$30,731,360.00
j. Value of collateral, to the nearest cent
$26,524,101.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXTN2
g. Maturity date
2056-07-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,021,344.00
j. Value of collateral, to the nearest cent
$6,732,994.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140HJ3W9
g. Maturity date
2048-06-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,715,136.00
j. Value of collateral, to the nearest cent
$3,047,407.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140HSWM9
g. Maturity date
2034-02-01
h. Coupon
3.710000
Yield
0.00
i. The principal amount, to the nearest cent
$4,811,096.00
j. Value of collateral, to the nearest cent
$4,484,144.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140HWUD2
g. Maturity date
2040-02-01
h. Coupon
2.940000
Yield
0.00
i. The principal amount, to the nearest cent
$2,017,964.00
j. Value of collateral, to the nearest cent
$1,416,824.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140J94W8
g. Maturity date
2032-03-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,160,736.00
j. Value of collateral, to the nearest cent
$1,907,461.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LHGV6
g. Maturity date
2032-10-01
h. Coupon
3.570000
Yield
0.00
i. The principal amount, to the nearest cent
$84,996,000.00
j. Value of collateral, to the nearest cent
$79,185,999.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LHHA1
g. Maturity date
2032-10-01
h. Coupon
3.570000
Yield
0.00
i. The principal amount, to the nearest cent
$39,108,100.00
j. Value of collateral, to the nearest cent
$36,434,820.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LPM58
g. Maturity date
2036-07-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,250,000.00
j. Value of collateral, to the nearest cent
$590,691.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M7DC2
g. Maturity date
2055-02-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,518,832.00
j. Value of collateral, to the nearest cent
$2,546,627.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M7DW8
g. Maturity date
2055-02-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,548,484.00
j. Value of collateral, to the nearest cent
$2,686,054.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MESR8
g. Maturity date
2055-03-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,653,836.00
j. Value of collateral, to the nearest cent
$2,778,629.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MFD83
g. Maturity date
2052-01-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,597,804.00
j. Value of collateral, to the nearest cent
$1,353,089.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MN2U9
g. Maturity date
2052-05-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,106,760.00
j. Value of collateral, to the nearest cent
$3,667,005.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MNMM5
g. Maturity date
2052-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,515,000.00
j. Value of collateral, to the nearest cent
$4,294,853.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140N1ST1
g. Maturity date
2052-10-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,517,104.00
j. Value of collateral, to the nearest cent
$5,689,652.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NEWB7
g. Maturity date
2053-04-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,204,940.00
j. Value of collateral, to the nearest cent
$2,051,521.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NKH87
g. Maturity date
2053-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$54,334,080.00
j. Value of collateral, to the nearest cent
$42,294,750.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NPUJ7
g. Maturity date
2053-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,967,088.00
j. Value of collateral, to the nearest cent
$7,878,872.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Q8HY4
g. Maturity date
2048-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,200,000.00
j. Value of collateral, to the nearest cent
$450,322.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QBG93
g. Maturity date
2049-07-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$29,500,000.00
j. Value of collateral, to the nearest cent
$9,816,919.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QC6G6
g. Maturity date
2050-03-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$19,462,000.00
j. Value of collateral, to the nearest cent
$4,922,676.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QFC72
g. Maturity date
2050-10-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$174,200,000.00
j. Value of collateral, to the nearest cent
$90,115,092.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QHK87
g. Maturity date
2051-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,052,184.00
j. Value of collateral, to the nearest cent
$2,389,495.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNUG5
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,200,000.00
j. Value of collateral, to the nearest cent
$1,492,388.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPK48
g. Maturity date
2052-06-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,597,000.00
j. Value of collateral, to the nearest cent
$1,178,222.29
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QRDB6
g. Maturity date
2053-01-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,700,000.00
j. Value of collateral, to the nearest cent
$2,021,077.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QSYM7
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,500,000.00
j. Value of collateral, to the nearest cent
$1,296,294.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QUDT0
g. Maturity date
2044-03-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,938,412.00
j. Value of collateral, to the nearest cent
$2,721,149.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QV7A6
g. Maturity date
2040-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,060,726.00
j. Value of collateral, to the nearest cent
$1,033,492.25
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QVJJ4
g. Maturity date
2039-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,759,236.00
j. Value of collateral, to the nearest cent
$2,546,998.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QVKH6
g. Maturity date
2044-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,393,416.00
j. Value of collateral, to the nearest cent
$4,298,455.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0WR2
g. Maturity date
2055-02-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$92,136,576.00
j. Value of collateral, to the nearest cent
$86,555,285.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X4EZ5
g. Maturity date
2049-05-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,423,296.00
j. Value of collateral, to the nearest cent
$585,288.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X5NB5
g. Maturity date
2043-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$24,518,432.00
j. Value of collateral, to the nearest cent
$7,546,446.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X72B4
g. Maturity date
2035-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,922,110.00
j. Value of collateral, to the nearest cent
$1,259,357.69
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X7J67
g. Maturity date
2050-07-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,390,840.00
j. Value of collateral, to the nearest cent
$639,940.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140X83A3
g. Maturity date
2050-08-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,339,396.00
j. Value of collateral, to the nearest cent
$598,902.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGRP6
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,523,056.00
j. Value of collateral, to the nearest cent
$9,066,191.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJYH0
g. Maturity date
2053-01-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,400,000.00
j. Value of collateral, to the nearest cent
$1,820,388.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XKXB1
g. Maturity date
2053-04-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$230,000.00
j. Value of collateral, to the nearest cent
$189,783.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLQK7
g. Maturity date
2053-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$14,773,312.00
j. Value of collateral, to the nearest cent
$8,865,264.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XMY91
g. Maturity date
2037-01-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,920,000.00
j. Value of collateral, to the nearest cent
$2,202,286.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XRFD2
g. Maturity date
2037-05-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,305,424.00
j. Value of collateral, to the nearest cent
$9,541,132.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Y6LF5
g. Maturity date
2045-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,378,868.00
j. Value of collateral, to the nearest cent
$2,503,895.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31410KEM2
g. Maturity date
2038-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$380,315,520.00
j. Value of collateral, to the nearest cent
$2,375,068.77
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31410KLW2
g. Maturity date
2037-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$140,758,000.00
j. Value of collateral, to the nearest cent
$2,332,350.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31416CGA8
g. Maturity date
2036-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$289,892,864.00
j. Value of collateral, to the nearest cent
$4,778,725.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31417Y2N6
g. Maturity date
2041-05-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,164,894.00
j. Value of collateral, to the nearest cent
$30,565.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418A3S5
g. Maturity date
2043-12-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,000,000.00
j. Value of collateral, to the nearest cent
$580,076.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418CKH6
g. Maturity date
2047-05-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$56,628.00
j. Value of collateral, to the nearest cent
$5,720.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418CU93
g. Maturity date
2048-03-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,400,000.00
j. Value of collateral, to the nearest cent
$174,508.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418D7F3
g. Maturity date
2051-12-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$400,000,000.00
j. Value of collateral, to the nearest cent
$255,344,219.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418DY71
g. Maturity date
2041-05-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,937,024.00
j. Value of collateral, to the nearest cent
$9,453,217.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418E4P2
g. Maturity date
2054-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$264,205,312.00
j. Value of collateral, to the nearest cent
$200,513,895.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EKU3
g. Maturity date
2052-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$10,000,000.00
j. Value of collateral, to the nearest cent
$8,014,864.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EPD6
g. Maturity date
2053-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$482,774.00
j. Value of collateral, to the nearest cent
$379,382.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EPT1
g. Maturity date
2053-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,026,000.00
j. Value of collateral, to the nearest cent
$793,803.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418NAQ3
g. Maturity date
2040-03-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$98,306,560.00
j. Value of collateral, to the nearest cent
$3,955,596.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31419AGL5
g. Maturity date
2037-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$152,807,424.00
j. Value of collateral, to the nearest cent
$3,042,409.28
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31419AGZ4
g. Maturity date
2039-12-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,085,000.00
j. Value of collateral, to the nearest cent
$591,692.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,120,000,000.00
b. Excluding the value of any sponsor support:
$1,120,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
8.81%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
ROYAL BANK OF CANADA NY MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
7809756J2
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
7809756J2
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810TA6
g. Maturity date
2041-08-15
h. Coupon
1.750000
Yield
0.00
i. The principal amount, to the nearest cent
$92,551,500.00
j. Value of collateral, to the nearest cent
$60,399,814.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLY5
g. Maturity date
2026-11-30
h. Coupon
4.250000
Yield
0.00
i. The principal amount, to the nearest cent
$80,473,400.00
j. Value of collateral, to the nearest cent
$82,400,194.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$140,000,000.00
b. Excluding the value of any sponsor support:
$140,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.10%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
RBC DS MORTGAGE REPO 4.3500 20250602
Item C.2. The title of the issue
RBC DS MORTGAGE REPO 4.3500 20250602 4.350000%
Coupon, if applicable
Item C.3. The CUSIP
7809791J9
Item C.4. The LEI
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
7809791J9
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. Is the repurchase agreement centrally cleared?
