# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-000443
**Filing Date:** 2026-1
**Character Count:** 2474405
**Document Hash:** 3bc2943c61d59f4a93f6dd609cf84145
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000443.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000443

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 26519150

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |
| C000263898 | Institutional Plus Class   | MPXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 13

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

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

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

### Service Providers
| Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 47 days

- **WAL:** 115 days

- **Total Value of Portfolio Securities:** $206720922428.54

- **Amortized Cost of Portfolio Securities:** $206665575487.84

- **Cash:** $2905411638.88

- **Total Other Assets:** $867895649.25

- **Total Liabilities:** $8335849070.55

- **Net Assets of Series:** $202103033705.42

- **Number of Shares Outstanding (Series):** 202134808738.8200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $126577615128.35          | $170510892652.05           | 61.7800%                  | 83.2200%                   |
| 2025-12-02 | $120598625041.02          | $165267702594.58           | 60.1700%                  | 82.4600%                   |
| 2025-12-03 | $120357105825.97          | $166010853612.50           | 59.7200%                  | 82.3800%                   |
| 2025-12-04 | $119350942670.65          | $165004808327.45           | 59.5200%                  | 82.2900%                   |
| 2025-12-05 | $117478638248.07          | $164148602183.74           | 59.0600%                  | 82.5300%                   |
| 2025-12-08 | $122071286821.43          | $168583447574.75           | 59.9000%                  | 82.7300%                   |
| 2025-12-09 | $123271020857.59          | $169783001124.26           | 60.0000%                  | 82.6300%                   |
| 2025-12-10 | $123515387413.86          | $168728298621.10           | 60.3500%                  | 82.4400%                   |
| 2025-12-11 | $122650528571.13          | $169741127170.21           | 59.7100%                  | 82.6400%                   |
| 2025-12-12 | $124509650326.75          | $171600540563.90           | 59.9300%                  | 82.6000%                   |
| 2025-12-15 | $122619083542.32          | $169951654691.61           | 59.5700%                  | 82.5700%                   |
| 2025-12-16 | $124451190555.20          | $171784220186.12           | 59.8800%                  | 82.6600%                   |
| 2025-12-17 | $125819734583.96          | $174033255515.32           | 59.8900%                  | 82.8400%                   |
| 2025-12-18 | $124177629559.15          | $172648772524.15           | 59.5600%                  | 82.8100%                   |
| 2025-12-19 | $124377965380.33          | $172414590265.45           | 59.5900%                  | 82.6100%                   |
| 2025-12-22 | $124071105428.97          | $171856269906.35           | 60.0100%                  | 83.1200%                   |
| 2025-12-23 | $125531991421.62          | $173317446057.28           | 60.2300%                  | 83.1600%                   |
| 2025-12-24 | $126479252664.66          | $173797239697.39           | 60.5600%                  | 83.2200%                   |
| 2025-12-26 | $124648433815.59          | $172619033074.78           | 60.1400%                  | 83.2800%                   |
| 2025-12-29 | $132039414080.76          | $179076993874.80           | 61.7200%                  | 83.7100%                   |
| 2025-12-30 | $130422176933.15          | $177459777070.02           | 61.3700%                  | 83.5100%                   |
| 2025-12-31 | $130634311650.38          | $175427350427.09           | 62.0700%                  | 83.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0600%             |
| 2025-12-02 | 4.0600%             |
| 2025-12-03 | 4.0600%             |
| 2025-12-04 | 4.0500%             |
| 2025-12-05 | 4.0100%             |
| 2025-12-08 | 3.9900%             |
| 2025-12-09 | 3.9800%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9700%             |
| 2025-12-12 | 3.9000%             |
| 2025-12-15 | 3.8900%             |
| 2025-12-16 | 3.8700%             |
| 2025-12-17 | 3.8500%             |
| 2025-12-18 | 3.8400%             |
| 2025-12-19 | 3.8300%             |
| 2025-12-22 | 3.8300%             |
| 2025-12-23 | 3.8200%             |
| 2025-12-24 | 3.8200%             |
| 2025-12-26 | 3.8300%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8300%             |
| 2025-12-31 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0000                      |
|  |  |
| 2025-12-02 | 1.0000                      |
|  |  |
| 2025-12-03 | 1.0001                      |
|  |  |
| 2025-12-04 | 1.0000                      |
|  |  |
| 2025-12-05 | 1.0000                      |
|  |  |
| 2025-12-08 | 1.0000                      |
|  |  |
| 2025-12-09 | 1.0000                      |
|  |  |
| 2025-12-10 | 1.0001                      |
|  |  |
| 2025-12-11 | 1.0001                      |
|  |  |
| 2025-12-12 | 1.0001                      |
|  |  |
| 2025-12-15 | 1.0001                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0002                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0001                      |
|  |  |
| 2025-12-22 | 1.0001                      |
|  |  |
| 2025-12-23 | 1.0001                      |
|  |  |
| 2025-12-24 | 1.0001                      |
|  |  |
| 2025-12-26 | 1.0001                      |
|  |  |
| 2025-12-29 | 1.0001                      |
|  |  |
| 2025-12-30 | 1.0001                      |
|  |  |
| 2025-12-31 | 1.0001                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $559215314.48

- **Number of Shares Outstanding:** 559294099.4400

- **Expense Reimbursement/Waiver:** 29065.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $3380525.70               | $1085796.35             |
| 2025-12-02 | $3560609.27               | $0.00                   |
| 2025-12-03 | $253814.68                | $6730570.61             |
| 2025-12-04 | $37263.92                 | $0.00                   |
| 2025-12-05 | $4394913.59               | $1149888.00             |
| 2025-12-08 | $1578994.98               | $0.00                   |
| 2025-12-09 | $29470.62                 | $39099.64               |
| 2025-12-10 | $315610.94                | $0.00                   |
| 2025-12-11 | $5445421.15               | $4920988.52             |
| 2025-12-12 | $22416.51                 | $37433812.57            |
| 2025-12-15 | $1149110.17               | $2728280.79             |
| 2025-12-16 | $6024324.65               | $0.00                   |
| 2025-12-17 | $57984.25                 | $31794.31               |
| 2025-12-18 | $596431.82                | $203221780.14           |
| 2025-12-19 | $30556926.71              | $74431.78               |
| 2025-12-22 | $29435.48                 | $992695.34              |
| 2025-12-23 | $999899.19                | $780208.25              |
| 2025-12-24 | $22843552.38              | $0.00                   |
| 2025-12-26 | $19694226.42              | $0.00                   |
| 2025-12-29 | $319818.63                | $1821386.28             |
| 2025-12-30 | $1166706.80               | $0.00                   |
| 2025-12-31 | $11851962.10              | $0.00                   |

**Total Gross Subscriptions (Month):** $114309419.96

**Total Gross Redemptions (Month):** $261010732.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7600%           |
| 2025-12-02 | 3.7600%           |
| 2025-12-03 | 3.7600%           |
| 2025-12-04 | 3.7500%           |
| 2025-12-05 | 3.7100%           |
| 2025-12-08 | 3.6900%           |
| 2025-12-09 | 3.6800%           |
| 2025-12-10 | 3.6800%           |
| 2025-12-11 | 3.6700%           |
| 2025-12-12 | 3.6000%           |
| 2025-12-15 | 3.5900%           |
| 2025-12-16 | 3.5700%           |
| 2025-12-17 | 3.5500%           |
| 2025-12-18 | 3.5400%           |
| 2025-12-19 | 3.5300%           |
| 2025-12-22 | 3.5300%           |
| 2025-12-23 | 3.5200%           |
| 2025-12-24 | 3.5200%           |
| 2025-12-26 | 3.5300%           |
| 2025-12-29 | 3.5300%           |
| 2025-12-30 | 3.5300%           |
| 2025-12-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 12.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.4400%          | 0.0000%              |
| Depository institution or other banking institution |  | 74.9700%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2415408034.98

- **Number of Shares Outstanding:** 2415764818.5600

- **Expense Reimbursement/Waiver:** 114432.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $66996896.47              | $121344176.19           |
| 2025-12-02 | $73775459.14              | $16216964.98            |
| 2025-12-03 | $17298351.34              | $35840093.06            |
| 2025-12-04 | $121236720.89             | $20403253.97            |
| 2025-12-05 | $25132668.37              | $87224449.27            |
| 2025-12-08 | $43871002.07              | $89808747.73            |
| 2025-12-09 | $22884804.08              | $29580685.40            |
| 2025-12-10 | $11963460.12              | $31626744.59            |
| 2025-12-11 | $109875029.58             | $14100369.26            |
| 2025-12-12 | $9919069.32               | $59422684.50            |
| 2025-12-15 | $43705170.05              | $22799939.69            |
| 2025-12-16 | $72547408.20              | $15258630.51            |
| 2025-12-17 | $11673697.20              | $10570391.07            |
| 2025-12-18 | $46816568.17              | $18974682.37            |
| 2025-12-19 | $124455605.40             | $47975040.54            |
| 2025-12-22 | $35988541.94              | $111942569.68           |
| 2025-12-23 | $45548292.53              | $17246441.02            |
| 2025-12-24 | $23291593.79              | $93801288.04            |
| 2025-12-26 | $26434154.03              | $15707193.43            |
| 2025-12-29 | $10802044.38              | $39677367.63            |
| 2025-12-30 | $13602474.87              | $85181597.55            |
| 2025-12-31 | $119102020.26             | $60751729.92            |

**Total Gross Subscriptions (Month):** $1076921032.20

**Total Gross Redemptions (Month):** $1045455040.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6600%           |
| 2025-12-02 | 3.6600%           |
| 2025-12-03 | 3.6600%           |
| 2025-12-04 | 3.6500%           |
| 2025-12-05 | 3.6100%           |
| 2025-12-08 | 3.5900%           |
| 2025-12-09 | 3.5800%           |
| 2025-12-10 | 3.5800%           |
| 2025-12-11 | 3.5700%           |
| 2025-12-12 | 3.5000%           |
| 2025-12-15 | 3.4900%           |
| 2025-12-16 | 3.4700%           |
| 2025-12-17 | 3.4500%           |
| 2025-12-18 | 3.4400%           |
| 2025-12-19 | 3.4300%           |
| 2025-12-22 | 3.4300%           |
| 2025-12-23 | 3.4200%           |
| 2025-12-24 | 3.4200%           |
| 2025-12-26 | 3.4300%           |
| 2025-12-29 | 3.4300%           |
| 2025-12-30 | 3.4300%           |
| 2025-12-31 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 11.6800%         | 0.0000%              |
| Non-financial corporation                           |  | 6.4000%          | 0.0000%              |
| Depository institution or other banking institution |  | 36.6600%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.5800%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $173549976611.74

- **Number of Shares Outstanding:** 173575827872.5290

- **Expense Reimbursement/Waiver:** 8166740.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $8477541204.61            | $6884745087.02          |
| 2025-12-02 | $3572028105.91            | $5272084748.75          |
| 2025-12-03 | $4534720155.76            | $4050247854.53          |
| 2025-12-04 | $4179080911.55            | $3298802995.29          |
| 2025-12-05 | $4488707043.89            | $5162873178.51          |
| 2025-12-08 | $4390375040.10            | $3431612140.84          |
| 2025-12-09 | $5186054760.64            | $3511325307.12          |
| 2025-12-10 | $3158715242.48            | $4359836807.19          |
| 2025-12-11 | $6555766285.24            | $2683761379.43          |
| 2025-12-12 | $8071018819.33            | $5689573849.54          |
| 2025-12-15 | $4954338333.57            | $7385211461.77          |
| 2025-12-16 | $7123622677.69            | $5201643500.17          |
| 2025-12-17 | $5690895028.41            | $4836584922.04          |
| 2025-12-18 | $7058448712.51            | $6585717674.61          |
| 2025-12-19 | $7314367170.94            | $7450234942.11          |
| 2025-12-22 | $8756300168.38            | $11718148952.25         |
| 2025-12-23 | $5480680570.21            | $6273416596.80          |
| 2025-12-24 | $3458685045.13            | $4667711554.56          |
| 2025-12-26 | $6756436020.06            | $3659401520.70          |
| 2025-12-29 | $7867397781.46            | $5960344700.54          |
| 2025-12-30 | $6302762739.32            | $6590274708.65          |
| 2025-12-31 | $6187754163.54            | $9561703925.62          |

**Total Gross Subscriptions (Month):** $129565695980.73

**Total Gross Redemptions (Month):** $124235257808.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9100%           |
| 2025-12-02 | 3.9100%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8300%           |
| 2025-12-11 | 3.8200%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.7400%           |
| 2025-12-16 | 3.7200%           |
| 2025-12-17 | 3.7000%           |
| 2025-12-18 | 3.6900%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6800%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6800%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.3900%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.5700%          | 0.0000%              |
| Broker-dealer                                       |  | 28.2200%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7809135113.09

- **Number of Shares Outstanding:** 7809777842.6400

- **Expense Reimbursement/Waiver:** 358995.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $5273.75                  | $224303920.79           |
| 2025-12-02 | $120254433.84             | $406000000.00           |
| 2025-12-03 | $274310603.02             | $0.00                   |
| 2025-12-04 | $2014759.47               | $63000000.00            |
| 2025-12-05 | $21524226.10              | $65020000.00            |
| 2025-12-08 | $71879770.63              | $0.00                   |
| 2025-12-09 | $180066017.77             | $0.00                   |
| 2025-12-10 | $62826213.40              | $0.00                   |
| 2025-12-11 | $109000000.00             | $122167433.83           |
| 2025-12-12 | $18007339.58              | $0.00                   |
| 2025-12-15 | $0.00                     | $103613537.96           |
| 2025-12-16 | $116312337.75             | $26020000.00            |
| 2025-12-17 | $198582048.74             | $0.00                   |
| 2025-12-18 | $58000000.00              | $3344072.54             |
| 2025-12-19 | $21703548.27              | $0.00                   |
| 2025-12-22 | $40872508.57              | $147000000.00           |
| 2025-12-23 | $80000000.00              | $106160263.48           |
| 2025-12-24 | $3311432.98               | $49000000.00            |
| 2025-12-26 | $64000000.00              | $31586864.15            |
| 2025-12-29 | $51257969.38              | $0.00                   |
| 2025-12-30 | $117458583.77             | $15000.00               |
| 2025-12-31 | $6908665.91               | $102000000.00           |

**Total Gross Subscriptions (Month):** $1618295732.93

**Total Gross Redemptions (Month):** $1449231092.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8100%           |
| 2025-12-02 | 3.8100%           |
| 2025-12-03 | 3.8100%           |
| 2025-12-04 | 3.8000%           |
| 2025-12-05 | 3.7600%           |
| 2025-12-08 | 3.7400%           |
| 2025-12-09 | 3.7300%           |
| 2025-12-10 | 3.7300%           |
| 2025-12-11 | 3.7200%           |
| 2025-12-12 | 3.6500%           |
| 2025-12-15 | 3.6400%           |
| 2025-12-16 | 3.6200%           |
| 2025-12-17 | 3.6000%           |
| 2025-12-18 | 3.5900%           |
| 2025-12-19 | 3.5800%           |
| 2025-12-22 | 3.5800%           |
| 2025-12-23 | 3.5700%           |
| 2025-12-24 | 3.5700%           |
| 2025-12-26 | 3.5800%           |
| 2025-12-29 | 3.5800%           |
| 2025-12-30 | 3.5800%           |
| 2025-12-31 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.7900%          | 0.0000%              |
| Depository institution or other banking institution |  | 90.4200%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3381291719.78