Radio button not checked Yes   Radio button checked No
If Yes, provide the name of the central clearing counterparty (CCP)
c. Is the repurchase agreement settled on the triparty platform?
Radio button checked Yes   Radio button not checked No
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3128KCZC4
g. Maturity date
2036-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$26,357.00
j. Value of collateral, to the nearest cent
$280.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3128M6AR9
g. Maturity date
2037-12-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$172,013.00
j. Value of collateral, to the nearest cent
$1,719.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3128MFCX4
g. Maturity date
2031-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$168.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3131X8F35
g. Maturity date
2027-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,159.00
j. Value of collateral, to the nearest cent
$38.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3131XFZW3
g. Maturity date
2037-05-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,462.00
j. Value of collateral, to the nearest cent
$1.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132D6CA6
g. Maturity date
2037-05-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,073.00
j. Value of collateral, to the nearest cent
$654.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DPEH7
g. Maturity date
2052-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,131.00
j. Value of collateral, to the nearest cent
$842.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DSRP9
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$873.60
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DTDZ0
g. Maturity date
2054-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,134,256.00
j. Value of collateral, to the nearest cent
$5,636,502.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DU5W3
g. Maturity date
2054-12-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$891.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DUJ32
g. Maturity date
2050-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$63,085.00
j. Value of collateral, to the nearest cent
$50,653.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV3H6
g. Maturity date
2049-07-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$24,749.00
j. Value of collateral, to the nearest cent
$2,606.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV3T0
g. Maturity date
2049-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$115,718.00
j. Value of collateral, to the nearest cent
$15,620.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV3Z6
g. Maturity date
2049-10-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,088,005.00
j. Value of collateral, to the nearest cent
$2,252,828.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV4V4
g. Maturity date
2050-01-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$16,523,772.00
j. Value of collateral, to the nearest cent
$2,977,101.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV6R1
g. Maturity date
2050-06-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,500,000.00
j. Value of collateral, to the nearest cent
$2,337,317.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DV7B5
g. Maturity date
2050-09-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,001.00
j. Value of collateral, to the nearest cent
$477.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DVCZ6
g. Maturity date
2055-01-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,151.00
j. Value of collateral, to the nearest cent
$2,066.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWEJ8
g. Maturity date
2052-08-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$338,200.00
j. Value of collateral, to the nearest cent
$264,903.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWJF1
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$50,000.00
j. Value of collateral, to the nearest cent
$43,220.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132DWJQ7
g. Maturity date
2053-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,111,808.00
j. Value of collateral, to the nearest cent
$986,253.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132E0HQ8
g. Maturity date
2053-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,007.00
j. Value of collateral, to the nearest cent
$1,787.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132XCR72
g. Maturity date
2048-03-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,357,877.00
j. Value of collateral, to the nearest cent
$946,869.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3132Y3ZG2
g. Maturity date
2048-11-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$25,183,847.00
j. Value of collateral, to the nearest cent
$4,051,235.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31335AXN3
g. Maturity date
2046-08-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,873,944.00
j. Value of collateral, to the nearest cent
$308,290.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31335B5H5
g. Maturity date
2048-11-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$201,291.00
j. Value of collateral, to the nearest cent
$55,294.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133AGRB7
g. Maturity date
2051-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$20,453.00
j. Value of collateral, to the nearest cent
$10,446.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BD4F9
g. Maturity date
2052-06-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,658,824.00
j. Value of collateral, to the nearest cent
$5,059,149.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BFXR6
g. Maturity date
2052-07-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$762.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133BMRM9
g. Maturity date
2052-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,000.00
j. Value of collateral, to the nearest cent
$7,555.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133C8FG5
g. Maturity date
2053-07-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,452,384.00
j. Value of collateral, to the nearest cent
$1,215,915.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133C9VL4
g. Maturity date
2053-08-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,864.00
j. Value of collateral, to the nearest cent
$4,949.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CGTC1
g. Maturity date
2053-11-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$14,785,800.00
j. Value of collateral, to the nearest cent
$12,600,801.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CHNV3
g. Maturity date
2053-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,971,191.00
j. Value of collateral, to the nearest cent
$2,487,806.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133CLKV7
g. Maturity date
2053-12-01
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,557,515.00
j. Value of collateral, to the nearest cent
$1,352,619.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KLXT9
g. Maturity date
2051-05-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$83,000.00
j. Value of collateral, to the nearest cent
$50,891.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KLZL4
g. Maturity date
2051-05-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,171,105.00
j. Value of collateral, to the nearest cent
$7,383,768.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3133KPT73
g. Maturity date
2052-08-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,896,279.00
j. Value of collateral, to the nearest cent
$7,737,722.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138E6VH6
g. Maturity date
2042-02-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$164,596,000.00
j. Value of collateral, to the nearest cent
$9,317,496.96
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138ENZJ1
g. Maturity date
2030-01-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,319,967.00
j. Value of collateral, to the nearest cent
$126,060.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138MGZE8
g. Maturity date
2042-10-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$167,900.00
j. Value of collateral, to the nearest cent
$29,159.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3138WXWP8
g. Maturity date
2043-07-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$697,005.00
j. Value of collateral, to the nearest cent
$133,411.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A0QF9
g. Maturity date
2053-09-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,650.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A12H9
g. Maturity date
2053-10-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$453,892.00
j. Value of collateral, to the nearest cent
$374,924.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A22C8
g. Maturity date
2053-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,124,342.00
j. Value of collateral, to the nearest cent
$1,139,319.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A4CJ8
g. Maturity date
2053-10-01
h. Coupon
7.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$684.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140A7CU6
g. Maturity date
2053-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,005.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ABY90
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$496,706.00
j. Value of collateral, to the nearest cent
$321,940.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ADVP3
g. Maturity date
2054-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,874,865.00
j. Value of collateral, to the nearest cent
$2,893,868.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AET41
g. Maturity date
2054-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,265,122.00
j. Value of collateral, to the nearest cent
$1,245,774.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AHC67
g. Maturity date
2054-07-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$929,244.00
j. Value of collateral, to the nearest cent
$941,253.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AMWE7
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,096,436.00
j. Value of collateral, to the nearest cent
$3,069,262.78
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ANXW4
g. Maturity date
2054-09-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,238,118.00
j. Value of collateral, to the nearest cent
$1,195,888.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140APRM8
g. Maturity date
2054-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,080.00
j. Value of collateral, to the nearest cent
$1,050.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140APUS1
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,897,586.00
j. Value of collateral, to the nearest cent
$1,850,897.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140APX90
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$551,840.00
j. Value of collateral, to the nearest cent
$424,632.71
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQ2B7
g. Maturity date
2054-09-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$299,000.00
j. Value of collateral, to the nearest cent
$309,621.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQLG5
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,369,524.00
j. Value of collateral, to the nearest cent
$1,229,218.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AQQC9
g. Maturity date
2054-10-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,045,710.00
j. Value of collateral, to the nearest cent
$8,649,279.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ARDY3
g. Maturity date
2054-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,200,019.00
j. Value of collateral, to the nearest cent
$1,192,134.85
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ARFT2
g. Maturity date
2054-10-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,294,041.00
j. Value of collateral, to the nearest cent
$1,231,379.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140ARG38
g. Maturity date
2054-10-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,060.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AXV38
g. Maturity date
2055-01-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,359,142.00
j. Value of collateral, to the nearest cent
$1,312,564.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AYB20
g. Maturity date
2055-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$939.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140AYC45