- **Number of Shares Outstanding:** 3381748690.4700

- **Expense Reimbursement/Waiver:** 155897.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $924.80                   | $22004672.06            |
| 2025-12-02 | $17543431.72              | $0.00                   |
| 2025-12-03 | $17333797.54              | $0.00                   |
| 2025-12-04 | $18748752.79              | $0.00                   |
| 2025-12-05 | $24989755.78              | $0.00                   |
| 2025-12-08 | $0.00                     | $5094077.69             |
| 2025-12-09 | $17156307.29              | $0.00                   |
| 2025-12-10 | $21022662.35              | $0.00                   |
| 2025-12-11 | $18512780.87              | $0.00                   |
| 2025-12-12 | $13062731.88              | $0.00                   |
| 2025-12-15 | $0.00                     | $154459562.80           |
| 2025-12-16 | $5468845.77               | $0.00                   |
| 2025-12-17 | $65014378.27              | $0.00                   |
| 2025-12-18 | $59588775.41              | $0.00                   |
| 2025-12-19 | $0.00                     | $22625361.32            |
| 2025-12-22 | $0.00                     | $10104129.76            |
| 2025-12-23 | $1875804.61               | $0.00                   |
| 2025-12-24 | $0.00                     | $48823980.38            |
| 2025-12-26 | $34722446.72              | $0.00                   |
| 2025-12-29 | $16083979.62              | $0.00                   |
| 2025-12-30 | $3750061.01               | $0.00                   |
| 2025-12-31 | $56202824.57              | $0.00                   |

**Total Gross Subscriptions (Month):** $391078261.00

**Total Gross Redemptions (Month):** $263111784.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4100%           |
| 2025-12-02 | 3.4100%           |
| 2025-12-03 | 3.4100%           |
| 2025-12-04 | 3.4000%           |
| 2025-12-05 | 3.3600%           |
| 2025-12-08 | 3.3400%           |
| 2025-12-09 | 3.3300%           |
| 2025-12-10 | 3.3300%           |
| 2025-12-11 | 3.3200%           |
| 2025-12-12 | 3.2500%           |
| 2025-12-15 | 3.2400%           |
| 2025-12-16 | 3.2200%           |
| 2025-12-17 | 3.2000%           |
| 2025-12-18 | 3.1900%           |
| 2025-12-19 | 3.1800%           |
| 2025-12-22 | 3.1800%           |
| 2025-12-23 | 3.1700%           |
| 2025-12-24 | 3.1700%           |
| 2025-12-26 | 3.1800%           |
| 2025-12-29 | 3.1800%           |
| 2025-12-30 | 3.1800%           |
| 2025-12-31 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $8721995247.20

- **Number of Shares Outstanding:** 8726130757.4400

- **Expense Reimbursement/Waiver:** 401599.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9997          |
|  |  |
| 2025-12-02 | 0.9997          |
|  |  |
| 2025-12-03 | 0.9997          |
|  |  |
| 2025-12-04 | 0.9997          |
|  |  |
| 2025-12-05 | 0.9997          |
|  |  |
| 2025-12-08 | 0.9997          |
|  |  |
| 2025-12-09 | 0.9997          |
|  |  |
| 2025-12-10 | 0.9998          |
|  |  |
| 2025-12-11 | 0.9998          |
|  |  |
| 2025-12-12 | 0.9998          |
|  |  |
| 2025-12-15 | 0.9998          |
|  |  |
| 2025-12-16 | 0.9998          |
|  |  |
| 2025-12-17 | 0.9998          |
|  |  |
| 2025-12-18 | 0.9998          |
|  |  |
| 2025-12-19 | 0.9998          |
|  |  |
| 2025-12-22 | 0.9998          |
|  |  |
| 2025-12-23 | 0.9998          |
|  |  |
| 2025-12-24 | 0.9998          |
|  |  |
| 2025-12-26 | 0.9998          |
|  |  |
| 2025-12-29 | 0.9998          |
|  |  |
| 2025-12-30 | 0.9998          |
|  |  |
| 2025-12-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $337981511.71             | $9546548.73             |
| 2025-12-02 | $28753705.38              | $103352617.65           |
| 2025-12-03 | $89210119.17              | $234005500.00           |
| 2025-12-04 | $60991031.73              | $0.00                   |
| 2025-12-05 | $90006694.66              | $230969651.93           |
| 2025-12-08 | $197153041.99             | $1000000.00             |
| 2025-12-09 | $172626766.55             | $1269.09                |
| 2025-12-10 | $1194633.75               | $84137474.06            |
| 2025-12-11 | $75989.43                 | $30906645.14            |
| 2025-12-12 | $29476.75                 | $90146111.23            |
| 2025-12-15 | $204720948.70             | $442619.17              |
| 2025-12-16 | $180583023.19             | $0.00                   |
| 2025-12-17 | $189946289.87             | $237500000.00           |
| 2025-12-18 | $91847152.80              | $70317511.42            |
| 2025-12-19 | $114612800.17             | $57195486.23            |
| 2025-12-22 | $283717645.88             | $4000000.00             |
| 2025-12-23 | $1344439.39               | $80913489.77            |
| 2025-12-24 | $116945508.02             | $38766194.42            |
| 2025-12-26 | $125370010.81             | $20000000.00            |
| 2025-12-29 | $161280138.50             | $20008768.60            |
| 2025-12-30 | $65354.83                 | $308991021.08           |
| 2025-12-31 | $166391123.74             | $287962187.00           |

**Total Gross Subscriptions (Month):** $2614847407.02

**Total Gross Redemptions (Month):** $1910163095.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8600%           |
| 2025-12-02 | 3.8600%           |
| 2025-12-03 | 3.8500%           |
| 2025-12-04 | 3.8400%           |
| 2025-12-05 | 3.8100%           |
| 2025-12-08 | 3.7900%           |
| 2025-12-09 | 3.7800%           |
| 2025-12-10 | 3.7800%           |
| 2025-12-11 | 3.7600%           |
| 2025-12-12 | 3.7000%           |
| 2025-12-15 | 3.6800%           |
| 2025-12-16 | 3.6700%           |
| 2025-12-17 | 3.6500%           |
| 2025-12-18 | 3.6400%           |
| 2025-12-19 | 3.6300%           |
| 2025-12-22 | 3.6300%           |
| 2025-12-23 | 3.6200%           |
| 2025-12-24 | 3.6200%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6300%           |
| 2025-12-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 98.3100%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $179350.24

- **Number of Shares Outstanding:** 179343.9300

- **Expense Reimbursement/Waiver:** 9.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0003          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0004          |
|  |  |
| 2025-12-18 | 1.0004          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $598.67                   | $0.00                   |

**Total Gross Subscriptions (Month):** $598.67

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7600%           |
| 2025-12-02 | 3.7600%           |
| 2025-12-03 | 3.7600%           |
| 2025-12-04 | 3.7500%           |
| 2025-12-05 | 3.7100%           |
| 2025-12-08 | 3.7000%           |
| 2025-12-09 | 3.6900%           |
| 2025-12-10 | 3.6800%           |
| 2025-12-11 | 3.6700%           |
| 2025-12-12 | 3.6100%           |
| 2025-12-15 | 3.5900%           |
| 2025-12-16 | 3.5700%           |
| 2025-12-17 | 3.5500%           |
| 2025-12-18 | 3.5400%           |
| 2025-12-19 | 3.5300%           |
| 2025-12-22 | 3.5300%           |
| 2025-12-23 | 3.5200%           |
| 2025-12-24 | 3.5200%           |
| 2025-12-26 | 3.5300%           |
| 2025-12-29 | 3.5300%           |
| 2025-12-30 | 3.5300%           |
| 2025-12-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 32.9300%         | 0.0000%              |
| Broker-dealer             |  | 67.0600%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57313.87

- **Number of Shares Outstanding:** 57326.0800

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0000          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $145.27                   | $0.00                   |

**Total Gross Subscriptions (Month):** $145.27

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.1100%           |
| 2025-12-02 | 3.1100%           |
| 2025-12-03 | 3.1100%           |
| 2025-12-04 | 3.1000%           |
| 2025-12-05 | 3.0600%           |
| 2025-12-08 | 3.0500%           |
| 2025-12-09 | 3.0400%           |
| 2025-12-10 | 3.0300%           |
| 2025-12-11 | 3.0200%           |
| 2025-12-12 | 2.9600%           |
| 2025-12-15 | 2.9400%           |
| 2025-12-16 | 2.9200%           |
| 2025-12-17 | 2.9000%           |
| 2025-12-18 | 2.8900%           |
| 2025-12-19 | 2.8800%           |
| 2025-12-22 | 2.8800%           |
| 2025-12-23 | 2.8700%           |
| 2025-12-24 | 2.8700%           |
| 2025-12-26 | 2.8700%           |
| 2025-12-29 | 2.8800%           |
| 2025-12-30 | 2.8800%           |
| 2025-12-31 | 2.9000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3287460130.39

- **Number of Shares Outstanding:** 3287592057.2800

- **Expense Reimbursement/Waiver:** 145418.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $6486851.86               | $255500000.00           |
| 2025-12-02 | $100000000.00             | $66921208.69            |
| 2025-12-03 | $35015264.00              | $35000000.00            |
| 2025-12-04 | $138903000.00             | $48282727.00            |
| 2025-12-05 | $173641000.00             | $64600000.00            |
| 2025-12-08 | $157587562.00             | $0.00                   |
| 2025-12-09 | $7811099.00               | $0.00                   |
| 2025-12-10 | $105403697.00             | $80000000.00            |
| 2025-12-11 | $83930000.00              | $69307159.00            |
| 2025-12-12 | $340713104.00             | $3000000.00             |
| 2025-12-15 | $130006229.00             | $280275000.00           |
| 2025-12-16 | $94238617.00              | $126041000.00           |
| 2025-12-17 | $6100000.00               | $255934081.00           |
| 2025-12-18 | $513224510.00             | $90400000.00            |
| 2025-12-19 | $95000000.00              | $167116387.51           |
| 2025-12-22 | $195000000.00             | $2033508.00             |
| 2025-12-23 | $100000000.00             | $81653959.00            |
| 2025-12-24 | $52984939.00              | $115000000.00           |
| 2025-12-26 | $40878777.00              | $0.00                   |
| 2025-12-29 | $86934111.00              | $260000000.00           |
| 2025-12-30 | $96904000.00              | $40043963.00            |
| 2025-12-31 | $112213298.00             | $106505934.03           |

**Total Gross Subscriptions (Month):** $2672976058.86

**Total Gross Redemptions (Month):** $2147614927.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9100%           |
| 2025-12-02 | 3.9100%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8300%           |
| 2025-12-11 | 3.8200%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.7400%           |
| 2025-12-16 | 3.7200%           |
| 2025-12-17 | 3.7000%           |
| 2025-12-18 | 3.6900%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6800%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6800%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 15.9600%         | 0.0000%              |
| Non-financial corporation                           |  | 15.6800%         | 0.0000%              |
| Depository institution or other banking institution |  | 29.5300%         | 0.0000%              |
| Broker-dealer                                       |  | 12.6800%         | 0.0000%              |
| Broker-dealer                                       |  | 7.3000%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1550869972.36

- **Number of Shares Outstanding:** 1551024838.6800

- **Expense Reimbursement/Waiver:** 77241.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $504209487.28             | $634204571.77           |
| 2025-12-02 | $553060000.00             | $500000000.00           |
| 2025-12-03 | $656000000.00             | $511620000.00           |
| 2025-12-04 | $1091560000.00            | $508000000.00           |
| 2025-12-05 | $674000000.00             | $1000400000.00          |
| 2025-12-08 | $511600000.00             | $688800000.00           |
| 2025-12-09 | $541460000.00             | $503000000.00           |
| 2025-12-10 | $252160000.00             | $532000000.00           |
| 2025-12-11 | $500000000.00             | $752880000.00           |
| 2025-12-12 | $550940000.00             | $575000000.00           |
| 2025-12-15 | $755160000.00             | $587000000.00           |
| 2025-12-16 | $284320000.00             | $565150000.00           |
| 2025-12-17 | $641000000.00             | $320860000.00           |
| 2025-12-18 | $193980000.00             | $689000000.00           |
| 2025-12-19 | $320780000.00             | $130000000.00           |
| 2025-12-22 | $465000000.00             | $422760000.00           |
| 2025-12-23 | $665000000.00             | $515540000.00           |
| 2025-12-24 | $500000000.00             | $658260000.00           |
| 2025-12-26 | $582980000.00             | $610000000.00           |
| 2025-12-29 | $544360000.00             | $567000000.00           |
| 2025-12-30 | $607520000.00             | $525000000.00           |
| 2025-12-31 | $606880000.00             | $517800000.00           |

**Total Gross Subscriptions (Month):** $12001969487.28

**Total Gross Redemptions (Month):** $12314274571.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9100%           |
| 2025-12-02 | 3.9100%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8300%           |
| 2025-12-11 | 3.8200%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.7400%           |
| 2025-12-16 | 3.7200%           |
| 2025-12-17 | 3.7000%           |
| 2025-12-18 | 3.6900%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6800%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6800%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 32.2300%         | 0.0000%              |
| Non-financial corporation                                                   |  | 12.6400%         | 0.0000%              |
| Non-financial corporation                                                   |  | 5.8800%          | 0.0000%              |
| Non-financial corporation                                                   |  | 12.6200%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 20.2900%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $753921464.85

- **Number of Shares Outstanding:** 753889140.1900

- **Expense Reimbursement/Waiver:** 39810.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0003          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0004          |
|  |  |
| 2025-12-18 | 1.0004          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $6566109.55               | $249000655.90           |
| 2025-12-02 | $1702074.00               | $0.00                   |
| 2025-12-03 | $3172200.00               | $0.00                   |
| 2025-12-04 | $1002334.80               | $0.00                   |
| 2025-12-05 | $3501580.63               | $50008143.35            |
| 2025-12-08 | $245003330.14             | $50000000.00            |
| 2025-12-09 | $9000000.00               | $5400000.00             |
| 2025-12-10 | $4603990.00               | $0.00                   |
| 2025-12-11 | $1538402.38               | $0.00                   |
| 2025-12-12 | $5549422.59               | $250.13                 |
| 2025-12-15 | $27441.60                 | $150100000.00           |
| 2025-12-16 | $0.00                     | $120300000.00           |
| 2025-12-17 | $7200000.00               | $75000000.00            |
| 2025-12-18 | $20002900.00              | $0.00                   |
| 2025-12-19 | $27200000.00              | $0.00                   |
| 2025-12-22 | $20134528.76              | $0.00                   |
| 2025-12-23 | $3486361.00               | $22800000.00            |
| 2025-12-24 | $4733333.00               | $5000000.00             |
| 2025-12-26 | $15818891.87              | $0.00                   |
| 2025-12-29 | $145609.00                | $15510000.00            |
| 2025-12-30 | $150.01                   | $2600000.00             |
| 2025-12-31 | $0.00                     | $388.97                 |

**Total Gross Subscriptions (Month):** $380388659.33

**Total Gross Redemptions (Month):** $745719438.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9100%           |
| 2025-12-02 | 3.9100%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8300%           |
| 2025-12-11 | 3.8200%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.7400%           |
| 2025-12-16 | 3.7200%           |
| 2025-12-17 | 3.7000%           |
| 2025-12-18 | 3.6900%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6800%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6800%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 33.1100%         | 0.0000%              |
| Broker-dealer             |  | 6.6300%          | 0.0000%              |
| Broker-dealer             |  | 32.3300%         | 0.0000%              |
| Broker-dealer             |  | 25.5400%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $73472897.15

- **Number of Shares Outstanding:** 73471416.8310

- **Expense Reimbursement/Waiver:** 3494.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $251901.05                | $293378.83              |
| 2025-12-02 | $3316.00                  | $125455.93              |
| 2025-12-03 | $99.00                    | $40687.61               |
| 2025-12-04 | $92766.00                 | $23550.58               |
| 2025-12-05 | $201293.55                | $479572.39              |
| 2025-12-08 | $4103864.00               | $105489.10              |
| 2025-12-09 | $501939.00                | $305274.94              |
| 2025-12-10 | $145822.88                | $1070294.21             |
| 2025-12-11 | $77664.00                 | $124939.77              |
| 2025-12-12 | $833374.79                | $852914.63              |
| 2025-12-15 | $48102.00                 | $821975.84              |
| 2025-12-16 | $626419.00                | $34180.00               |
| 2025-12-17 | $75690.43                 | $351017.49              |
| 2025-12-18 | $2161572.98               | $75187.34               |
| 2025-12-19 | $2059473.00               | $131470.64              |
| 2025-12-22 | $1135017.34               | $404783.79              |
| 2025-12-23 | $320411.77                | $4694.00                |
| 2025-12-24 | $27791.00                 | $6099581.59             |
| 2025-12-26 | $207072.00                | $175271.32              |
| 2025-12-29 | $804293.00                | $102644.00              |
| 2025-12-30 | $39778.00                 | $343681.00              |
| 2025-12-31 | $15092.00                 | $69878.07               |

**Total Gross Subscriptions (Month):** $13732752.79

**Total Gross Redemptions (Month):** $12035923.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9100%           |
| 2025-12-02 | 3.9100%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8600%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8300%           |
| 2025-12-11 | 3.8200%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.7400%           |
| 2025-12-16 | 3.7200%           |
| 2025-12-17 | 3.7000%           |
| 2025-12-18 | 3.6900%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6800%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6800%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50535.29

- **Number of Shares Outstanding:** 50534.7500

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $160.46                   | $0.00                   |