g. Maturity date
2055-01-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,558,177.00
j. Value of collateral, to the nearest cent
$3,600,916.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B0J33
g. Maturity date
2055-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$5,242,616.00
j. Value of collateral, to the nearest cent
$5,063,945.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B0SR0
g. Maturity date
2055-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,426,729.00
j. Value of collateral, to the nearest cent
$2,397,896.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B13R5
g. Maturity date
2055-03-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$37,474.00
j. Value of collateral, to the nearest cent
$37,982.97
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B1CR5
g. Maturity date
2055-01-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,027,017.00
j. Value of collateral, to the nearest cent
$1,083,867.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B3UK6
g. Maturity date
2055-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,442,814.00
j. Value of collateral, to the nearest cent
$1,432,722.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B63H6
g. Maturity date
2055-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,077,117.00
j. Value of collateral, to the nearest cent
$1,101,995.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140B8N98
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,940,022.00
j. Value of collateral, to the nearest cent
$1,938,784.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140BAUW4
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$1,040.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140EVUT2
g. Maturity date
2046-08-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$4,096.00
j. Value of collateral, to the nearest cent
$778.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140FXHQ8
g. Maturity date
2041-08-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$219,997.00
j. Value of collateral, to the nearest cent
$62,737.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140J5XG9
g. Maturity date
2045-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,255,740.00
j. Value of collateral, to the nearest cent
$265,851.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140J8B93
g. Maturity date
2047-04-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$104,011,000.00
j. Value of collateral, to the nearest cent
$20,917,711.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140J9Q46
g. Maturity date
2048-01-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$21,779,060.00
j. Value of collateral, to the nearest cent
$5,391,753.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140KFHL2
g. Maturity date
2050-10-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$556.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140KYDD3
g. Maturity date
2051-05-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$181,071.00
j. Value of collateral, to the nearest cent
$116,190.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140LQDX5
g. Maturity date
2052-01-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,018.00
j. Value of collateral, to the nearest cent
$573.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M2TJ1
g. Maturity date
2052-01-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$223,145.00
j. Value of collateral, to the nearest cent
$146,143.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M33H1
g. Maturity date
2052-01-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$698,000.00
j. Value of collateral, to the nearest cent
$422,637.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M5WR2
g. Maturity date
2053-10-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,845.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M6QN6
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,059,392.00
j. Value of collateral, to the nearest cent
$1,976,651.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M7BC4
g. Maturity date
2055-01-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$894.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140M7NB3
g. Maturity date
2055-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,670,604.00
j. Value of collateral, to the nearest cent
$10,415,906.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MGLY5
g. Maturity date
2052-02-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$656.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MNMN3
g. Maturity date
2052-04-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,052.00
j. Value of collateral, to the nearest cent
$756.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MSPQ2
g. Maturity date
2052-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$758.68
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MSSA4
g. Maturity date
2052-12-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$107,376.00
j. Value of collateral, to the nearest cent
$78,713.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140MTRP0
g. Maturity date
2052-08-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$921.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NA2M4
g. Maturity date
2053-02-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,756.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NDLQ8
g. Maturity date
2053-04-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,652,946.00
j. Value of collateral, to the nearest cent
$1,375,698.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NGKP4
g. Maturity date
2053-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,196,080.00
j. Value of collateral, to the nearest cent
$954,570.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NHAP3
g. Maturity date
2053-03-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,733,499.00
j. Value of collateral, to the nearest cent
$1,231,772.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NLTC3
g. Maturity date
2053-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$817.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140NMMC8
g. Maturity date
2053-06-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,485,309.00
j. Value of collateral, to the nearest cent
$1,405,032.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Q8DB8
g. Maturity date
2048-01-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$220.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Q8E68
g. Maturity date
2048-01-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,028.00
j. Value of collateral, to the nearest cent
$105.25
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Q8SL0
g. Maturity date
2033-03-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$468,356.00
j. Value of collateral, to the nearest cent
$113,364.74
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140Q94S9
g. Maturity date
2048-11-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$232.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QGX51
g. Maturity date
2051-02-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$173,517.00
j. Value of collateral, to the nearest cent
$97,726.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLGP5
g. Maturity date
2051-07-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,132,634.00
j. Value of collateral, to the nearest cent
$672,112.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QLZW9
g. Maturity date
2051-09-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$197,125.00
j. Value of collateral, to the nearest cent
$123,678.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QMLV4
g. Maturity date
2051-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$439,969.00
j. Value of collateral, to the nearest cent
$270,671.37
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QMWC4
g. Maturity date
2051-12-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$200,000.00
j. Value of collateral, to the nearest cent
$121,640.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNJL7
g. Maturity date
2037-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$144,741.00
j. Value of collateral, to the nearest cent
$92,502.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNTR3
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$271,000.00
j. Value of collateral, to the nearest cent
$199,897.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QNYY2
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$60,000.00
j. Value of collateral, to the nearest cent
$41,740.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPFA0
g. Maturity date
2052-05-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,000.00
j. Value of collateral, to the nearest cent
$5,849.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QPSA6
g. Maturity date
2052-07-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$34,000.00
j. Value of collateral, to the nearest cent
$25,462.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQ3U7
g. Maturity date
2052-12-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$268,500.00
j. Value of collateral, to the nearest cent
$218,659.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QQN84
g. Maturity date
2052-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$620,543.00
j. Value of collateral, to the nearest cent
$528,094.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QRZ63
g. Maturity date
2033-04-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$634,200.00
j. Value of collateral, to the nearest cent
$363,842.26
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QT2B4
g. Maturity date
2054-02-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,000.00
j. Value of collateral, to the nearest cent
$4,493.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTHU6
g. Maturity date
2053-11-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$14,453,115.00
j. Value of collateral, to the nearest cent
$12,677,280.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QTJS9
g. Maturity date
2053-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,124,985.00
j. Value of collateral, to the nearest cent
$1,054,471.67
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QUH25
g. Maturity date
2054-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$107,365.00
j. Value of collateral, to the nearest cent
$92,065.64
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QV4G6
g. Maturity date
2055-01-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,763,546.00
j. Value of collateral, to the nearest cent
$12,272,919.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QVAD6
g. Maturity date
2054-08-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$966.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140QVU44
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$14,311,554.00
j. Value of collateral, to the nearest cent
$13,787,593.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W04F9
g. Maturity date
2051-07-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,946,210.00
j. Value of collateral, to the nearest cent
$3,030,062.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W0TD7
g. Maturity date
2052-04-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,040,372.00
j. Value of collateral, to the nearest cent
$2,200,834.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W15P4
g. Maturity date
2054-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,747,751.00
j. Value of collateral, to the nearest cent
$3,728,238.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140W1H22
g. Maturity date
2054-06-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,766,520.00
j. Value of collateral, to the nearest cent
$3,613,132.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XA2R2
g. Maturity date
2051-04-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$80,424.00
j. Value of collateral, to the nearest cent
$50,762.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XAEW8
g. Maturity date
2051-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$99,000.00
j. Value of collateral, to the nearest cent
$58,161.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XATH5
g. Maturity date
2050-08-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$115,003.00
j. Value of collateral, to the nearest cent
$48,119.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBFY1
g. Maturity date
2051-05-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$356,685.00
j. Value of collateral, to the nearest cent
$166,074.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBGR5
g. Maturity date
2051-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$735,911.00
j. Value of collateral, to the nearest cent
$471,536.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBGV6
g. Maturity date
2051-05-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$105,867.00
j. Value of collateral, to the nearest cent
$66,874.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XBSR2
g. Maturity date
2051-06-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$100,000.00
j. Value of collateral, to the nearest cent
$52,619.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XC6S2
g. Maturity date
2051-09-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$550,000.00
j. Value of collateral, to the nearest cent
$381,760.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XCAX6
g. Maturity date
2051-06-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$587,144.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XCCC0
g. Maturity date
2051-06-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$309,302.00
j. Value of collateral, to the nearest cent
$166,239.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XDQS8
g. Maturity date
2051-11-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,278.00
j. Value of collateral, to the nearest cent
$1,369.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XDUY0
g. Maturity date
2051-06-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,426,752.00
j. Value of collateral, to the nearest cent
$1,549,760.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XDY26
g. Maturity date
2051-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$897,000.00
j. Value of collateral, to the nearest cent
$555,324.97
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFA43
g. Maturity date
2051-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$802,716.00
j. Value of collateral, to the nearest cent
$478,372.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFAD3
g. Maturity date
2036-12-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$223,968.00
j. Value of collateral, to the nearest cent
$130,948.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFAH4
g. Maturity date
2050-08-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$68,812.00
j. Value of collateral, to the nearest cent
$42,335.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFLM1
g. Maturity date
2052-01-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$201,000.00
j. Value of collateral, to the nearest cent
$130,256.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFMF5
g. Maturity date
2051-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$100,000.00
j. Value of collateral, to the nearest cent
$56,502.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFPU9
g. Maturity date
2051-11-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$91,000.00
j. Value of collateral, to the nearest cent
$55,229.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFY39
g. Maturity date
2052-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,963.00
j. Value of collateral, to the nearest cent
$5,209.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XFZR5
g. Maturity date
2052-03-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$646.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGGW3
g. Maturity date
2052-03-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$601,000.00
j. Value of collateral, to the nearest cent
$371,496.15
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGML0
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$888,000.00
j. Value of collateral, to the nearest cent
$602,751.07
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGNB1
g. Maturity date
2052-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$100,000.00
j. Value of collateral, to the nearest cent
$62,401.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGQ44
g. Maturity date
2052-03-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$37,000.00
j. Value of collateral, to the nearest cent
$25,886.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XGWR6
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$179,998.00
j. Value of collateral, to the nearest cent
$124,473.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XH3L9
g. Maturity date
2051-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$252,573.00
j. Value of collateral, to the nearest cent
$172,667.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XHCP0
g. Maturity date
2052-05-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$94,012.00
j. Value of collateral, to the nearest cent
$65,895.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XHH42
g. Maturity date
2051-02-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$129,000.00
j. Value of collateral, to the nearest cent
$83,768.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XHJY4
g. Maturity date
2052-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$311,633.00
j. Value of collateral, to the nearest cent
$227,070.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XHSK4
g. Maturity date
2052-02-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,047.00
j. Value of collateral, to the nearest cent
$5,425.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XHWX1
g. Maturity date
2051-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$992,000.00
j. Value of collateral, to the nearest cent
$651,715.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XHWZ6
g. Maturity date
2052-02-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$302,000.00
j. Value of collateral, to the nearest cent
$209,125.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJ3F8
g. Maturity date
2052-08-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$939,000.00
j. Value of collateral, to the nearest cent
$723,964.14
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJAH6
g. Maturity date
2052-04-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$690.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJDS9
g. Maturity date
2052-07-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$655,000.00
j. Value of collateral, to the nearest cent
$475,537.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJVZ3
g. Maturity date
2052-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$686,000.00
j. Value of collateral, to the nearest cent
$555,785.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XJW66
g. Maturity date
2052-03-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$500,000.00
j. Value of collateral, to the nearest cent
$340,880.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XK5Z9
g. Maturity date
2037-08-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,001.00
j. Value of collateral, to the nearest cent
$707.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XKHD5
g. Maturity date
2053-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$38,327,481.00
j. Value of collateral, to the nearest cent
$33,536,194.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XKQP8
g. Maturity date
2037-10-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$40,000.00
j. Value of collateral, to the nearest cent
$28,348.31
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XKZB9
g. Maturity date
2051-07-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$735.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XL6X1
g. Maturity date
2052-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$612,703.00
j. Value of collateral, to the nearest cent
$437,192.64
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLAZ1
g. Maturity date
2053-04-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,021,992.00
j. Value of collateral, to the nearest cent
$1,769,426.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLDL9
g. Maturity date
2052-04-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$304,000.00
j. Value of collateral, to the nearest cent
$216,442.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLH92
g. Maturity date
2037-06-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$719.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLLQ9
g. Maturity date
2053-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,114,155.00
j. Value of collateral, to the nearest cent
$1,527,449.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLMH8
g. Maturity date
2053-02-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$756.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XLWE4
g. Maturity date
2052-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$6,700,000.00
j. Value of collateral, to the nearest cent
$5,290,384.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XMF35
g. Maturity date
2053-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,695,644.00
j. Value of collateral, to the nearest cent
$8,609,165.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XPWJ4
g. Maturity date
2052-06-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$147,000.00
j. Value of collateral, to the nearest cent
$114,581.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XQBY2
g. Maturity date
2054-06-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$950.84
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XR2L8
g. Maturity date
2054-10-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$3,173.00
j. Value of collateral, to the nearest cent
$2,896.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XRCZ6
g. Maturity date
2052-04-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,528,600.00
j. Value of collateral, to the nearest cent
$9,798,960.29
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XRPM1
g. Maturity date
2052-06-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$12,760,976.00
j. Value of collateral, to the nearest cent
$10,776,965.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
3140XRYM1
g. Maturity date
2054-11-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,750,848.00
j. Value of collateral, to the nearest cent
$3,672,108.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31417EHU8
g. Maturity date
2042-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$9,989,000.00
j. Value of collateral, to the nearest cent
$1,903,149.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418AK72
g. Maturity date
2042-09-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$7,449,024.00
j. Value of collateral, to the nearest cent
$837,279.90
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418AMY1
g. Maturity date
2027-10-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$883,269.00
j. Value of collateral, to the nearest cent
$29,109.56
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418C3S1
g. Maturity date
2048-09-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$999,989.00
j. Value of collateral, to the nearest cent
$136,888.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418C7K4
g. Maturity date
2049-02-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$77.81
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418CEF7
g. Maturity date
2046-12-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$13,541,236.00
j. Value of collateral, to the nearest cent
$2,542,468.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418D2L5
g. Maturity date
2051-07-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$407,000.00
j. Value of collateral, to the nearest cent
$246,506.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418D3N0
g. Maturity date
2036-08-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$10,003.00
j. Value of collateral, to the nearest cent
$5,696.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418D6T4
g. Maturity date
2051-10-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$90,000.00
j. Value of collateral, to the nearest cent
$38,546.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418DRV6
g. Maturity date
2035-08-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$239,000.00
j. Value of collateral, to the nearest cent
$82,128.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418DSH6
g. Maturity date
2050-09-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$26,967,200.00
j. Value of collateral, to the nearest cent
$12,962,802.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418DTL6
g. Maturity date
2035-10-01
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$275,569.00
j. Value of collateral, to the nearest cent
$124,240.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418DUD2
g. Maturity date
2035-11-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$57,000.00