**Total Gross Subscriptions (Month):** $160.46

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8900%           |
| 2025-12-02 | 3.8900%           |
| 2025-12-03 | 3.8900%           |
| 2025-12-04 | 3.8800%           |
| 2025-12-05 | 3.8300%           |
| 2025-12-08 | 3.8200%           |
| 2025-12-09 | 3.8100%           |
| 2025-12-10 | 3.8000%           |
| 2025-12-11 | 3.7900%           |
| 2025-12-12 | 3.7300%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.7000%           |
| 2025-12-17 | 3.6800%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6400%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6500%           |
| 2025-12-30 | 3.6600%           |
| 2025-12-31 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197975471.76
- **C.18.a - Value (excl. sponsor support):** $197975471.76
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240154449.60
- **C.18.a - Value (excl. sponsor support):** $240154449.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390106590.90
- **C.18.a - Value (excl. sponsor support):** $390106590.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85F5, C.4 - ISIN: US3130B85F56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963007241.76
- **C.18.a - Value (excl. sponsor support):** $963007241.76
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85J7, C.4 - ISIN: US3130B85J78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963006866.19
- **C.18.a - Value (excl. sponsor support):** $963006866.19
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HG0, C.4 - ISIN: US3130B8HG02, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $423007960.86
- **C.18.a - Value (excl. sponsor support):** $423007960.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HR6, C.4 - ISIN: US3130B8HR66, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $961020036.85
- **C.18.a - Value (excl. sponsor support):** $961020036.85
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KG6, C.4 - ISIN: US3130B8KG64, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $401009291.17
- **C.18.a - Value (excl. sponsor support):** $401009291.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KS0, C.4 - ISIN: US3130B8KS03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $723016072.29
- **C.18.a - Value (excl. sponsor support):** $723016072.29
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483015040.62
- **C.18.a - Value (excl. sponsor support):** $483015040.62
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241030843.18
- **C.18.a - Value (excl. sponsor support):** $241030843.18
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8P22, C.4 - ISIN: US3130B8P220, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485015262.95
- **C.18.a - Value (excl. sponsor support):** $485015262.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R61, C.4 - ISIN: US3130B8R614, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241004174.12
- **C.18.a - Value (excl. sponsor support):** $241004174.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R79, C.4 - ISIN: US3130B8R796, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484008000.52
- **C.18.a - Value (excl. sponsor support):** $484008000.52
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484009413.80
- **C.18.a - Value (excl. sponsor support):** $484009413.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $291006367.08
- **C.18.a - Value (excl. sponsor support):** $291006367.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RU8, C.4 - ISIN: US3130B8RU85, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484009137.92
- **C.18.a - Value (excl. sponsor support):** $484009137.92
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $340005888.80
- **C.18.a - Value (excl. sponsor support):** $340005888.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $244005092.28
- **C.18.a - Value (excl. sponsor support):** $244005092.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SS2, C.4 - ISIN: US3130B8SS21, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $487016928.12
- **C.18.a - Value (excl. sponsor support):** $487016928.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $45979140.26
- **C.18.a - Value (excl. sponsor support):** $45979140.26
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $587885669.28
- **C.18.a - Value (excl. sponsor support):** $587885669.28
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.4 - ISIN: US313385RP38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $190832875.00
- **C.18.a - Value (excl. sponsor support):** $190832875.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SC1
- **C.18 - Value (incl. sponsor support):** $240484527.51
- **C.18.a - Value (excl. sponsor support):** $240484527.51
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $432031764.37
- **C.18.a - Value (excl. sponsor support):** $432031764.37
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $95757333.12
- **C.18.a - Value (excl. sponsor support):** $95757333.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $486671556.64
- **C.18.a - Value (excl. sponsor support):** $486671556.64
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $430739998.56
- **C.18.a - Value (excl. sponsor support):** $430739998.56
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $416088103.21
- **C.18.a - Value (excl. sponsor support):** $416088103.21
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $478125331.20
- **C.18.a - Value (excl. sponsor support):** $478125331.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SZ0
- **C.18 - Value (incl. sponsor support):** $239988168.73
- **C.18.a - Value (excl. sponsor support):** $239988168.73
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TF3
- **C.18 - Value (incl. sponsor support):** $406048001.52
- **C.18.a - Value (excl. sponsor support):** $406048001.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $722384824.92
- **C.18.a - Value (excl. sponsor support):** $722384824.92
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238734600.00
- **C.18.a - Value (excl. sponsor support):** $238734600.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $239682265.02
- **C.18.a - Value (excl. sponsor support):** $239682265.02
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $239543155.00
- **C.18.a - Value (excl. sponsor support):** $239543155.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $560535630.00
- **C.18.a - Value (excl. sponsor support):** $560535630.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $239472662.50
- **C.18.a - Value (excl. sponsor support):** $239472662.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $252266450.00
- **C.18.a - Value (excl. sponsor support):** $252266450.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $474411415.00
- **C.18.a - Value (excl. sponsor support):** $474411415.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $474318205.00
- **C.18.a - Value (excl. sponsor support):** $474318205.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $477699085.08
- **C.18.a - Value (excl. sponsor support):** $477699085.08
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385V37
- **C.18 - Value (incl. sponsor support):** $191555925.66
- **C.18.a - Value (excl. sponsor support):** $191555925.66
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.2100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $235852975.82
- **C.18.a - Value (excl. sponsor support):** $235852975.82
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $245470950.56
- **C.18.a - Value (excl. sponsor support):** $245470950.56
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $378029534.02
- **C.18.a - Value (excl. sponsor support):** $378029534.02
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385WE2
- **C.18 - Value (incl. sponsor support):** $237175999.20
- **C.18.a - Value (excl. sponsor support):** $237175999.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $416473461.09
- **C.18.a - Value (excl. sponsor support):** $416473461.09
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $477191500.00
- **C.18.a - Value (excl. sponsor support):** $477191500.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $175998021.43
- **C.18.a - Value (excl. sponsor support):** $175998021.43
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385YN0
- **C.18 - Value (incl. sponsor support):** $238901399.19
- **C.18.a - Value (excl. sponsor support):** $238901399.19
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $349961350.00
- **C.18.a - Value (excl. sponsor support):** $349961350.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RM5, C.4 - ISIN: US313397RM52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98932624.56
- **C.18.a - Value (excl. sponsor support):** $98932624.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4D0, C.4 - ISIN: US3133ER4D09, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142896791.18
- **C.18.a - Value (excl. sponsor support):** $142896791.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249084806.91
- **C.18.a - Value (excl. sponsor support):** $249084806.91
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248089785.92
- **C.18.a - Value (excl. sponsor support):** $248089785.92
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQC8, C.4 - ISIN: US3133ERQC88, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $142548640.07
- **C.18.a - Value (excl. sponsor support):** $142548640.07
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237140311.11
- **C.18.a - Value (excl. sponsor support):** $237140311.11
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233194172.88
- **C.18.a - Value (excl. sponsor support):** $233194172.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48004348.80
- **C.18.a - Value (excl. sponsor support):** $48004348.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240153907.20
- **C.18.a - Value (excl. sponsor support):** $240153907.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $213029021.25
- **C.18.a - Value (excl. sponsor support):** $213029021.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3C9, C.4 - ISIN: US3133ET3C98, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $98014324.66
- **C.18.a - Value (excl. sponsor support):** $98014324.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-08
- **C.13 - Final Legal Maturity Date:** 2027-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4H7, C.4 - ISIN: US3133ET4H76, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97046519.26
- **C.18.a - Value (excl. sponsor support):** $97046519.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-15
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5F0, C.4 - ISIN: US3133ET5F02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97017630.72
- **C.18.a - Value (excl. sponsor support):** $97017630.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $69792562.35
- **C.18.a - Value (excl. sponsor support):** $69792562.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178013811.02
- **C.18.a - Value (excl. sponsor support):** $178013811.02
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $183994099.12
- **C.18.a - Value (excl. sponsor support):** $183994099.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127088723.47
- **C.18.a - Value (excl. sponsor support):** $127088723.47
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $147012236.28
- **C.18.a - Value (excl. sponsor support):** $147012236.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $193021627.58
- **C.18.a - Value (excl. sponsor support):** $193021627.58
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97013159.99
- **C.18.a - Value (excl. sponsor support):** $97013159.99
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159010110.81
- **C.18.a - Value (excl. sponsor support):** $159010110.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203182618.80
- **C.18.a - Value (excl. sponsor support):** $203182618.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488059750.72
- **C.18.a - Value (excl. sponsor support):** $488059750.72
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-10
- **C.13 - Final Legal Maturity Date:** 2027-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290240816.00
- **C.18.a - Value (excl. sponsor support):** $290240816.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETU96, C.4 - ISIN: US3133ETU969, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $236989643.10
- **C.18.a - Value (excl. sponsor support):** $236989643.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357165348.12
- **C.18.a - Value (excl. sponsor support):** $357165348.12
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367009556.68
- **C.18.a - Value (excl. sponsor support):** $367009556.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159104532.96
- **C.18.a - Value (excl. sponsor support):** $159104532.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245012887.00
- **C.18.a - Value (excl. sponsor support):** $245012887.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96015269.76
- **C.18.a - Value (excl. sponsor support):** $96015269.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $561304286.40
- **C.18.a - Value (excl. sponsor support):** $561304286.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249490940.85
- **C.18.a - Value (excl. sponsor support):** $249490940.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $745369287.36
- **C.18.a - Value (excl. sponsor support):** $745369287.36
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SD6, C.4 - ISIN: US313589SD68, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $793222292.55
- **C.18.a - Value (excl. sponsor support):** $793222292.55
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318192564.90
- **C.18.a - Value (excl. sponsor support):** $318192564.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $134249418.22
- **C.18.a - Value (excl. sponsor support):** $134249418.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694557892.72
- **C.18.a - Value (excl. sponsor support):** $694557892.72
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $731501807.10
- **C.18.a - Value (excl. sponsor support):** $731501807.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $356063948.28
- **C.18.a - Value (excl. sponsor support):** $356063948.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $486039981.77
- **C.18.a - Value (excl. sponsor support):** $486039981.77
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $677772924.87
- **C.18.a - Value (excl. sponsor support):** $677772924.87
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $383543599.82
- **C.18.a - Value (excl. sponsor support):** $383543599.82
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1902471076.94
- **C.18.a - Value (excl. sponsor support):** $1902471076.94
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2707110271.02
- **C.18.a - Value (excl. sponsor support):** $2707110271.02
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2842446527.47
- **C.18.a - Value (excl. sponsor support):** $2842446527.47
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1891000000.00
- **C.18.a - Value (excl. sponsor support):** $1891000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $407642767.95
- **C.18.a - Value (excl. sponsor support):** $407642767.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $581952010.86
- **C.18.a - Value (excl. sponsor support):** $581952010.86
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1149335265.50
- **C.18.a - Value (excl. sponsor support):** $1149335265.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2992088880.00
- **C.18.a - Value (excl. sponsor support):** $2992088880.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1361444362.68
- **C.18.a - Value (excl. sponsor support):** $1361444362.68
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $295167760.38
- **C.18.a - Value (excl. sponsor support):** $295167760.38
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1260831934.80
- **C.18.a - Value (excl. sponsor support):** $1260831934.80
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $474389274.06
- **C.18.a - Value (excl. sponsor support):** $474389274.06
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2256230475.10
- **C.18.a - Value (excl. sponsor support):** $2256230475.10
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $380400977.32
- **C.18.a - Value (excl. sponsor support):** $380400977.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1024634941.61
- **C.18.a - Value (excl. sponsor support):** $1024634941.61
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2087316726.30
- **C.18.a - Value (excl. sponsor support):** $2087316726.30
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2330143221.00
- **C.18.a - Value (excl. sponsor support):** $2330143221.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $771108097.96
- **C.18.a - Value (excl. sponsor support):** $771108097.96
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $558257128.80
- **C.18.a - Value (excl. sponsor support):** $558257128.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $435481576.32
- **C.18.a - Value (excl. sponsor support):** $435481576.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1394744710.48
- **C.18.a - Value (excl. sponsor support):** $1394744710.48
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $370324552.92
- **C.18.a - Value (excl. sponsor support):** $370324552.92
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $303413539.29
- **C.18.a - Value (excl. sponsor support):** $303413539.29
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1140475139.64
- **C.18.a - Value (excl. sponsor support):** $1140475139.64
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1136640682.56
- **C.18.a - Value (excl. sponsor support):** $1136640682.56
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1803032479.50
- **C.18.a - Value (excl. sponsor support):** $1803032479.50
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $840938283.57
- **C.18.a - Value (excl. sponsor support):** $840938283.57
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $787727122.10
- **C.18.a - Value (excl. sponsor support):** $787727122.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1533756891.03
- **C.18.a - Value (excl. sponsor support):** $1533756891.03
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $486384531.78
- **C.18.a - Value (excl. sponsor support):** $486384531.78
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $823895563.34
- **C.18.a - Value (excl. sponsor support):** $823895563.34
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2567998122.22
- **C.18.a - Value (excl. sponsor support):** $2567998122.22
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1522678213.30
- **C.18.a - Value (excl. sponsor support):** $1522678213.30
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1185428602.93
- **C.18.a - Value (excl. sponsor support):** $1185428602.93
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1510143868.40
- **C.18.a - Value (excl. sponsor support):** $1510143868.40
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $443346542.22
- **C.18.a - Value (excl. sponsor support):** $443346542.22
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87309279.20
- **C.18.a - Value (excl. sponsor support):** $87309279.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $435922257.49
- **C.18.a - Value (excl. sponsor support):** $435922257.49
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284013735.72
- **C.18.a - Value (excl. sponsor support):** $284013735.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $307321367.58
- **C.18.a - Value (excl. sponsor support):** $307321367.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $792950116.35
- **C.18.a - Value (excl. sponsor support):** $792950116.35
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $307977584.80
- **C.18.a - Value (excl. sponsor support):** $307977584.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $291051211.52
- **C.18.a - Value (excl. sponsor support):** $291051211.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $292028807.12
- **C.18.a - Value (excl. sponsor support):** $292028807.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1019998460.30
- **C.18.a - Value (excl. sponsor support):** $1019998460.30
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $559027776.71
- **C.18.a - Value (excl. sponsor support):** $559027776.71
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314604101.46
- **C.18.a - Value (excl. sponsor support):** $314604101.46
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284154007.52
- **C.18.a - Value (excl. sponsor support):** $284154007.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300868086.00
- **C.18.a - Value (excl. sponsor support):** $300868086.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $541793610.05
- **C.18.a - Value (excl. sponsor support):** $541793610.05
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204496414.50
- **C.18.a - Value (excl. sponsor support):** $204496414.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $446603370.86
- **C.18.a - Value (excl. sponsor support):** $446603370.86
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $617520674.52
- **C.18.a - Value (excl. sponsor support):** $617520674.52
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $786191226.60
- **C.18.a - Value (excl. sponsor support):** $786191226.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $946612606.62
- **C.18.a - Value (excl. sponsor support):** $946612606.62
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $474634918.26
- **C.18.a - Value (excl. sponsor support):** $474634918.26
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $336387151.25
- **C.18.a - Value (excl. sponsor support):** $336387151.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302591561.58
- **C.18.a - Value (excl. sponsor support):** $302591561.58
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305592193.92
- **C.18.a - Value (excl. sponsor support):** $305592193.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.784100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1754502765.43
- **C.18.a - Value (excl. sponsor support):** $1754502765.43
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $296337667.92
- **C.18.a - Value (excl. sponsor support):** $296337667.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450702723.35
- **C.18.a - Value (excl. sponsor support):** $450702723.35
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.807100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2260825949.70
- **C.18.a - Value (excl. sponsor support):** $2260825949.70
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $928736888.04
- **C.18.a - Value (excl. sponsor support):** $928736888.04
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $220549105.26
- **C.18.a - Value (excl. sponsor support):** $220549105.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.700100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $463889809.28
- **C.18.a - Value (excl. sponsor support):** $463889809.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.762100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1990798825.80
- **C.18.a - Value (excl. sponsor support):** $1990798825.80
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.761100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2857799439.83
- **C.18.a - Value (excl. sponsor support):** $2857799439.83
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.792100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4660667853.20
- **C.18.a - Value (excl. sponsor support):** $4660667853.20
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_3.87_0401
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 1.2824%  | 0.0000% | $65000000.00       | $2624350.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2324%  | 0.0000% | $170547712.00      | $6678739.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.5824%  | 0.0000% | $2000000000.00     | $34325102.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.0823%  | 0.0000% | $123399552.00      | $4250913.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.6824%  | 0.0000% | $187249664.00      | $11095252.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.6046%  | 0.0000% | $58624576.00       | $5034434.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 3.2323%  | 0.0000% | $126272896.00      | $13721202.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.4824%  | 0.0000% | $80000000.00       | $1778539.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.3323%  | 0.0000% | $139000000.00      | $7623689.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $10087407.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $39461824.00       | $38631441.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2016%  | 0.0000% | $39560000.00       | $696842.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.6324%  | 0.0000% | $81741952.00       | $7362275.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $6970992.00        | $6501418.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2016%  | 0.0000% | $25609312.00       | $492255.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2516%  | 0.0000% | $19007904.00       | $426936.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $318905.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $364283.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $24997888.00       | $16647.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 2.2013%  | 0.0000% | $6702112.00        | $466249.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $130878.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 2.2013%  | 0.0000% | $43921728.00       | $1000895.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3648%  | 0.0000% | $30793376.00       | $94532.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.2016%  | 0.0000% | $43600000.00       | $702049.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $657781.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $169996288.00      | $159190.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1275%  | 0.0000% | $149854464.00      | $263636.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $116043.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1478964.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $170228.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $55659.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $41515456.00       | $426041.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1517%  | 0.0000% | $25439080.00       | $935669.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $173450.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7000000.00        | $73932.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4045761.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.4016%  | 0.0000% | $24127296.00       | $124582.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $17640904.05       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $14975104.00       | $15370295.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $55555371.75       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.1258%  | 0.0000% | $300000000.00      | $9494538.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.5258%  | 0.0000% | $120000000.00      | $9352540.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.4758%  | 0.0000% | $37527232.00       | $2809502.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 3.5000%  | 0.0000% | $1500000.00        | $185430.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.5017%  | 0.0000% | $37142848.00       | $143346.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1202337.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 2.3517%  | 0.0000% | $26508896.00       | $239558.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.5517%  | 0.0000% | $36225024.00       | $164921.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 2.5017%  | 0.0000% | $55904128.00       | $448762.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.9017%  | 0.0000% | $37174976.00       | $570031.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-15      | 3.5000%  | 0.0000% | $1000000.00        | $205360.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 2.0517%  | 0.0000% | $124474624.00      | $689560.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-16      | 6.0000%  | 0.0000% | $16765696.00       | $510683.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4862%  | 0.0000% | $58010112.00       | $994018.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5439%  | 0.0000% | $89989504.00       | $1356839.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7457%  | 0.0000% | $50049280.00       | $641077.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.6829%  | 0.0000% | $25344320.00       | $217489.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6491%  | 0.0000% | $137614336.00      | $1146351.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6707%  | 0.0000% | $91023616.00       | $1701819.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5817%  | 0.0000% | $80012800.00       | $1468086.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8743%  | 0.0000% | $662500000.00      | $36081476.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.3614%  | 0.0000% | $5661290.00        | $6661.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 2.4016%  | 0.0000% | $14500000.00       | $325041.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 2.2128%  | 0.0000% | $22667328.00       | $574493.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.3516%  | 0.0000% | $10613104.00       | $175595.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.2128%  | 0.0000% | $34400000.00       | $954044.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.3516%  | 0.0000% | $47757504.00       | $943394.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 2.3516%  | 0.0000% | $39736704.00       | $847080.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.3516%  | 0.0000% | $38751424.00       | $803049.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 2.2516%  | 0.0000% | $45476720.00       | $670529.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9491%  | 0.0000% | $252959000.00      | $15872701.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9828%  | 0.0000% | $267966000.00      | $17119359.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5559%  | 0.0000% | $125000000.00      | $5360630.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9697%  | 0.0000% | $6800000.00        | $439286.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4501%  | 0.0000% | $150000000.00      | $7106687.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7501%  | 0.0000% | $3066000.00        | $170181.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7010%  | 0.0000% | $125925888.00      | $6723662.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5027%  | 0.0000% | $150000000.00      | $9353553.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5514%  | 0.0000% | $56000000.00       | $3177024.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.3223%  | 0.0000% | $50000000.00       | $1907461.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.9824%  | 0.0000% | $75000000.00       | $4401768.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2524%  | 0.0000% | $140050688.00      | $6004102.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 1.0823%  | 0.0000% | $53622208.00       | $816330.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.0324%  | 0.0000% | $469099520.00      | $25796445.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.6824%  | 0.0000% | $70000000.00       | $1473947.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.8324%  | 0.0000% | $149632000.00      | $2388357.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.1324%  | 0.0000% | $22760960.00       | $1816710.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 2.1324%  | 0.0000% | $102250624.00      | $2877332.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 1.4023%  | 0.0000% | $26326208.00       | $288727.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.0823%  | 0.0000% | $49828352.00       | $3057757.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.2323%  | 0.0000% | $44680080.00       | $1864750.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $48128145.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.7024%  | 0.0000% | $75000000.00       | $2715052.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.1824%  | 0.0000% | $50280896.00       | $1814402.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.0000%  | 0.0000% | $12350000.00       | $10030162.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.6177%  | 0.0000% | $100000000.00      | $68511538.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $427593728.00      | $351037.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1329565.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $900844.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.5613%  | 0.0000% | $28673024.00       | $247857.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.5613%  | 0.0000% | $32571392.00       | $359678.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 2.5113%  | 0.0000% | $76284032.00       | $359911.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $242771.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2163383.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.1613%  | 0.0000% | $3511552.00        | $46375.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 2.1113%  | 0.0000% | $25798144.00       | $556870.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62488576.00       | $15044.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $304016.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $110043.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2594723.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1924864.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 2.1113%  | 0.0000% | $64500000.00       | $1679036.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $310359.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $135684.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 1.6413%  | 0.0000% | $27702848.00       | $895361.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.7500%  | 0.0000% | $25000000.00       | $2509638.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.1113%  | 0.0000% | $33000000.00       | $350962.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-10-25      | 2.4200%  | 0.0000% | $2890000.00        | $1831867.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0410%  | 0.0000% | $274989056.00      | $83468.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.0900%  | 0.0000% | $484999168.00      | $267626.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1006063.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.2013%  | 0.0000% | $46035904.00       | $890739.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3372998.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3058%  | 0.0000% | $13473856.00       | $17721.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4349239.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 2.0613%  | 0.0000% | $78461952.00       | $2690915.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3231%  | 0.0000% | $132816128.00      | $223616.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 2.0613%  | 0.0000% | $116892288.00      | $3370658.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 2.1113%  | 0.0000% | $54672000.00       | $1819899.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $40925.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1810721.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $29329952.00       | $299551.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11725378.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5552365.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.7258%  | 0.0000% | $20000000.00       | $463926.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.8758%  | 0.0000% | $50000000.00       | $1416006.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.3258%  | 0.0000% | $50000000.00       | $951883.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.5258%  | 0.0000% | $80910336.00       | $4220654.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.9017%  | 0.0000% | $49000000.00       | $371134.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1075941.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 2.0017%  | 0.0000% | $131500000.00      | $1045339.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.9017%  | 0.0000% | $108854272.00      | $1344601.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2096349.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 1.9517%  | 0.0000% | $26666656.00       | $303413.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 1.9517%  | 0.0000% | $46378048.00       | $1047134.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2710104.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.4258%  | 0.0000% | $971970000.00      | $14865607.47       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $97172.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.1758%  | 0.0000% | $160028928.00      | $8995759.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.4258%  | 0.0000% | $285000000.00      | $5487475.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $4739942.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.3258%  | 0.0000% | $50000000.00       | $1955880.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.3758%  | 0.0000% | $65177344.00       | $2614522.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.4758%  | 0.0000% | $73228160.00       | $4625185.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-01-25      | 4.0000%  | 0.0000% | $6998820.00        | $6871239.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $129554.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 16.1490% | 0.0000% | $10000000.00       | $1024433.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.7413%  | 0.0000% | $186379264.00      | $296358.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $94726.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 2.1517%  | 0.0000% | $100000000.00      | $412703.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.5613%  | 0.0000% | $330000000.00      | $955935.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $29336.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-16      | 2.5682%  | 0.0000% | $160880000.00      | $1393800.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.5720%  | 0.0000% | $144572416.00      | $11949.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7314%  | 0.0000% | $143884288.00      | $19556.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2017267.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 2.2813%  | 0.0000% | $99942373.00       | $5733.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $19326971.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $214466560.00      | $42122.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.2513%  | 0.0000% | $22448320.00       | $768307.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-11-16      | 2.4013%  | 0.0000% | $63076736.00       | $129976.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15420597.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.7516%  | 0.0000% | $25000000.00       | $96294.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 2.2513%  | 0.0000% | $25000000.00       | $245962.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21849120.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.3816%  | 0.0000% | $37714240.00       | $251667.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-16      | 0.4817%  | 0.0000% | $100000000.00      | $116842.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3568%  | 0.0000% | $139558912.00      | $93285.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4002%  | 0.0000% | $135524352.00      | $114332.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.9958%  | 0.0000% | $130638848.00      | $10138002.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 2.1258%  | 0.0000% | $45821120.00       | $2275365.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1352661.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.5000%  | 0.0000% | $5000000.00        | $5288312.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $913121.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.9258%  | 0.0000% | $104634880.00      | $7602798.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.1258%  | 0.0000% | $40000000.00       | $2359523.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $188181.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 2.1758%  | 0.0000% | $73699584.00       | $3221579.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.3758%  | 0.0000% | $66055552.00       | $2533095.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.6258%  | 0.0000% | $35603008.00       | $2089092.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.2758%  | 0.0000% | $25000000.00       | $459105.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.2258%  | 0.0000% | $25000000.00       | $446998.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.5758%  | 0.0000% | $50000000.00       | $1636505.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $3002984.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0258%  | 0.0000% | $60000000.00       | $1512423.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 5.1800%  | 0.0000% | $1473368.00        | $1534278.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7776134.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5327663.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2825375.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $58651.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $322825.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270278144.00      | $344318.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | N/A      | 0.0000% | $89817088.00       | $11580.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1399142.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2724%  | 0.0000% | $39165952.00       | $26443.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $7116.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 0.1500%  | 0.0000% | $7464136.00        | $12429.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1125673.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-15      | 1.9517%  | 0.0000% | $13558848.00       | $145525.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-10-25      | 2.2140%  | 0.0000% | $14982528.00       | $881571.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-25      | 2.2285%  | 0.0000% | $32193792.00       | $1550520.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8727422.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4390215.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2621%  | 0.0000% | $12073072.00       | $15160.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2190%  | 0.0000% | $125943808.00      | $61988.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.8516%  | 0.0000% | $17901696.00       | $113293.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $253827.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $312579.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.7516%  | 0.0000% | $68045184.00       | $403117.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4877%  | 0.0000% | $65159000.00       | $153264.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $270162.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.3513%  | 0.0000% | $315000000.00      | $2487848.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 2.3516%  | 0.0000% | $41322624.00       | $236980.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7281%  | 0.0000% | $200046000.00      | $1965339.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6110%  | 0.0000% | $205095424.00      | $705908.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $480360.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 6.0000%  | 0.0000% | $35697088.00       | $614400.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6308%  | 0.0000% | $119626240.00      | $1063547.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6359%  | 0.0000% | $162972416.00      | $1368678.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5955%  | 0.0000% | $21924000.00       | $104130.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6250%  | 0.0000% | $65773696.00       | $376292.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9890%  | 0.0000% | $104827008.00      | $1313125.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7423%  | 0.0000% | $170005504.00      | $2553187.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.1516%  | 0.0000% | $36853056.00       | $400441.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $5638.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1422479.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.2516%  | 0.0000% | $23156720.00       | $809866.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2016%  | 0.0000% | $74114560.00       | $807837.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $587916.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 2.4013%  | 0.0000% | $52958656.00       | $1182817.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $73687296.00       | $229841.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4389438.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4858500.00        | $644295.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $48907.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2426378.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1811144.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.4516%  | 0.0000% | $25000000.00       | $2361572.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.4516%  | 0.0000% | $17500000.00       | $1602059.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $78152.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $263593.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.4924%  | 0.0000% | $100000000.00      | $4729733.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.0823%  | 0.0000% | $79452800.00       | $5810897.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.0000%  | 0.0000% | $5537032.00        | $4638356.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $516992.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $12782848.00       | $2391806.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $104000000.00      | $106961.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $569356.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $24993792.00       | $9346.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $309593.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $136072.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.4824%  | 0.0000% | $2000000.00        | $30613.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $464581.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $65825.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $802777.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $172567.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $16525696.00       | $237768.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $53074624.00       | $411918.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $237481.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $729614.00         | $73109.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1156549.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $618851.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.4824%  | 0.0000% | $85500000.00       | $2353951.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.8677%  | 0.0000% | $100000000.00      | $55956063.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $13485.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $19494.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.7824%  | 0.0000% | $34801088.00       | $2063283.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.5823%  | 0.0000% | $56784640.00       | $2680368.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7324%  | 0.0000% | $25000000.00       | $1310491.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8823%  | 0.0000% | $50466480.00       | $2924599.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.1324%  | 0.0000% | $50209152.00       | $1188524.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.0324%  | 0.0000% | $55696240.00       | $3132619.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 2.3323%  | 0.0000% | $138083584.00      | $1409485.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6824%  | 0.0000% | $91762048.00       | $1276946.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.1824%  | 0.0000% | $30749952.00       | $1410702.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 1.9824%  | 0.0000% | $75000000.00       | $940097.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 3.1324%  | 0.0000% | $53190912.00       | $1722101.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.2824%  | 0.0000% | $70000000.00       | $7212737.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.3823%  | 0.0000% | $35000000.00       | $688442.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2824%  | 0.0000% | $170000000.00      | $6015393.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.3823%  | 0.0000% | $95000000.00       | $2496539.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 2.0324%  | 0.0000% | $50000000.00       | $729197.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6323%  | 0.0000% | $30000000.00       | $1090124.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $14287696.00       | $14437.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.2323%  | 0.0000% | $45370112.00       | $1494515.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.0324%  | 0.0000% | $20000000.00       | $307601.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.4023%  | 0.0000% | $100000000.00      | $1708986.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.4824%  | 0.0000% | $65351680.00       | $1399571.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.1376%  | 0.0000% | $30000000.00       | $14353052.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0677%  | 0.0000% | $50000000.00       | $44525068.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $129414.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $101234.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.2324%  | 0.0000% | $75000000.00       | $941175.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 2.0823%  | 0.0000% | $65730048.00       | $1317479.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.8823%  | 0.0000% | $76260080.00       | $3856329.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.8823%  | 0.0000% | $200000000.00      | $5882543.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.0823%  | 0.0000% | $101984896.00      | $4097356.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.4324%  | 0.0000% | $50000000.00       | $2206027.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 1.0823%  | 0.0000% | $37044800.00       | $304510.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.3323%  | 0.0000% | $75000000.00       | $1307515.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $979928.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $5253.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.0324%  | 0.0000% | $109452960.00      | $4952781.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.8823%  | 0.0000% | $100000000.00      | $4955219.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.4324%  | 0.0000% | $156250000.00      | $1959035.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.1324%  | 0.0000% | $175000000.00      | $16168982.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.2176%  | 0.0000% | $40000000.00       | $40097582.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.0823%  | 0.0000% | $200000000.00      | $12844777.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 2.0823%  | 0.0000% | $157753856.00      | $7791183.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.7824%  | 0.0000% | $120330000.00      | $6966144.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2917628.00        | $1018464.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 4.7500%  | 0.0000% | $4304192.00        | $3464410.49        | Agency Collateralized Mortgage Obligation |