j. Value of collateral, to the nearest cent
$25,275.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418DYB2
g. Maturity date
2051-04-01
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$379,334.00
j. Value of collateral, to the nearest cent
$219,256.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EAQ3
g. Maturity date
2052-01-01
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$85,000.00
j. Value of collateral, to the nearest cent
$50,902.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EAX8
g. Maturity date
2042-01-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000,000.00
j. Value of collateral, to the nearest cent
$640,219.89
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EBT6
g. Maturity date
2052-02-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$87,392.00
j. Value of collateral, to the nearest cent
$56,584.98
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418ECW8
g. Maturity date
2037-04-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$492,000.00
j. Value of collateral, to the nearest cent
$298,231.83
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418ED56
g. Maturity date
2052-06-01
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,990,792.00
j. Value of collateral, to the nearest cent
$2,795,409.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EEB2
g. Maturity date
2037-06-01
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$611,627.00
j. Value of collateral, to the nearest cent
$399,074.44
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EJ50
g. Maturity date
2052-10-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$11,000.00
j. Value of collateral, to the nearest cent
$8,602.13
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EKN9
g. Maturity date
2042-11-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$295,804.00
j. Value of collateral, to the nearest cent
$220,604.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418ELV0
g. Maturity date
2052-12-01
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,000.00
j. Value of collateral, to the nearest cent
$9,734.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EMS6
g. Maturity date
2053-01-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$127,992.00
j. Value of collateral, to the nearest cent
$105,069.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EPD6
g. Maturity date
2053-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,090,239.00
j. Value of collateral, to the nearest cent
$2,428,427.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EWK2
g. Maturity date
2038-09-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$40,000.00
j. Value of collateral, to the nearest cent
$25,993.54
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EXT2
g. Maturity date
2053-11-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$898.85
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FNMA
e. LEI
B1V7KEBTPIMZEU4LTD58
f. The CUSIP
31418EZK9
g. Maturity date
2054-01-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$906.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426C7H1
g. Maturity date
2055-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,001.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426CC77
g. Maturity date
2055-02-01
h. Coupon
7.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$932.09
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426FSG3
g. Maturity date
2055-03-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,639,514.00
j. Value of collateral, to the nearest cent
$1,646,580.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426G6Q3
g. Maturity date
2055-04-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,047.00
j. Value of collateral, to the nearest cent
$3,144.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426GMA0
g. Maturity date
2055-04-01
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$968.62
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426J7F0
g. Maturity date
2055-04-01
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$499,444.00
j. Value of collateral, to the nearest cent
$471,624.86
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426JB32
g. Maturity date
2055-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,488,836.00
j. Value of collateral, to the nearest cent
$2,405,109.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31426LWQ3
g. Maturity date
2055-05-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$18,000.00
j. Value of collateral, to the nearest cent
$18,415.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31427MC25
g. Maturity date
2055-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$8,263,386.00
j. Value of collateral, to the nearest cent
$8,292,776.49
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
31427MML2
g. Maturity date
2055-02-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$91,567.00
j. Value of collateral, to the nearest cent
$93,646.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GQ4V1
g. Maturity date
2054-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,311,182.00
j. Value of collateral, to the nearest cent
$4,166,739.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GRDE7
g. Maturity date
2054-03-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$872.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GRML1
g. Maturity date
2054-04-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$308,374.00
j. Value of collateral, to the nearest cent
$284,279.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GRP46
g. Maturity date
2054-04-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,000.00
j. Value of collateral, to the nearest cent
$5,550.38
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GSF29
g. Maturity date
2054-07-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$343,172.00
j. Value of collateral, to the nearest cent
$310,416.93
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GSFU7
g. Maturity date
2054-07-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$27,418,112.00
j. Value of collateral, to the nearest cent
$26,225,016.02
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GSPJ1
g. Maturity date
2054-08-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$157,727.00
j. Value of collateral, to the nearest cent
$143,181.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GSWJ3
g. Maturity date
2054-10-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$945,370.00
j. Value of collateral, to the nearest cent
$902,877.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GSWU8
g. Maturity date
2054-09-01
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,093.00
j. Value of collateral, to the nearest cent
$1,009.45
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GT3L8
g. Maturity date
2055-02-01
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$144,623,359.00
j. Value of collateral, to the nearest cent
$140,698,194.97
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
FMAC
e. LEI
S6XOOCT0IEG5ABCC6L87
f. The CUSIP
3142GUUH4
g. Maturity date
2055-05-01
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$56,982,000.00
j. Value of collateral, to the nearest cent
$59,226,926.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179NQ35
g. Maturity date
2043-10-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,004.00
j. Value of collateral, to the nearest cent
$139.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179QBE0
g. Maturity date
2043-04-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$830,553.00
j. Value of collateral, to the nearest cent
$108,687.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179QT50
g. Maturity date
2044-11-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$66.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179RBZ1
g. Maturity date
2045-04-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,105.00
j. Value of collateral, to the nearest cent
$75.32
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179RVB2
g. Maturity date
2045-12-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,092,112.00
j. Value of collateral, to the nearest cent
$1,157,706.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179SWW3
g. Maturity date
2047-02-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$11,104,608.00
j. Value of collateral, to the nearest cent
$1,720,826.35
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179UCB6
g. Maturity date
2048-09-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$39,999,900.00
j. Value of collateral, to the nearest cent
$3,801,797.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179UEA6
g. Maturity date
2048-10-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$444,475,270.00
j. Value of collateral, to the nearest cent
$34,862,844.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179UQ47
g. Maturity date
2049-04-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$98,202,041.00
j. Value of collateral, to the nearest cent
$9,199,474.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179UQ62
g. Maturity date
2049-04-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$86.52
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179UV82
g. Maturity date
2049-07-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$47,005,616.00
j. Value of collateral, to the nearest cent
$5,134,274.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179V7F1
g. Maturity date
2051-02-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,403,656.00
j. Value of collateral, to the nearest cent
$911,202.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179VDV9
g. Maturity date
2036-10-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$357.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179VKM1
g. Maturity date
2050-04-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$481,317.00
j. Value of collateral, to the nearest cent
$97,693.05
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179VQU7
g. Maturity date
2050-07-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,978,224.00
j. Value of collateral, to the nearest cent
$1,024,778.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179VSJ0
g. Maturity date
2050-08-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,956,902.00
j. Value of collateral, to the nearest cent
$824,177.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179VTY6
g. Maturity date
2050-09-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$9,952,256.00
j. Value of collateral, to the nearest cent
$2,920,206.57
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179VV23
g. Maturity date
2050-10-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$37,995,092.00
j. Value of collateral, to the nearest cent
$12,142,555.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W2W7
g. Maturity date
2052-04-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$11,082,931.00
j. Value of collateral, to the nearest cent
$7,836,641.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W2X5
g. Maturity date
2052-04-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$20,852,186.00
j. Value of collateral, to the nearest cent
$14,973,182.01
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W5E4
g. Maturity date
2052-05-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$912,347.00
j. Value of collateral, to the nearest cent
$671,775.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179W7M4
g. Maturity date
2052-06-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$6,155,090.00
j. Value of collateral, to the nearest cent
$4,540,749.10
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WBX5
g. Maturity date
2051-03-20
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,307,511.00
j. Value of collateral, to the nearest cent
$6,354,058.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WFH6
g. Maturity date
2051-05-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,016.00
j. Value of collateral, to the nearest cent
$502.48
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WLQ9
g. Maturity date
2051-08-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,581,653.00
j. Value of collateral, to the nearest cent
$910,458.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WNF1
g. Maturity date
2051-09-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,040,250.00
j. Value of collateral, to the nearest cent
$600,528.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WNK0
g. Maturity date
2049-02-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$449.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WQB7