### Security 165: Natixis SA

- **C.1 - Title:** Natixis SA 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_3.76_0107
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-03-25      | 2.4613%  | 0.0000% | $21315952.00       | $202560.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $750160.00         | $887434.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 3.0000%  | 0.0000% | $2500000.00        | $1479264.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $4000000.00        | $3250643.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $5317338.00        | $2116700.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $766070.00         | $417166.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.5000%  | 0.0000% | $3523175.00        | $1911057.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.0000%  | 0.0000% | $3000000.00        | $1809080.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $3004007.00        | $1568315.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $3170000.00        | $2050084.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 3.0000%  | 0.0000% | $6000000.00        | $3847691.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $12169060.00       | $7238103.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 2.5000%  | 0.0000% | $1776000.00        | $1291577.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.5000%  | 0.0000% | $2000000.00        | $2415690.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-12-01      | 4.4650%  | 0.0000% | $1000.00           | $999.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $2610474.00        | $1495084.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.3516%  | 0.0000% | $57377220.00       | $1513297.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $4000000.00        | $1686689.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.3516%  | 0.0000% | $57142857.00       | $1431180.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2016%  | 0.0000% | $33762395.00       | $768655.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2016%  | 0.0000% | $15711883.00       | $394432.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2516%  | 0.0000% | $36321538.00       | $1174501.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $835.21            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-05-15      | 2.8750%  | 0.0000% | $1400.00           | $990.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.69             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $1027000.00        | $1020033.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $163200.00         | $155960.16         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-11-15      | 2.2500%  | 0.0000% | $28739300.00       | $28190555.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $8971900.00        | $9292135.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1028.20           | U.S. Treasuries (including strips)        |

### Security 166: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_3.87_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-02-20      | 1.2824%  | 0.0000% | $200000000.00      | $8715340.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $471980.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.0324%  | 0.0000% | $67507456.00       | $3660597.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.2324%  | 0.0000% | $157692160.00      | $5048992.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $10673520.00       | $1491901.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $329110.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $21268.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $12000000.00       | $263349.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $200000000.00      | $12745214.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.7823%  | 0.0000% | $100000000.00      | $3730557.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 0.0500%  | 0.0000% | $74747904.00       | $58819.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3414966.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2516%  | 0.0000% | $54609408.00       | $4250806.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $5749154.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $123295.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.1723%  | 0.0000% | $150000000.00      | $3343831.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.7824%  | 0.0000% | $71201536.00       | $2958255.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10722991.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.9324%  | 0.0000% | $25000000.00       | $909494.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8323%  | 0.0000% | $50000000.00       | $2695806.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.0823%  | 0.0000% | $25000000.00       | $1943148.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4324%  | 0.0000% | $100000000.00      | $3702570.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.7323%  | 0.0000% | $282167296.00      | $5794241.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.9824%  | 0.0000% | $120000000.00      | $2029901.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $3061697.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.1324%  | 0.0000% | $20000000.00       | $588419.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.1323%  | 0.0000% | $40000000.00       | $1413441.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $32644360.00       | $42361.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.1824%  | 0.0000% | $20000000.00       | $1273786.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.3323%  | 0.0000% | $40000000.00       | $833109.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.6324%  | 0.0000% | $35000000.00       | $1066890.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.3323%  | 0.0000% | $50000000.00       | $1041387.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.0823%  | 0.0000% | $30000000.00       | $867504.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $99999744.00       | $94316.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.0823%  | 0.0000% | $67652480.00       | $3754989.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.0324%  | 0.0000% | $56367120.00       | $1863028.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.3323%  | 0.0000% | $498603984.00      | $4714633.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $181815.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.6517%  | 0.0000% | $163946496.00      | $91898.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 2.1613%  | 0.0000% | $16516512.00       | $463043.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $166662.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4713149.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $292155.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 2.1113%  | 0.0000% | $147449856.00      | $2883936.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.2113%  | 0.0000% | $185428480.00      | $2962298.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 2.0613%  | 0.0000% | $5921000.00        | $217318.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 2.0113%  | 0.0000% | $100824704.00      | $5294807.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $7233097.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.2758%  | 0.0000% | $137591040.00      | $3065789.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $17864608.00       | $13800437.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.3758%  | 0.0000% | $105420672.00      | $7243002.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.9758%  | 0.0000% | $68632064.00       | $5519096.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.3258%  | 0.0000% | $64787712.00       | $2485403.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.9017%  | 0.0000% | $3000000.00        | $37942.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12152481.96       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14033113.56       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $982728.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.6914%  | 0.0000% | $10819696.00       | $1177202.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6192%  | 0.0000% | $29818000.00       | $3359434.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.9017%  | 0.0000% | $74866304.00       | $1946503.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $72527360.00       | $6281412.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4413474.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1680788.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.8771%  | 0.0000% | $2623000.00        | $375371.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.2758%  | 0.0000% | $86153728.00       | $1760060.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.2258%  | 0.0000% | $46595456.00       | $4335138.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 1.0113%  | 0.0000% | $67766016.00       | $84353.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.5113%  | 0.0000% | $53751808.00       | $43162.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1067829.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 1.5619%  | 0.0000% | $152254720.00      | $662529.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28757655.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $130072576.00      | $39077.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-06-16      | 2.2713%  | 0.0000% | $38063744.00       | $176461.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.8516%  | 0.0000% | $54851264.00       | $564960.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.9128%  | 0.0000% | $16006048.00       | $77717.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 2.3516%  | 0.0000% | $29461760.00       | $237233.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.7516%  | 0.0000% | $27887040.00       | $147305.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6609%  | 0.0000% | $61467328.00       | $825404.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6911%  | 0.0000% | $117551616.00      | $1251406.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7879%  | 0.0000% | $44516000.00       | $1256439.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0498%  | 0.0000% | $65512064.00       | $2063994.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8797%  | 0.0000% | $450000000.00      | $23300807.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5662.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3802%  | 0.0000% | $211332000.00      | $7186657.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4997%  | 0.0000% | $225000000.00      | $9868617.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.3303%  | 0.0000% | $150000000.00      | $6121863.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.3824%  | 0.0000% | $390000000.00      | $4870405.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.9824%  | 0.0000% | $122428928.00      | $5248549.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.0823%  | 0.0000% | $50000000.00       | $3653062.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991547.00       | $21253.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 0.0726%  | 0.0000% | $247779328.00      | $235672.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 0.3516%  | 0.0000% | $74185919.00       | $340253.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3944365.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $110296.31         | Agency Collateralized Mortgage Obligation |

### Security 167: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_3.87_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-02-25      | 1.9613%  | 0.0000% | $54729152.00       | $398377.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.5113%  | 0.0000% | $38333312.00       | $455365.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-09-25      | 3.5000%  | 0.0000% | $24500000.00       | $2020563.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.0650%  | 0.0000% | $52985856.00       | $7130.64           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1058613.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 2.0113%  | 0.0000% | $39259968.00       | $938058.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.5000%  | 0.0000% | $3801000.00        | $1112837.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.0000%  | 0.0000% | $5000000.00        | $3276532.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4631090.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 0.3781%  | 0.0000% | $26071488.00       | $119074.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4677045.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | N/A      | 0.0000% | $1903582.00        | $1090566.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $2045755.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.0360%  | 0.0000% | $440751000.00      | $1548799.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7551366.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.2258%  | 0.0000% | $155315968.00      | $9341977.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.0758%  | 0.0000% | $50000000.00       | $3155058.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1477247.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 4.4983%  | 0.0000% | $76421120.00       | $5227158.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $124205.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 2.0017%  | 0.0000% | $614344704.00      | $9290535.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3523051.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 3.5000%  | 0.0000% | $700000.00         | $540846.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.9517%  | 0.0000% | $15546760.00       | $350538.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4650%  | 0.0000% | $27424224.00       | $104972.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796991.00      | $426498.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $95745.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1575452.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.7258%  | 0.0000% | $50000000.00       | $1288858.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.0500%  | 0.0000% | $74997760.00       | $60314.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.8258%  | 0.0000% | $50000000.00       | $1360591.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $138082.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2143%  | 0.0000% | $94732288.00       | $27712.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2683426.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.6658%  | 0.0000% | $50000000.00       | $1740874.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.1758%  | 0.0000% | $50000000.00       | $975152.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $35063.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 5.0242%  | 0.0000% | $70000000.00       | $67949282.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.3017%  | 0.0000% | $16586060.00       | $4293883.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-15      | 4.4383%  | 0.0000% | $25000000.00       | $231057.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $89959936.00       | $76293732.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $177569783.00      | $25769.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 4.1984%  | 0.0000% | $118646144.00      | $5109355.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $9321156.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-16      | 2.3513%  | 0.0000% | $314560960.00      | $2397106.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.7492%  | 0.0000% | $22894640.00       | $77910.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $528961.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6657%  | 0.0000% | $110895104.00      | $390761.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.6773%  | 0.0000% | $128725000.00      | $1402921.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6663%  | 0.0000% | $114995000.00      | $547807.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.9128%  | 0.0000% | $17141696.00       | $102788.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $626552.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6740%  | 0.0000% | $80019328.00       | $1000752.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8042%  | 0.0000% | $312500000.00      | $13030404.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $1530000.00        | $1809182.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.3016%  | 0.0000% | $50000000.00       | $933197.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4323%  | 0.0000% | $175000000.00      | $6207531.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9048%  | 0.0000% | $150000000.00      | $10449556.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.3323%  | 0.0000% | $167636224.00      | $2307847.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.2824%  | 0.0000% | $100000000.00      | $4003517.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2624%  | 0.0000% | $122266496.00      | $5268593.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2885644.00        | $3007781.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2016%  | 0.0000% | $68614000.00       | $870755.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7758.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2516%  | 0.0000% | $62000000.00       | $479464.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.5000%  | 0.0000% | $50000000.00       | $17037835.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $23057.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $370290.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $253960.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $923264.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $8691216.00        | $120147.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $7809906.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.4516%  | 0.0000% | $74307200.00       | $4870550.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $345048.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3527051.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0700%  | 0.0000% | $147321344.00      | $152703.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $122696.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.4824%  | 0.0000% | $30000000.00       | $540493.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2623973.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.6824%  | 0.0000% | $32691776.00       | $1244612.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $13543456.00       | $16333920.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7824%  | 0.0000% | $74014208.00       | $1248208.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0677%  | 0.0000% | $100000000.00      | $41630697.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.1177%  | 0.0000% | $100000000.00      | $56725346.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $8263949.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.2824%  | 0.0000% | $25955520.00       | $2192546.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $44600000.00       | $71635.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $341199.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $12100192.00       | $2116511.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.3823%  | 0.0000% | $82806528.00       | $2406615.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.0823%  | 0.0000% | $58959663.00       | $703935.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.4324%  | 0.0000% | $133425000.00      | $6514974.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.5623%  | 0.0000% | $98816640.00       | $4617218.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.8324%  | 0.0000% | $30000000.00       | $1443939.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.1324%  | 0.0000% | $100000000.00      | $7805098.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $24694000.00       | $21186861.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1677%  | 0.0000% | $20905120.00       | $20121362.77       | Agency Collateralized Mortgage Obligation |

### Security 168: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_3.87_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $564414.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49995776.00       | $16395.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $419010.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $193761.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $46912.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $139154.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $742675.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1575252.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.5823%  | 0.0000% | $400000000.00      | $7082870.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.1824%  | 0.0000% | $30000000.00       | $1436191.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.0324%  | 0.0000% | $100000000.00      | $2059372.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.4823%  | 0.0000% | $50000000.00       | $1396977.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $39222.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.7824%  | 0.0000% | $25514784.00       | $1157968.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.5823%  | 0.0000% | $50000000.00       | $617710.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7824%  | 0.0000% | $40000000.00       | $549715.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7824%  | 0.0000% | $27777760.00       | $788675.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2323%  | 0.0000% | $30870944.00       | $1458902.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.7323%  | 0.0000% | $50000000.00       | $4081812.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4324%  | 0.0000% | $50000000.00       | $2166641.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.7323%  | 0.0000% | $50000000.00       | $1053908.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.1824%  | 0.0000% | $57500736.00       | $1249830.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.3823%  | 0.0000% | $32500000.00       | $568337.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.4324%  | 0.0000% | $220000000.00      | $2635883.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.4824%  | 0.0000% | $53773952.00       | $1614213.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.6323%  | 0.0000% | $50441600.00       | $1066051.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $355432.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.4824%  | 0.0000% | $146310912.00      | $7014629.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $670000.00         | $580918.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.7323%  | 0.0000% | $45988544.00       | $1584439.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1623%  | 0.0000% | $100000000.00      | $3140744.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.5324%  | 0.0000% | $65611008.00       | $1540644.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.6324%  | 0.0000% | $114668288.00      | $6221577.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $354710.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 3.2824%  | 0.0000% | $50000000.00       | $1916236.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3186%  | 0.0000% | $104944000.00      | $211263.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $610266.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $921799.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5973%  | 0.0000% | $114434080.00      | $1161618.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8785%  | 0.0000% | $151204000.00      | $1646637.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8391%  | 0.0000% | $123138048.00      | $1404679.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5374%  | 0.0000% | $118446336.00      | $1500243.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4253%  | 0.0000% | $100152704.00      | $1382026.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3759%  | 0.0000% | $113007488.00      | $863598.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2465%  | 0.0000% | $195172352.00      | $1485639.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2640%  | 0.0000% | $161174528.00      | $1017746.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 3.3866%  | 0.0000% | $17346912.00       | $127954.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7278%  | 0.0000% | $110000000.00      | $1767359.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6572%  | 0.0000% | $92958464.00       | $907802.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1774991.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3899549.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $121710336.00      | $9487430.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1342143.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2015%  | 0.0000% | $63829952.00       | $2718963.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8730%  | 0.0000% | $450000000.00      | $23439365.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $47883200.00       | $118791.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.3516%  | 0.0000% | $24520704.00       | $744365.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-16      | 0.7913%  | 0.0000% | $58188096.00       | $632918.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 2.0628%  | 0.0000% | $72000000.00       | $2160675.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9892%  | 0.0000% | $9350000.00        | $493447.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8758%  | 0.0000% | $93704800.00       | $6900242.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $548012.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10206937.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7785%  | 0.0000% | $116691712.00      | $7156932.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0547%  | 0.0000% | $50000000.00       | $3680598.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5938%  | 0.0000% | $91400000.00       | $5739794.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.5324%  | 0.0000% | $103511040.00      | $3410070.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.9824%  | 0.0000% | $30000000.00       | $1011876.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.8823%  | 0.0000% | $41441984.00       | $2102825.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.3824%  | 0.0000% | $650000000.00      | $8130275.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8000000.00        | $7661894.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.5624%  | 0.0000% | $100000000.00      | $1697486.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.0324%  | 0.0000% | $62648832.00       | $2023445.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2524%  | 0.0000% | $174949120.00      | $8113686.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.4573%  | 0.0000% | $80000000.00       | $1104781.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.7723%  | 0.0000% | $25000000.00       | $523629.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $24885920.00       | $3122907.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1436268.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.2824%  | 0.0000% | $35568300.00       | $3056776.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.4824%  | 0.0000% | $59192448.00       | $3830320.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.2500%  | 0.0000% | $101369344.00      | $101358598.32      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1256780.00        | $1207578.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $38692486.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $158946.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $20774.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2636%  | 0.0000% | $20955104.00       | $68291.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $439644.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $676461.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $52620032.00       | $806692.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $328026.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.4316%  | 0.0000% | $34196864.00       | $295692.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3401984.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $64168.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $633315.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $99977700.00       | $1093526.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $6656145.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $2444148.00        | $2259116.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1375364.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $50000000.00       | $256311.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99991552.00       | $24641.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174129152.00      | $108331.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $117635072.00      | $119348.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1890462.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-15      | 3.0000%  | 0.0000% | $130979.00         | $11278.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $522538.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5238601.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1348105.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1327902.00        | $1364967.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $551871.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | N/A      | 0.0000% | $4000000.00        | $487246.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.2113%  | 0.0000% | $23750000.00       | $369362.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.6113%  | 0.0000% | $33433856.00       | $300635.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.0613%  | 0.0000% | $19844544.00       | $116054.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-11-25      | 4.5000%  | 0.0000% | $16495552.00       | $418303.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 1.9113%  | 0.0000% | $41307072.00       | $561795.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $290341.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2162402.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 2.0113%  | 0.0000% | $23365792.00       | $486648.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $29991.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4001530.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-25      | 6.0000%  | 0.0000% | $18688928.00       | $559585.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 2.1113%  | 0.0000% | $244333312.00      | $3582014.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 2.1613%  | 0.0000% | $7500000.00        | $221677.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $631730.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 2.2613%  | 0.0000% | $55174464.00       | $1244448.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-25      | 0.3495%  | 0.0000% | $35132544.00       | $46081.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.0613%  | 0.0000% | $17752256.00       | $493092.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $937765.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4791%  | 0.0000% | $108516096.00      | $311413.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $844837.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $1014338.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1499583.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.7758%  | 0.0000% | $61672480.00       | $2347089.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $30943.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $14601376.00       | $2190213.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $94548.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.2258%  | 0.0000% | $100000000.00      | $4104153.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 1.1758%  | 0.0000% | $47816704.00       | $352079.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 2.0258%  | 0.0000% | $78196000.00       | $6343607.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 3.1258%  | 0.0000% | $150000000.00      | $18110665.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $30000000.00       | $53876.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3288598.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 2.3517%  | 0.0000% | $76636672.00       | $912605.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $48550.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $117048.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $187373.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $611000.00         | $820732.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 2.0017%  | 0.0000% | $185693952.00      | $2234559.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-25      | 2.0755%  | 0.0000% | $25142000.00       | $343531.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-08-25      | 0.9972%  | 0.0000% | $25621200.00       | $26552.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 1.9107%  | 0.0000% | $14981000.00       | $230252.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.0799%  | 0.0000% | $11388000.00       | $253701.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24103703.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6261%  | 0.0000% | $32364000.00       | $3606980.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $316862.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1129565.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5325677.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-25      | 2.2357%  | 0.0000% | $14690000.00       | $834290.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1190806.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $629941.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1408536.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $218821.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 0.5412%  | 0.0000% | $24906720.00       | $155096.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $294382.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.7375%  | 0.0000% | $10891000.00       | $946910.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.6816%  | 0.0000% | $7217320.00        | $1889439.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.2758%  | 0.0000% | $20580480.00       | $535235.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094221824.00     | $166546.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-11-15      | 2.0517%  | 0.0000% | $109641728.00      | $15978.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 2.0113%  | 0.0000% | $13910016.00       | $9741.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0179%  | 0.0000% | $94000000.00       | $461450.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3149%  | 0.0000% | $470220800.00      | $48520.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3016%  | 0.0000% | $33566720.00       | $31074.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658046.00      | $7268.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6184%  | 0.0000% | $26992640.00       | $12469.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $188915.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 2.4513%  | 0.0000% | $42024960.00       | $17639.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7135272.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5278483.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | N/A      | 0.0000% | $4166664.00        | $199369.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3911967.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $9546311.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2560%  | 0.0000% | $114393088.00      | $102347.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3972%  | 0.0000% | $5760880.00        | $6017.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.7513%  | 0.0000% | $20000000.00       | $747738.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $361135.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $5223602.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.7013%  | 0.0000% | $35091584.00       | $178547.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 2.3013%  | 0.0000% | $22530784.00       | $118204.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2424%  | 0.0000% | $107782560.00      | $382545.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2502%  | 0.0000% | $94216448.00       | $388222.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3457%  | 0.0000% | $198667008.00      | $676428.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2279%  | 0.0000% | $108551040.00      | $400067.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3771%  | 0.0000% | $116967680.00      | $306377.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | 0.2164%  | 0.0000% | $87560192.00       | $62000.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4085%  | 0.0000% | $112581376.00      | $193581.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3960%  | 0.0000% | $157089792.00      | $122989.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 1.7013%  | 0.0000% | $66782592.00       | $497033.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $7492200.00        | $9776222.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 2.3516%  | 0.0000% | $215529728.00      | $1092563.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2200589.95        | Agency Collateralized Mortgage Obligation |

### Security 169: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_3.81_0107
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-04-23      | N/A      | 0.0000% | $400.00            | $395.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-31      | N/A      | 0.0000% | $1137600.00        | $1127577.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $16508000.00       | $6751755.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $200.00            | $80.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1000.00           | $392.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $51601300.00       | $19471440.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $44740100.00       | $16664479.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $200.00            | $73.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $200.00            | $69.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $200.00            | $68.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $100.00            | $33.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $52609100.00       | $17153197.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $100.00            | $30.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $1800.00           | $499.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $200.00            | $54.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $500.00            | $133.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $59823800.00       | $14971264.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-02-15      | 4.3750%  | 0.0000% | $4979600.00        | $5123561.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 0.1250%  | 0.0000% | $711000.00         | $441977.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-15      | 1.6250%  | 0.0000% | $12807200.00       | $12848999.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 0.5000%  | 0.0000% | $200.00            | $189.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $45555600.00       | $51599709.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-15      | 3.6250%  | 0.0000% | $153200.00         | $153929.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $509.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 3.7841%  | 0.0000% | $399500.00         | $402293.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $39219200.00       | $39988702.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 3.7001%  | 0.0000% | $300.00            | $301.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $36739300.00       | $37732271.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $24002519.04       | $18858611.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $2.92              | $2.24              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $20325232.64       | $14877115.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $244965376.00      | $174952556.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $2.37              | $1.65              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $137.52            | $93.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $27484261.78       | $16791784.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $110556.80         | $91882.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $81853205.12       | $66575549.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $25579683.84       | $18491016.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $43.25             | $30.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $342631.78         | $331996.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-11-15      | N/A      | 0.0000% | $48.94             | $45.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-08-15      | N/A      | 0.0000% | $124.09            | $113.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $286974.39         | $251368.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $60.48             | $53.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $7.29              | $6.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $35687055.36       | $29970702.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $21707053.50       | $13810418.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $10.24             | $6.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $28.78             | $16.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $48.90             | $13.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $22.37             | $11.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $7.89              | $4.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $22379971.20       | $11135221.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $22.98             | $11.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $5774738.26        | $2180229.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $52.17             | $24.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $201.78            | $90.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $18683338.39       | $7767560.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $11707840.00       | $4480075.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $6114826.24        | $2273168.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $7060837.72        | $2590628.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $160.47            | $58.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $33.40             | $11.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $156.38            | $53.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $6004558.58        | $2044696.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $42.83             | $13.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $34.97             | $10.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $322999.01         | $90601.55          | U.S. Treasuries (including strips) |

### Security 170: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_3.81_0107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1675400.00        | $1112715.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3056900.00        | $1250269.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $96900.00          | $38519.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2084200.00        | $818959.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $49355400.00       | $19169489.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8383100.00        | $3163312.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $340900.00         | $91428.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $15536700.00       | $3914160.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $20930200.00       | $5237908.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $45570700.00       | $97016351.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $11432000.00       | $5724679.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-11-15      | 4.0000%  | 0.0000% | $27319000.00       | $24000366.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-05-15      | 4.7500%  | 0.0000% | $18600000.00       | $18520501.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-11-15      | 4.1250%  | 0.0000% | $56655500.00       | $57776866.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-11-15      | 4.0000%  | 0.0000% | $17257400.00       | $17164432.19       | U.S. Treasuries (including strips) |

### Security 171: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_3.81_0107
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $800.00            | $531.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $97500.00          | $38757.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5633100.00        | $2125616.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $39659800.00       | $40951628.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $1000.00           | $982.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 0.5000%  | 0.0000% | $200.00            | $189.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 0.8750%  | 0.0000% | $9633000.00        | $9505439.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-28      | 1.8750%  | 0.0000% | $2200.00           | $2173.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.2500%  | 0.0000% | $2282000.00        | $2274934.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 4.2500%  | 0.0000% | $30000.00          | $30538.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $19857600.00       | $20247217.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $2313800.00        | $2330560.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.3750%  | 0.0000% | $637462300.00      | $636491444.90      | U.S. Treasuries (including strips) |

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_3.81_0107
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $35.13             | $12.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $230.49            | $81.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $116.17            | $40.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $262.17            | $90.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $357.77            | $121.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $10.90             | $3.62              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $38.49             | $12.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $190.75            | $60.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $77.97             | $23.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $3500000.00        | $1872706.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861300.00       | $17843956.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11622.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $2443000.00        | $999184.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $100.00            | $40.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7857000.00        | $3087306.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $233.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $100.00            | $38.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $15400.00          | $5811.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $600.00            | $223.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $300.00            | $110.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $300.00            | $104.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $400.00            | $137.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $300.00            | $99.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $277200.00         | $90381.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $30.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $152.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $41664500.00       | $12124494.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $1277900.00        | $358333.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $7457900.00        | $2068814.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $100.00            | $26.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $1200.00           | $319.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $100.00            | $26.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $200.00            | $50.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $200.00            | $50.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $100.00            | $23.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $1943200.00        | $3197477.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 0.5000%  | 0.0000% | $89200000.00       | $115983537.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-15      | 1.6250%  | 0.0000% | $289000.00         | $289943.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $1020100.00        | $1014729.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 0.1250%  | 0.0000% | $165943600.00      | $204310785.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $29428200.00       | $26488055.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $49875000.00       | $52712540.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $1699900.00        | $1707998.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $272364800.00      | $263893893.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 4.2500%  | 0.0000% | $3606200.00        | $3670894.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 3.8750%  | 0.0000% | $10000.00          | $10144.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $57578500.00       | $57804117.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $90.42             | $71.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $16965301.03       | $12116499.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155903116.80      | $108573736.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $4.10              | $2.78              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $865446.95         | $572922.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $1568702.99        | $1012329.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $13093033.59       | $10649258.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $39.81             | $28.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $72.24             | $50.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $125.64            | $121.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $2.27              | $2.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $28.26             | $26.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $98.66             | $89.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $167.12            | $112.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $1000.00           | $653.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $251.41            | $220.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $16010709.78       | $14167140.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $311.41            | $267.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $607.84            | $386.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $6.56              | $3.90              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $294.79            | $172.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $162.58            | $43.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $205.99            | $108.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $48008.83          | $25032.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $235.17            | $120.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $38.87             | $19.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $2715421.49        | $1331477.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $90.73             | $34.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $41.22             | $19.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $4.60              | $2.16              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $15.54             | $6.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $3.90              | $1.62              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $196.98            | $72.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $67.57             | $24.47             | U.S. Treasuries (including strips) |