g. Maturity date
2051-10-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$11,764,151.00
j. Value of collateral, to the nearest cent
$7,030,820.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WR26
g. Maturity date
2051-11-20
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$621.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WVV7
g. Maturity date
2052-01-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,999.00
j. Value of collateral, to the nearest cent
$1,287.16
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179WZB7
g. Maturity date
2052-03-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$705.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179X5H5
g. Maturity date
2053-06-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,300.00
j. Value of collateral, to the nearest cent
$1,058.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XAC0
g. Maturity date
2052-06-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$657.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XBS4
g. Maturity date
2052-07-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,320.00
j. Value of collateral, to the nearest cent
$2,399.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XDE3
g. Maturity date
2052-08-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$25,916,482.00
j. Value of collateral, to the nearest cent
$19,918,536.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XFG6
g. Maturity date
2052-09-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,121,814.00
j. Value of collateral, to the nearest cent
$9,279,837.43
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XFH4
g. Maturity date
2052-09-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$154,394,970.00
j. Value of collateral, to the nearest cent
$119,784,527.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XH25
g. Maturity date
2052-10-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$7,951,695.00
j. Value of collateral, to the nearest cent
$5,831,658.75
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XH41
g. Maturity date
2052-09-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$547.19
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XHZ2
g. Maturity date
2052-10-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$15,865,535.00
j. Value of collateral, to the nearest cent
$12,382,929.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XQW9
g. Maturity date
2053-01-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,944,227.00
j. Value of collateral, to the nearest cent
$2,325,670.21
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179XQY5
g. Maturity date
2053-01-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$20,486,224.00
j. Value of collateral, to the nearest cent
$12,770,912.03
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179Y5N0
g. Maturity date
2054-08-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$795.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36179YAQ7
g. Maturity date
2053-04-20
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$2,211,752.00
j. Value of collateral, to the nearest cent
$1,901,389.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617B9LY0
g. Maturity date
2058-05-15
h. Coupon
4.870000
Yield
0.00
i. The principal amount, to the nearest cent
$13,539,600.00
j. Value of collateral, to the nearest cent
$13,117,500.82
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617FC5L5
g. Maturity date
2058-04-15
h. Coupon
4.900000
Yield
0.00
i. The principal amount, to the nearest cent
$2,000.00
j. Value of collateral, to the nearest cent
$1,941.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3617YPGP4
g. Maturity date
2059-07-15
h. Coupon
5.600000
Yield
0.00
i. The principal amount, to the nearest cent
$1,001.00
j. Value of collateral, to the nearest cent
$1,018.53
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36180AB93
g. Maturity date
2054-10-20
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$49,987,800.00
j. Value of collateral, to the nearest cent
$47,821,266.61
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618F2YA7
g. Maturity date
2059-03-15
h. Coupon
5.960000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$1,042.36
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618GSRU3
g. Maturity date
2059-06-15
h. Coupon
5.960000
Yield
0.00
i. The principal amount, to the nearest cent
$422,400.00
j. Value of collateral, to the nearest cent
$442,623.04
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618JLKK4
g. Maturity date
2060-01-15
h. Coupon
5.600000
Yield
0.00
i. The principal amount, to the nearest cent
$2,542,721.00
j. Value of collateral, to the nearest cent
$2,603,390.46
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618N5C64
g. Maturity date
2054-12-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,024.00
j. Value of collateral, to the nearest cent
$1,007.96
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618N5EV7
g. Maturity date
2055-01-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$4,095,008.00
j. Value of collateral, to the nearest cent
$4,040,644.08
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618N5JE0
g. Maturity date
2055-02-20
h. Coupon
6.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,832,133.00
j. Value of collateral, to the nearest cent
$1,850,947.41
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3618N5MS5
g. Maturity date
2055-05-20
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,088.00
j. Value of collateral, to the nearest cent
$1,119.29
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622A2SX1
g. Maturity date
2045-12-20
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,747,889.00
j. Value of collateral, to the nearest cent
$158,948.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622AA4N1
g. Maturity date
2051-04-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$32,858.00
j. Value of collateral, to the nearest cent
$19,140.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622AAYH1
g. Maturity date
2051-02-20
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$26,761,457.00
j. Value of collateral, to the nearest cent
$13,701,980.27
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622ABCU4
g. Maturity date
2051-08-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$25,435,596.00
j. Value of collateral, to the nearest cent
$16,948,448.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622ABE32
g. Maturity date
2051-09-20
h. Coupon
2.500000
Yield
0.00
i. The principal amount, to the nearest cent
$504,974.00
j. Value of collateral, to the nearest cent
$297,811.29
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622ABG71
g. Maturity date
2051-10-20
h. Coupon
3.000000
Yield
0.00
i. The principal amount, to the nearest cent
$5,816,894.00
j. Value of collateral, to the nearest cent
$3,906,114.30
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622ADMM7
g. Maturity date
2049-01-20
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$266,834.00
j. Value of collateral, to the nearest cent
$229,691.24
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
3622ADS41
g. Maturity date
2055-02-20
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$3,259,602.00
j. Value of collateral, to the nearest cent
$3,256,460.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36241K3M8
g. Maturity date
2039-03-15
h. Coupon
5.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$16.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36241KHV3
g. Maturity date
2032-12-15
h. Coupon
6.500000
Yield
0.00
i. The principal amount, to the nearest cent
$1,008.00
j. Value of collateral, to the nearest cent
$12.63
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36241KRU4
g. Maturity date
2038-03-15
h. Coupon
5.000000
Yield
0.00
i. The principal amount, to the nearest cent
$2,011.00
j. Value of collateral, to the nearest cent
$39.39
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
GNMA
e. LEI
549300M8ZYFG0OCMTT87
f. The CUSIP
36241L4B9
g. Maturity date
2041-12-15
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$93,638,656.00
j. Value of collateral, to the nearest cent
$5,265,684.23
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797PG6
g. Maturity date
2025-07-31
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$122,000.00
j. Value of collateral, to the nearest cent
$121,112.33
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797PQ4
g. Maturity date
2025-08-28
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$98.94
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912797QL4
g. Maturity date
2025-08-26
h. Coupon
0.00
Yield
0.00
i. The principal amount, to the nearest cent
$1,375,400.00
j. Value of collateral, to the nearest cent
$1,361,192.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810QP6
g. Maturity date
2041-02-15
h. Coupon
2.125000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$140.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810QT8
g. Maturity date
2041-11-15
h. Coupon
3.125000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$80.22
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810QV3
g. Maturity date
2042-02-15
h. Coupon
0.750000
Yield
0.00
i. The principal amount, to the nearest cent
$200.00
j. Value of collateral, to the nearest cent
$215.47
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810SL3
g. Maturity date
2050-02-15
h. Coupon
2.000000
Yield
0.00
i. The principal amount, to the nearest cent
$1,400.00
j. Value of collateral, to the nearest cent
$808.42
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810SP4
g. Maturity date
2050-08-15
h. Coupon
1.375000
Yield
0.00
i. The principal amount, to the nearest cent
$700.00
j. Value of collateral, to the nearest cent
$337.88
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810TQ1
g. Maturity date
2043-02-15
h. Coupon
3.875000
Yield
0.00
i. The principal amount, to the nearest cent
$42,435,500.00
j. Value of collateral, to the nearest cent
$37,643,454.06
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912810TY4
g. Maturity date
2054-02-15
h. Coupon
2.125000
Yield
0.00
i. The principal amount, to the nearest cent
$58,668,900.00
j. Value of collateral, to the nearest cent
$54,951,456.51
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912828S50
g. Maturity date
2026-07-15
h. Coupon
0.125000
Yield
0.00
i. The principal amount, to the nearest cent
$73,729,800.00
j. Value of collateral, to the nearest cent
$97,441,201.17
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
912828Y38
g. Maturity date
2028-07-15
h. Coupon
0.750000
Yield
0.00
i. The principal amount, to the nearest cent
$5,900.00
j. Value of collateral, to the nearest cent
$7,409.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CCB5
g. Maturity date
2031-05-15
h. Coupon
1.625000
Yield
0.00
i. The principal amount, to the nearest cent
$1,000.00
j. Value of collateral, to the nearest cent
$870.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CCE9
g. Maturity date
2028-05-31
h. Coupon
1.250000
Yield
0.00
i. The principal amount, to the nearest cent
$52,800.00
j. Value of collateral, to the nearest cent
$49,165.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CCV1
g. Maturity date
2028-08-31
h. Coupon
1.125000
Yield
0.00
i. The principal amount, to the nearest cent
$10,306,100.00
j. Value of collateral, to the nearest cent
$9,458,690.50
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CDL2
g. Maturity date
2028-11-30
h. Coupon
1.500000
Yield
0.00
i. The principal amount, to the nearest cent
$800.00
j. Value of collateral, to the nearest cent
$742.58
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CDY4
g. Maturity date
2032-02-15
h. Coupon
1.875000
Yield
0.00
i. The principal amount, to the nearest cent
$2,150,500.00
j. Value of collateral, to the nearest cent
$1,872,173.12
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CEM9
g. Maturity date
2029-04-30
h. Coupon
2.875000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$96.31
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CEV9
g. Maturity date
2029-06-30
h. Coupon
3.250000
Yield
0.00
i. The principal amount, to the nearest cent
$600.00
j. Value of collateral, to the nearest cent
$591.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CEW7
g. Maturity date
2027-06-30
h. Coupon
3.250000
Yield
0.00
i. The principal amount, to the nearest cent
$37,000.00
j. Value of collateral, to the nearest cent
$36,999.95
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CEZ0