### Security 173: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_3.81_0107
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15611700.00       | $8226928.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $500.00            | $196.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $1182300.00        | $440374.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $1900.00           | $571.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10829439.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $500.00            | $133.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $100.00            | $25.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $4062800.00        | $2977883.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $45058500.00       | $43118824.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $38020000.00       | $43064320.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-05-15      | 4.3750%  | 0.0000% | $80521600.00       | $83033019.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 3.5000%  | 0.0000% | $155907100.00      | $155141716.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $103700790.40      | $84345348.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1766.52           | $1711.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $1538.56           | $1452.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1287997.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $60.67             | $52.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $598598.58         | $502715.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $1430.61           | $910.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $109.01            | $41.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $2.24              | $1.05              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341919.47        | $526335.71         | U.S. Treasuries (including strips) |

### Security 174: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_3.80_0107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $491100.00         | $507096.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $73.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $19000.00          | $17598.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $100347200.00      | $92962398.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-08-15      | 4.7500%  | 0.0000% | $147681200.00      | $148858588.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-11-15      | 4.6250%  | 0.0000% | $159790700.00      | $155998718.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-15      | 1.6250%  | 0.0000% | $16900.00          | $16955.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 0.6250%  | 0.0000% | $2337500.00        | $2260198.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-01-15      | 0.1250%  | 0.0000% | $9874200.00        | $11538034.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 0.1250%  | 0.0000% | $35155200.00       | $39819431.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-15      | 4.3750%  | 0.0000% | $18100.00          | $18279.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 4.1250%  | 0.0000% | $72100.00          | $72914.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $96239.46          | $75614.67          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $0.24              | $0.18              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $234033152.00      | $167144838.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-02-05      | N/A      | 0.0000% | $17400.00          | $17338.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-23      | N/A      | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-21      | N/A      | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $2236000.00        | $2022236.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $397000.00         | $263667.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9313700.00        | $4908059.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $19975500.00       | $10387799.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $96.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $18622900.00       | $7317626.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $14526.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $1567200.00        | $599262.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $600700.00         | $226670.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $952500.00         | $327318.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $38610500.00       | $12588953.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2605000.00        | $783982.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $47100200.00       | $13903508.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $152.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $59893000.00       | $16614258.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $40991000.00       | $11227434.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $100.00            | $26.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $16700000.00       | $4207231.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $200.00            | $50.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $1500.00           | $359.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-11-15      | 5.2500%  | 0.0000% | $402700.00         | $424267.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-01-15      | 1.7500%  | 0.0000% | $63231600.00       | $99826832.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $61.44             | $42.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $25.22             | $17.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $233308.16         | $189761.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $991142.68         | $716476.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $692.72            | $476.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $4779.60           | $4631.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $2280.32           | $2153.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $42421.53          | $37536.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $91.06             | $57.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $35.11             | $20.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $46945379.15       | $27542055.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $2.42              | $1.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $1.00              | $0.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $0.24              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $2.92              | $1.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $56.49             | $19.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $83475669.54       | $28714712.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $36.48             | $12.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $6.07              | $2.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $14950789.12       | $4839226.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $291.36            | $93.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $31.17             | $9.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $60.51             | $16.61             | U.S. Treasuries (including strips) |

### Security 175: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_3.77_0107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2027-09-01      | 0.8500%  | 0.0000% | $1000000.00        | $959796.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank           | 2026-01-28      | 0.5200%  | 0.0000% | $25000000.00       | $24992750.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-02-17      | 0.5900%  | 0.0000% | $19995000.00       | $19954752.29       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-05-13      | 0.9600%  | 0.0000% | $20000000.00       | $19827180.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2027-06-01      | 3.4500%  | 0.0000% | $20000000.00       | $19982300.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-06-08      | 3.7800%  | 0.0000% | $20000000.00       | $19969100.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-11-28      | 3.3750%  | 0.0000% | $33956000.00       | $33887773.91       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2028-12-26      | 3.5000%  | 0.0000% | $27950000.00       | $27898407.41       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-10-20      | 3.8100%  | 0.0000% | $1293000.00        | $1303203.92        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-05-28      | 3.8100%  | 0.0000% | $1000000.00        | $1004760.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2026-06-23      | 0.7500%  | 0.0000% | $25000000.00       | $24649741.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-12-18      | 3.9500%  | 0.0000% | $155221000.00      | $155318228.71      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $2618600.00        | $1630458.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-11-15      | 4.6250%  | 0.0000% | $578200.00         | $564478.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $985200.00         | $973337.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $56202400.00       | $57305122.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $72404500.00       | $73036601.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-10-31      | 3.7500%  | 0.0000% | $149712400.00      | $149465233.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-12-31      | 3.8750%  | 0.0000% | $330355200.00      | $329942256.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $13116293.12       | $10069679.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $63154094.08       | $45652768.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-02-15      | N/A      | 0.0000% | $1270676.52        | $1044447.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $726010.99         | $187975.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-11-15      | N/A      | 0.0000% | $926126.91         | $379646.28         | U.S. Treasuries (including strips) |

### Security 176: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_3.81_0107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $106461900.00      | $118335364.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $100018000.00      | $101101308.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 3.7001%  | 0.0000% | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $11.70             | $7.95              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $20.48             | $16.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $888.46            | $860.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $133.60            | $117.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $92.87             | $77.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8642064.54        | $4568713.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $142.09            | $57.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1430.81           | $524.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $114.06            | $39.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $1500.00           | $790.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $614200.00         | $251207.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1200.00           | $471.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $6582200.00        | $2418083.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $800.00            | $278.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $1200.00           | $412.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $200.00            | $55.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $1393100.00        | $371290.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $2956600.00        | $739906.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-08-15      | N/A      | 0.0000% | $1135900.00        | $269199.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-01-15      | 2.3750%  | 0.0000% | $91130000.00       | $149951709.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 0.5000%  | 0.0000% | $119676000.00      | $114178214.18      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $77038300.00       | $76110686.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $86000000.00       | $97410088.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $85000000.00       | $85035141.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.1250%  | 0.0000% | $115674400.00      | $116255174.34      | U.S. Treasuries (including strips) |

### Security 177: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_3.81_0107
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $7278393.76        | $2540283.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $3182.15           | $1055.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $11266275.53       | $3646634.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $6603000.00        | $2111322.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $77.17             | $23.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $8534600.00        | $10250700.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $61068000.00       | $68904098.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $2500000.00        | $2823738.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $8462000.00        | $7421613.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $44163400.00       | $42957478.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 1.6250%  | 0.0000% | $800.00            | $791.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $18755900.00       | $16882015.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $565883100.00      | $594137411.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $14067700.00       | $13443499.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-02-15      | 1.8750%  | 0.0000% | $86233600.00       | $77728660.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $109584700.00      | $104867304.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $203500.00         | $196523.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $77000.00          | $75692.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $18210100.00       | $18116714.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $2074000.00        | $2083001.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $4340000.00        | $9340514.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $3064400.00        | $2771440.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $12054900.00       | $8006249.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $9606600.00        | $5140097.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $28542600.00       | $15041151.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $47379400.00       | $24638567.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $48.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $10915500.00       | $4799938.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3057000.00        | $1250309.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $97700.00          | $38837.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $28768400.00       | $11304168.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $404748.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $6602000.00        | $2524459.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5808400.00        | $2191764.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $1267500.00        | $472109.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $32000.00          | $11755.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $8936300.00        | $3116168.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $4364200.00        | $1499718.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $300.00            | $90.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $4319200.00        | $2200666.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $400.00            | $116.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $199091700.00      | $57138521.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $1848100.00        | $518222.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $3426100.00        | $918866.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $700.00            | $186.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $104935900.00      | $27238946.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $304807100.00      | $77896502.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $11187500.00       | $2818466.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $4375075.31        | $3124648.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $49.63             | $34.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $9.83              | $6.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $34235972.29       | $27845930.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $21875075.48       | $15438050.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $403.96            | $391.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $172.16            | $162.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $19637960.00       | $13161910.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $22.66             | $19.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $20897813.39       | $17925580.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $2490.39           | $1584.43           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $1510818.81        | $911177.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951150.32        | $4732115.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $4698016.99        | $2449574.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $219.89            | $109.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $1885038.65        | $924307.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $10485000.00       | $3958569.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $7091990.00        | $3379723.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2067195.30        | $926510.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $9400000.00        | $9585311.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $370183200.00      | $376852640.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-31      | 4.5000%  | 0.0000% | $242324800.00      | $250532926.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 4.6250%  | 0.0000% | $25976700.00       | $27352934.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-11-15      | 5.2500%  | 0.0000% | $403000.00         | $424583.98         | U.S. Treasuries (including strips) |