g. Maturity date
2032-07-15
h. Coupon
0.625000
Yield
0.00
i. The principal amount, to the nearest cent
$300.00
j. Value of collateral, to the nearest cent
$304.76
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CFF3
g. Maturity date
2032-08-15
h. Coupon
2.750000
Yield
0.00
i. The principal amount, to the nearest cent
$43,931,900.00
j. Value of collateral, to the nearest cent
$40,275,999.40
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CGM7
g. Maturity date
2033-02-15
h. Coupon
3.500000
Yield
0.00
i. The principal amount, to the nearest cent
$45,100.00
j. Value of collateral, to the nearest cent
$43,289.92
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CGQ8
g. Maturity date
2030-02-28
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,441,000.00
j. Value of collateral, to the nearest cent
$12,569,407.34
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CGS4
g. Maturity date
2030-03-31
h. Coupon
3.625000
Yield
0.00
i. The principal amount, to the nearest cent
$200.00
j. Value of collateral, to the nearest cent
$197.79
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CGW5
g. Maturity date
2028-04-15
h. Coupon
1.250000
Yield
0.00
i. The principal amount, to the nearest cent
$1,031,400.00
j. Value of collateral, to the nearest cent
$1,094,745.96
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CHP9
g. Maturity date
2033-07-15
h. Coupon
1.375000
Yield
0.00
i. The principal amount, to the nearest cent
$204,090,100.00
j. Value of collateral, to the nearest cent
$206,863,808.55
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CHY0
g. Maturity date
2026-09-15
h. Coupon
4.625000
Yield
0.00
i. The principal amount, to the nearest cent
$26,867,400.00
j. Value of collateral, to the nearest cent
$27,299,041.70
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CJQ5
g. Maturity date
2030-12-31
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$923,100.00
j. Value of collateral, to the nearest cent
$922,267.99
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CJR3
g. Maturity date
2028-12-31
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$100.91
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CJZ5
g. Maturity date
2034-02-15
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$98.59
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CKP5
g. Maturity date
2029-04-30
h. Coupon
4.625000
Yield
0.00
i. The principal amount, to the nearest cent
$7,000.00
j. Value of collateral, to the nearest cent
$7,193.20
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CKT7
g. Maturity date
2029-05-31
h. Coupon
4.500000
Yield
0.00
i. The principal amount, to the nearest cent
$38,085,000.00
j. Value of collateral, to the nearest cent
$39,682,527.65
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CKV2
g. Maturity date
2027-06-15
h. Coupon
4.625000
Yield
0.00
i. The principal amount, to the nearest cent
$5,000.00
j. Value of collateral, to the nearest cent
$5,171.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLC3
g. Maturity date
2029-07-31
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$12,701,800.00
j. Value of collateral, to the nearest cent
$12,881,011.87
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLD1
g. Maturity date
2031-07-31
h. Coupon
4.125000
Yield
0.00
i. The principal amount, to the nearest cent
$4,466,600.00
j. Value of collateral, to the nearest cent
$4,524,398.18
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLE9
g. Maturity date
2034-07-15
h. Coupon
1.875000
Yield
0.00
i. The principal amount, to the nearest cent
$15,700.00
j. Value of collateral, to the nearest cent
$15,906.73
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLJ8
g. Maturity date
2031-08-31
h. Coupon
3.750000
Yield
0.00
i. The principal amount, to the nearest cent
$26,262,600.00
j. Value of collateral, to the nearest cent
$25,932,192.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLL3
g. Maturity date
2027-09-15
h. Coupon
3.375000
Yield
0.00
i. The principal amount, to the nearest cent
$411,200.00
j. Value of collateral, to the nearest cent
$409,168.72
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CLS8
g. Maturity date
2026-10-31
h. Coupon
4.125000
Yield
0.00
i. The principal amount, to the nearest cent
$200.00
j. Value of collateral, to the nearest cent
$200.80
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CME8
g. Maturity date
2026-12-31
h. Coupon
4.250000
Yield
0.00
i. The principal amount, to the nearest cent
$4,831,600.00
j. Value of collateral, to the nearest cent
$4,932,148.00
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CML2
g. Maturity date
2035-01-15
h. Coupon
2.125000
Yield
0.00
i. The principal amount, to the nearest cent
$7,281,100.00
j. Value of collateral, to the nearest cent
$7,451,196.11
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
d. The name of the collateral issuer
USTR
e. LEI
254900HROIFWPRGM1V77
f. The CUSIP
91282CMU2
g. Maturity date
2030-03-31
h. Coupon
4.000000
Yield
0.00
i. The principal amount, to the nearest cent
$100.00
j. Value of collateral, to the nearest cent
$100.66
k. The category of investment that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Cash
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Moody's Investors Service, Inc.
Rating
P-1
Name of NRSRO
Standard and Poor's Ratings Services
Rating
A-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-02
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-02
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.35%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,540,000,000.00
b. Excluding the value of any sponsor support:
$1,540,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
12.11%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY BILL
Item C.2. The title of the issue
UNITED STATES TREASURY BILL 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
912797LN5
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US912797LN52
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-12
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-06-12
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-06-12
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.31%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$91,891,388.48
b. Excluding the value of any sponsor support:
$91,891,388.48
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.72%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY BILL
Item C.2. The title of the issue
UNITED STATES TREASURY BILL 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
912797LW5
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US912797LW51
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
F-1+
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-07-10
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-10
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-10
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.30%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$98,557,965.00
b. Excluding the value of any sponsor support:
$98,557,965.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.77%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY BILL
Item C.2. The title of the issue
UNITED STATES TREASURY BILL 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
912797QV2
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US912797QV24
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-09-23
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-09-23
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-09-23
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.34%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$246,684,547.50
b. Excluding the value of any sponsor support:
$246,684,547.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.94%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY BILL
Item C.2. The title of the issue
UNITED STATES TREASURY BILL 0.00000%
Coupon, if applicable
Item C.3. The CUSIP
912797QW0
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US912797QW07
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-09-30
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-09-30
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-09-30
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.34%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$147,902,625.00
b. Excluding the value of any sponsor support:
$147,902,625.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.16%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 2.625000%
Coupon, if applicable
Item C.3. The CUSIP
9128285T3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US9128285T35
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-12-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-12-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-12-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.31%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,529,297.00
b. Excluding the value of any sponsor support:
$49,529,297.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 2.625000%
Coupon, if applicable
Item C.3. The CUSIP
9128286A3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US9128286A35
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-01-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-01-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-01-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.28%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$29,674,218.60
b. Excluding the value of any sponsor support:
$29,674,218.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.23%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 2.500000%
Coupon, if applicable
Item C.3. The CUSIP
9128286F2
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US9128286F22
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-02-28
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-02-28
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-02-28
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.27%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$59,224,218.60
b. Excluding the value of any sponsor support:
$59,224,218.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.47%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 1.625000%
Coupon, if applicable
Item C.3. The CUSIP
912828P46
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US912828P469
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-02-15
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-02-15
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-02-15
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.26%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$93,274,414.30
b. Excluding the value of any sponsor support:
$93,274,414.30
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.73%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 0.250000%
Coupon, if applicable
Item C.3. The CUSIP
91282CAM3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CAM38
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-09-30
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-09-30
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-09-30
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.34%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,330,078.00
b. Excluding the value of any sponsor support:
$49,330,078.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.39%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 0.375000%
Coupon, if applicable
Item C.3. The CUSIP
91282CBC4
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CBC47
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-12-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-12-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-12-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.29%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$83,107,421.45
b. Excluding the value of any sponsor support:
$83,107,421.45
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.65%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 0.375000%
Coupon, if applicable
Item C.3. The CUSIP
91282CBH3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CBH34
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-01-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-01-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-01-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.30%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$87,700,780.80
b. Excluding the value of any sponsor support:
$87,700,780.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.69%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 0.500000%
Coupon, if applicable
Item C.3. The CUSIP
91282CBQ3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CBQ33
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-02-28
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-02-28
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-02-28
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.26%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$69,053,046.52
b. Excluding the value of any sponsor support:
$69,053,046.52
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.54%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 0.750000%
Coupon, if applicable
Item C.3. The CUSIP
91282CBT7
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CBT71
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-03-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-03-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-03-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.19%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$184,700,780.30
b. Excluding the value of any sponsor support:
$184,700,780.30
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.45%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 0.750000%
Coupon, if applicable
Item C.3. The CUSIP
91282CCF6
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CCF68
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-05-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-05-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-05-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.18%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$96,683,594.00
b. Excluding the value of any sponsor support:
$96,683,594.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.76%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 4.000000%
Coupon, if applicable
Item C.3. The CUSIP
91282CGL9
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CGL90
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-02-15
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-02-15
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-02-15
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.26%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$104,803,125.00
b. Excluding the value of any sponsor support:
$104,803,125.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.82%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 4.625000%
Coupon, if applicable
Item C.3. The CUSIP
91282CGR6
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CGR60
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-03-15
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-03-15
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-03-15
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.24%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$127,347,264.99
b. Excluding the value of any sponsor support:
$127,347,264.99
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.00%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 3.625000%
Coupon, if applicable
Item C.3. The CUSIP
91282CHB0
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CHB00
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-05-15
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-05-15
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-05-15
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.18%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$135,309,374.32
b. Excluding the value of any sponsor support:
$135,309,374.32
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.06%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY FLOATING RATE NOTE
Item C.2. The title of the issue
UNITED STATES TREASURY FLOATING RATE NOTE 4.426263%
Coupon, if applicable
Item C.3. The CUSIP
91282CHS3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CHS35
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-07-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-07-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.31%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$345,515,720.25
b. Excluding the value of any sponsor support:
$345,515,720.25
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.72%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY FLOATING RATE NOTE
Item C.2. The title of the issue
UNITED STATES TREASURY FLOATING RATE NOTE 4.471263%
Coupon, if applicable
Item C.3. The CUSIP
91282CJD4
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CJD48
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2025-10-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2025-10-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.33%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$341,189,162.93
b. Excluding the value of any sponsor support:
$341,189,162.93
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.68%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY FLOATING RATE NOTE
Item C.2. The title of the issue
UNITED STATES TREASURY FLOATING RATE NOTE 4.546263%
Coupon, if applicable
Item C.3. The CUSIP
91282CJU6
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CJU62
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-01-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-01-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.32%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$66,078,891.12
b. Excluding the value of any sponsor support:
$66,078,891.12
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.52%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 4.250000%
Coupon, if applicable
Item C.3. The CUSIP
91282CJV4
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CJV46
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-01-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-01-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-01-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.30%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$29,984,765.70
b. Excluding the value of any sponsor support:
$29,984,765.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 4.625000%
Coupon, if applicable
Item C.3. The CUSIP
91282CKB6
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CKB62
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-02-28
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-02-28
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-02-28
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.26%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$31,076,289.14
b. Excluding the value of any sponsor support:
$31,076,289.14
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.24%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY NOTE/BOND
Item C.2. The title of the issue
UNITED STATES TREASURY NOTE/BOND 4.500000%
Coupon, if applicable
Item C.3. The CUSIP
91282CKH3
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CKH33
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2026-03-31
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-03-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-03-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.20%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$135,316,406.25
b. Excluding the value of any sponsor support:
$135,316,406.25
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.06%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY FLOATING RATE NOTE
Item C.2. The title of the issue
UNITED STATES TREASURY FLOATING RATE NOTE 4.451263%
Coupon, if applicable
Item C.3. The CUSIP
91282CKM2
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CKM28
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-04-30
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-04-30
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.37%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$225,153,013.50
b. Excluding the value of any sponsor support:
$225,153,013.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.77%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following information
Item C.1. The name of the issuer or the name of the counterparty in a repurchase agreement
UNITED STATES TREASURY FLOATING RATE NOTE
Item C.2. The title of the issue
UNITED STATES TREASURY FLOATING RATE NOTE 4.483263%
Coupon, if applicable
Item C.3. The CUSIP
91282CLA7
Item C.4. The LEI
254900HROIFWPRGM1V77
Item C.5. Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91282CLA70
b. The CIK;
c. The RSSD ID; or
d. Other unique identifier
Item C.6. The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt (if categorized as coupon-paying notes)
Radio button not checked  U.S. Government Agency Debt (if categorized as no-coupon discount notes)
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement if collateral falls outside Treasury, Government Agency, and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7. If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8. For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral)
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and
(b) the range of maturity dates and interest rates
Item C.9. Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10. Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Name of NRSRO
Fitch, Inc.
Rating
AA+
Name of NRSRO
Moody's Investors Service, Inc.
Rating
Aa1
Item C.11. The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii))
2025-06-02
Item C.12. The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii))
2026-07-31
Item C.13. The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid)
2026-07-31
Item C.14. Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15. Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a
Item C.16. Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a – 16.d. Where applicable, provide the information required in Items C.16.b – 16.d in the order that each enhancement provider was reported in Item C.16.a.x
Item C.17. The yield of the security as of the reporting date
4.37%
Item C.18. The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$170,208,790.60
b. Excluding the value of any sponsor support:
$170,208,790.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.34%
Item C.20. Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21. Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22. Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23. Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part D. Disposition of Portfolio Securities

Item D.1. Disclose the gross market value of portfolio securities the money market fund sold or disposed of during the reporting period by category of investment. Do not include portfolio securities that the fund held until maturity. A money market fund that is a Government Money Market Fund or a tax exempt fund, as defined in rule 2a-7(a)(23) [17 CFR 270.2a-7(a)(23)], is not required to respond to Part D.
a. U.S. Treasury Debt, to the nearest cent
b. U.S. Government Agency Debt (if categorized as coupon-paying notes), to the nearest cent
c. U.S. Government Agency Debt (if categorized as no-coupon discount notes), to the nearest cent
d. Non-U.S. Sovereign, Sub-Sovereign and Supra-National Debt, to the nearest cent
e. Certificate of Deposit, to the nearest cent
f. Non-Negotiable Time Deposit, to the nearest cent
g. Variable Rate Demand Note, to the nearest cent
h. Other Municipal Security, to the nearest cent
i. Asset Backed Commercial Paper, to the nearest cent
j. Other Asset Backed Securities, to the nearest cent
k. U.S. Treasury Repurchase Agreement (if collateralized only by U.S. Treasuries (including Strips) and cash), to the nearest cent
l. U.S. Government Agency Repurchase Agreement (collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash), to the nearest cent
m. Other Repurchase Agreement (if collateral falls outside Treasury, Government Agency, and cash), to the nearest cent
n. Insurance Company Funding Agreement, to the nearest cent
o. Investment Company, to the nearest cent
p. Financial Company Commercial Paper, to the nearest cent
q. Non-Financial Company Commercial Paper, to the nearest cent
r. Tender Option Bond, to the nearest cent
s. Other Instrument, to the nearest cent
If Other Instrument, include a brief description

N-MFP: SIGNATURES

Pursuant to the requirements of the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized

(Registrant)
T. ROWE PRICE GOVERNMENT MONEY FUND, INC.
Date
2025-06-06
(Signature)*
Alan S. Dupski
Name of Signing Officer
Alan S. Dupski
Title of Signing Officer
Treasurer & Vice President