### Security 178: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_3.81_0107
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $1659956.00        | $57163.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 6.5000%  | 0.0000% | $3948999.00        | $39284.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $1003.00           | $2.97              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $490711.00         | $8931.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $1000.00           | $20.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $5603809.00        | $71538.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 5.5000%  | 0.0000% | $1040.00           | $17.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 5.5000%  | 0.0000% | $1010.00           | $15.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1028.00           | $26.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $1309526.00        | $25083.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1042.00           | $18.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $543000.00         | $11590.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $60.20             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $1010.00           | $42.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 3.0000%  | 0.0000% | $20497.00          | $2986.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1400004.00        | $101891.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $163.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $330271.00         | $25863.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $206465558.00      | $15248166.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $20076.00          | $12087.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $173818.00         | $19664.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $4002.00           | $546.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $6763000.00        | $1476778.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $930765.00         | $308260.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $1008.00           | $265.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2327000.00        | $679487.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $2793.00           | $1573.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $57816.00          | $26505.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $578.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $199992.00         | $131488.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1001.00           | $693.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $90000.00          | $68507.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4351584.00        | $3233309.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1001.00           | $630.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1301.00           | $1031.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $95000.00          | $71127.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.5000%  | 0.0000% | $25000.00          | $14926.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $28554.00          | $22943.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $77084.00          | $65014.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $5161.00           | $4093.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $3001.00           | $1694.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $31360.00          | $26831.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $333861.00         | $263681.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $942.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $39138.00          | $35158.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $9492133.00        | $8702940.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $7591.00           | $7464.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $9350580.00        | $8936981.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2957.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1390862.00        | $1356547.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $392166.00         | $392726.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $49987.00          | $50157.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1657015.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $655007.00         | $527388.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $2094493.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1201.00           | $1026.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $813.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $694.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $4917384.00        | $4913380.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $23620.00          | $25026.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $3779944.00        | $3769203.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3944.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2426339.00        | $2521858.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $302694.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $962.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $11184.00          | $11255.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $12166.00          | $12071.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $5644.00           | $5437.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $14626400.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $840322.00         | $859003.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3089.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $13452000.00       | $13820435.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2061.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $939963.00         | $923939.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1165893.00        | $1191964.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $9593720.00        | $9189844.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1262227.00        | $1317818.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3254.00           | $3393.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1057257.00        | $1029909.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $23692.00          | $25001.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $5532918.00        | $5856967.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 7.1850%  | 0.0000% | $784000.00         | $7019.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 6.1270%  | 0.0000% | $3596000.00        | $19840.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $1358.00           | $9.18              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1008.00           | $7.12              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.5000%  | 0.0000% | $2000.00           | $29.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 6.3640%  | 0.0000% | $525000.00         | $5797.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $14230.00          | $14701.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $4672.00           | $4705.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $619246.00         | $590020.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $53756.00          | $52738.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1004.00           | $924.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $477172.00         | $403694.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $9999.00           | $9838.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $2456768.00        | $2367593.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $992.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $4549374.00        | $4685468.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1308282.00        | $1069614.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $968.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1872.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $987.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $844.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1946.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $976.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $586246.00         | $612389.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $681533.00         | $711997.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 4.0000%  | 0.0000% | $529094.00         | $492043.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $947.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $953.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1134388.00        | $1138184.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.12             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $3063.00           | $41.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1003.00           | $81.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $1000.00           | $511.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $1000.00           | $32.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $127.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 6.0000%  | 0.0000% | $2013.00           | $99.15             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $1000.00           | $56.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.0000%  | 0.0000% | $1000.00           | $96.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $57.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $64128.00          | $4465.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1077.00           | $61.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1000.00           | $54.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $1000.00           | $137.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $1000.00           | $97.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.5000%  | 0.0000% | $2000.00           | $127.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $1000.00           | $59.72             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $7399.00           | $439.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $1001.00           | $56.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $2001.00           | $132.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 6.0000%  | 0.0000% | $1000.00           | $51.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $50690.00          | $2899.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $98727.00          | $93188.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $23798.00          | $25037.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $25513.00          | $24972.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1468965.00        | $1573396.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1890212.00        | $974833.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $349673.00         | $274356.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $327567.00         | $209301.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $531.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $9126.00           | $7809.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $148221.00         | $141692.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9292592.00        | $8393079.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $370027.00         | $393711.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $76874.00          | $78254.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $23950.00          | $25029.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $528164.00         | $534686.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 7.0000%  | 0.0000% | $4157496.00        | $4390393.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $23864.00          | $25033.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4101687.00        | $4266110.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $14180832.00       | $14060310.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2139412.00        | $1692785.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1513100.00        | $1516453.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $11403.00          | $11206.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3621532.00        | $3751497.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.4510%  | 0.0000% | $79591.00          | $589.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.8850%  | 0.0000% | $1995350.00        | $65041.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 6.0990%  | 0.0000% | $21611.00          | $202.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.5980%  | 0.0000% | $13217.00          | $635.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 6.1670%  | 0.0000% | $23759.00          | $871.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.5910%  | 0.0000% | $7744105.00        | $181687.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.3780%  | 0.0000% | $1008.00           | $32.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.6060%  | 0.0000% | $2680692.00        | $154994.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.3000%  | 0.0000% | $398037.00         | $25059.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $10000.00          | $9781.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $194578.00         | $10176.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.0000%  | 0.0000% | $35211.00          | $372.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1022.00           | $6.16              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-01      | 2.5000%  | 0.0000% | $1000.00           | $23.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1288430.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $1017.00           | $100.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $711369.00         | $107103.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1527968.00        | $586755.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $152.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1004.00           | $164.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $544885.00         | $27832.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $121.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $325156.00         | $47463.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $2092000.00        | $182360.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $120000.00         | $10746.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 3.5000%  | 0.0000% | $2039716.00        | $204787.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.5000%  | 0.0000% | $14920688.00       | $20191.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $383574.00         | $291.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.5000%  | 0.0000% | $3061766.00        | $70022.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.5000%  | 0.0000% | $565112.00         | $9753.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 5.5000%  | 0.0000% | $6047.00           | $41.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $885716.00         | $51495.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $4242992.00        | $663380.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $160001.00         | $14084.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 3.5000%  | 0.0000% | $1000.00           | $153.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9499.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1026.00           | $179.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1230000.00        | $91446.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $3043999.00        | $284172.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $31829.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $90.83             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $1503000.00        | $154531.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $3252427.00        | $780556.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $99000.00          | $40996.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $18000.00          | $5300.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $646.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5767744.00        | $3552129.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $92675.00          | $63143.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $430.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $174387.00         | $72933.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $12000.00          | $6282.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $16780.00          | $13166.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $447201.00         | $349102.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $450000.00         | $320519.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $35029.00          | $25138.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $31165.00          | $24851.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $253211.00         | $175246.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1007.00           | $713.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $9994000.00        | $6929696.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $971053.00         | $730915.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $56745.00          | $42730.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $747000.00         | $571049.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $98000.00          | $78595.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $14000.00          | $10789.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $48000.00          | $36697.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15831.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $729258.00         | $540008.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $15734.00          | $12606.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $8574.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $55941.00          | $44759.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $6306.00           | $5165.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $775.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $41000.00          | $32655.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $62996.00          | $48016.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $718.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $55611.00          | $48663.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $51200.00          | $40253.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $929783.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $788.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $4702033.00        | $4024540.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $1229000.00        | $224251.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $196.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1305333.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $450926.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1418342.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $3400003.00        | $1662695.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5157704.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $4222281.00        | $4207557.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1446029.00        | $1470954.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3298711.00        | $3352394.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $10000.00          | $10347.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $24379.00          | $25134.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4303.00           | $4187.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $6045.00           | $6276.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2520.00           | $2597.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $8255640.00        | $8296007.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $4440661.00        | $4580382.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $5292230.00        | $5311534.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $52.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $449001.00         | $103005.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1106000.00        | $216373.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $4184.00           | $961.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $412161.00         | $105226.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $366394.00         | $314607.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8688.00           | $8138.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $224071.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $7817310.00        | $1600662.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 5.8730%  | 0.0000% | $1002.00           | $243.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $224.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 1.9640%  | 0.0000% | $15861042.00       | $12421980.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.1070%  | 0.0000% | $23044410.00       | $22859630.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 6.0540%  | 0.0000% | $8544693.00        | $8655935.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.1110%  | 0.0000% | $29732614.00       | $30022972.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $10000000.00       | $953251.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $9509184.00        | $819189.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $90000.00          | $14073.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $59166.00          | $10583.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $132594.00         | $25251.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 1.5300%  | 0.0000% | $20973.00          | $19740.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $3058485.00        | $3161934.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $96386.00          | $97647.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14300257.00       | $15393406.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 5.1700%  | 0.0000% | $392300.00         | $398289.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $38765.00          | $25028.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $25555.00          | $16971.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $881995.00         | $828861.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4279341.00        | $2883758.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1783646.00        | $1346748.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $7001.00           | $5790.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $95000.00          | $64342.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $5411395.00        | $3247531.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $8001.00           | $5844.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1413.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1462316.00        | $1349891.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $25316.00          | $25141.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 5.1300%  | 0.0000% | $1000.00           | $1039.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $105855.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10131.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 4.4200%  | 0.0000% | $15179.00          | $15151.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 4.6300%  | 0.0000% | $5249860.00        | $5365143.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1029.00           | $177.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $416.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $50732.00          | $24879.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $45900.00          | $24902.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $551.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $344899.00         | $204946.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2018.00           | $1220.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2916520.00        | $1828713.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $800000.00         | $566714.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1197075.00        | $879006.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $793860.00         | $595468.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $5020.00           | $324.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3002.00           | $195.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 6.0000%  | 0.0000% | $2656.00           | $222.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $1000.00           | $68.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1001.00           | $104.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $96.38             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $115.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2000.00           | $155.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $1007.00           | $90.88             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $162.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $1006.00           | $108.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.5000%  | 0.0000% | $211000.00         | $19953.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $1003.00           | $73.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $335101.00         | $25112.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $7001.00           | $757.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.5000%  | 0.0000% | $1001.00           | $76.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 5.0000%  | 0.0000% | $1000.00           | $65.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 2.5000%  | 0.0000% | $4698.00           | $429.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $298005.00         | $25029.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $6799.00           | $603.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1000.00           | $114.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.5000%  | 0.0000% | $94000.00          | $7665.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $1000.00           | $101.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $1000.00           | $121.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $2000.00           | $191.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 6.5000%  | 0.0000% | $13001.00          | $2041.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $167.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $535499.00         | $70893.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1020.00           | $165.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $318426.00         | $30159.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $2002.00           | $314.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1000.00           | $91.33             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $2008.00           | $78.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $1000.00           | $130.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $216801.00         | $25195.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $19924868.00       | $11466974.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $505944.00         | $294529.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $356000.00         | $208497.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $312672.00         | $198525.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $720.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $22905.00          | $16750.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $32000.00          | $25000.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6000.00           | $4996.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $715.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $6722.00           | $5410.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $8711408.00        | $6973345.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $33782017.00       | $28502607.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $321054.00         | $244985.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $3184828.00        | $3237896.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $3034.00           | $2396.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $3594000.00        | $347382.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $168859.00         | $14676.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $119.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $195536.00         | $21114.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $8003.00           | $610.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $1000.00           | $116.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 6.5000%  | 0.0000% | $1000.00           | $170.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $1000.00           | $119.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $210900.00         | $25050.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 6.5000%  | 0.0000% | $11161.00          | $1780.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1025.00           | $125.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $1006.00           | $128.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $154.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 6.5000%  | 0.0000% | $48000.00          | $6886.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2049.00           | $241.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $204711.00         | $27878.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $130929.00         | $27200.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $123.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $169.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $76.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $73877.00          | $6732.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $1000.00           | $89.36             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $9834.00           | $896.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $75.51             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $319592.00         | $25196.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2864585.00        | $168428.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1000.00           | $72.43             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 6.0000%  | 0.0000% | $1000.00           | $77.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $2001.00           | $212.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.5000%  | 0.0000% | $1000.00           | $117.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $84.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $25332.00          | $3188.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $126548.00         | $11141.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $1000.00           | $78.42             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $5144.00           | $2293.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2209988.00        | $811156.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $12017.00          | $801.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $199540.00         | $25229.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $8074.00           | $1194.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $3047.00           | $109.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $7914.00           | $1397.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 5.5000%  | 0.0000% | $340000.00         | $36680.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $1012288.00        | $164871.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1003.00           | $157.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $7001.00           | $778.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $15000.00          | $2082.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.0000%  | 0.0000% | $139061.00         | $31586.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $4013.00           | $808.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $2000.00           | $1376.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1234.00           | $886.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1000.00           | $612.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $203.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $12003.00          | $3269.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $137000.00         | $77178.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $7000.00           | $6341.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $329011.00         | $185710.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $5000.00           | $4490.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $37036.00          | $21579.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $448.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2000.00           | $1323.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $277311.00         | $206456.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $355450.00         | $266694.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $9760.00           | $5772.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1526695.00        | $902973.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $22466.00          | $16517.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $2030.00           | $1501.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $748.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $13282.00          | $10162.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $92765.00          | $70339.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1381128.00        | $926882.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $3000.00           | $1597.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1252.00           | $951.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $2000.00           | $1548.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $931878.00         | $645367.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1008.00           | $713.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1156201.00        | $604738.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $8005.00           | $6594.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $120861.00         | $64727.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $6000.00           | $5017.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2048.00           | $1219.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $755.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $191470.00         | $146336.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $311601.00         | $191141.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $201856.00         | $163575.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $576.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $211530.00         | $166140.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $236498.00         | $192807.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $29900.00          | $24952.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $13000.00          | $10181.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1687.00           | $1250.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $843.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $42527.00          | $26979.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1411520.00        | $1168341.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $218014.00         | $158745.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1777573.00        | $1330428.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $52276.00          | $47435.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $23260.00          | $21840.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $14728.00          | $14286.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $270851.00         | $260309.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $30839425.00       | $28387520.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $26416.00          | $25021.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $10178.00          | $10320.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $30240.00          | $25832.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $978.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $32149120.00       | $33006600.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $18661.00          | $18817.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $868.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $1024.00           | $252.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1389990.00        | $295327.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $145.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 3.0000%  | 0.0000% | $55256.00          | $9412.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $7437000.00        | $2044934.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1760247.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $73178.00          | $11058.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $117906.00         | $48565.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $223000.00         | $126691.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $504.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1554000.00        | $905494.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $327.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1533.00           | $832.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $608.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $98499840.00       | $63865829.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $4433.00           | $2944.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $124610.00         | $70378.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $644272.00         | $411434.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $681.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $221917.00         | $155807.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $7978.00           | $5581.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $947987.00         | $661226.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $156405.00         | $107077.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $87000.00          | $63302.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1294000.00        | $868260.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $137000.00         | $92540.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1302.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1380.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $110000.00         | $85611.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $24661216.00       | $19262959.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $225000.00         | $169150.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $13558.00          | $10535.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $578283.00         | $395953.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3196.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $816.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $669.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $11702788.00       | $7895150.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $829.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $743.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $266202.00         | $209794.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $28256.00          | $19903.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $10000.00          | $8045.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1040.00           | $777.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $57776.00          | $47936.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $282848.00         | $238643.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $745.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $2104.00           | $1749.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $285518.00         | $223357.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $30230.00          | $25130.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $5258121.00        | $4278367.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $850.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $887.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $176401.00         | $142722.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $11000.00          | $11256.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $7575.00           | $7751.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2001.00           | $2104.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1001.00           | $1048.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $8022.00           | $8377.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 6.5000%  | 0.0000% | $3003.00           | $3155.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2107.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2335.00           | $2394.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1001.00           | $1045.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1012449.00        | $1057073.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $25217.00          | $26301.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2000.00           | $2087.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $75042.00          | $78318.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $14995.00          | $15652.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $72311.00          | $75464.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $46740.00          | $48800.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2088.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6000.00           | $6263.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $8000.00           | $8352.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1044.00           | $1090.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3000.00           | $3132.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $67579.00          | $68869.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $6000.00           | $6111.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3001.00           | $3148.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $6000.00           | $6154.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $247041.00         | $253354.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3000.00           | $3082.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $299087.00         | $306764.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1028.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1080.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2003.00           | $2085.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $11178.00          | $11730.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2103.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $64679.00          | $68246.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4005.00           | $4199.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4638.00           | $4869.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $113350.00         | $119156.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $54674.00          | $53586.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2048.00           | $2141.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $20422653.00       | $18264157.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $2020059.00        | $1912458.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $27691.00          | $23862.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $113174.00         | $97674.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $930.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3024.00           | $3003.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3199.00           | $3194.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1003.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $516462.00         | $519451.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $14657.00          | $14701.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $99852.00          | $99412.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $58844096.00       | $55240802.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1000.00           | $393.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $5828.00           | $2086.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $7000.00           | $1459.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $7000.00           | $2935.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $15218.00          | $5827.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $220259.00         | $11098.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $10010.00          | $5176.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $215383.00         | $69464.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $10000.00          | $2184.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $3472.00           | $2120.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $5000.00           | $3879.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $183348.00         | $170983.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $2000.00           | $1819.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1845.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $3339.00           | $2867.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $5502.00           | $4724.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $100000.00         | $69714.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2872.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $45000.00          | $3695.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-15      | 2.5000%  | 0.0000% | $33534.00          | $4487.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2000.00           | $1978.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $69542.00          | $29054.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1042.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $1024.00           | $389.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $235088.00         | $250722.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2000.00           | $1754.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1001.00           | $1020.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $46222.00          | $47343.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4000.00           | $4077.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $297803.00         | $306182.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3000.00           | $3127.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2000.00           | $1960.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $12000.00          | $12244.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $9000.00           | $7678.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1192.00           | $1226.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $151347.00         | $126805.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $7020.00           | $5778.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $41743.00          | $38244.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6003.00           | $6120.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $37967.00          | $29629.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $15262.00          | $15571.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1005.00           | $974.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $10168.00          | $10375.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $24808.00          | $25299.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $7500.00           | $7662.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1099470.00        | $1158250.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $11401.00          | $11821.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $5960.00           | $5904.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3095.00           | $3168.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1004.00           | $1068.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $37496.00          | $39912.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1061.00           | $1095.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1226948.00        | $1273328.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2004.00           | $2076.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2003.00           | $2075.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3000.00           | $3164.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 4.2700%  | 0.0000% | $1235852.00        | $1185859.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $31767.00          | $25629.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $145.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 6.9550%  | 0.0000% | $2951.00           | $0.66              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1342732.00        | $758147.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001980.00        | $587121.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $103706.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $682716.00         | $456800.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $5898000.00        | $3825344.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $38714.00          | $30029.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 2.5000%  | 0.0000% | $153787.00         | $121702.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $2039237.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $778.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $4274.00           | $649.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $23590.00          | $25039.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1413733.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $6008.00           | $5936.78           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $14000.00          | $11584.18          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $120000.00         | $101271.20         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $2000.00           | $1716.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $257.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $8211.00           | $3400.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $180762.00         | $57757.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $896945.00         | $484059.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $587998.00         | $302911.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $191946.00         | $134619.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $32805.00          | $25601.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $1026.00           | $749.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $11004.00          | $8732.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $27260.00          | $24599.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $9420291.00        | $7570727.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $2281.00           | $1831.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1511321.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 5.5000%  | 0.0000% | $6907264.00        | $7027474.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $430.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $266279.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4586880.00        | $4261170.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $56221.00          | $26552.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 6.2850%  | 0.0000% | $993463.00         | $5655.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 4.6650%  | 0.0000% | $1234.00           | $0.34              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $2543314.00        | $15075.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $12883032.00       | $12662311.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $1281.00           | $0.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 5.0310%  | 0.0000% | $2407.00           | $1.78              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-25      | 3.5000%  | 0.0000% | $3015.00           | $2667.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 6.5000%  | 0.0000% | $34886293.00       | $19703.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $3294002.00        | $2572158.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-08-01      | 6.5000%  | 0.0000% | $19997708.00       | $12873.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 5.4770%  | 0.0000% | $1163.00           | $0.71              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 6.0000%  | 0.0000% | $5330.00           | $12.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 4.2100%  | 0.0000% | $194583268.00      | $9103.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $96.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $997000.00         | $54273.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $217860.00         | $24778.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $2011.00           | $230.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-12-01      | 6.3510%  | 0.0000% | $1464.00           | $29.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 6.2780%  | 0.0000% | $16533076.00       | $757529.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 6.3130%  | 0.0000% | $4721942.00        | $433420.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $3396829.00        | $474312.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $2295600.00        | $423743.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17530100.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $61.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $125243.00         | $21059.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $890000.00         | $159795.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1842.00           | $401.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1000.00           | $72.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 6.4650%  | 0.0000% | $4875000.00        | $6283.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 5.0000%  | 0.0000% | $1001.00           | $9.19              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-08-01      | 4.5000%  | 0.0000% | $49970.00          | $290.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 5.5000%  | 0.0000% | $3311442.00        | $30684.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 5.2770%  | 0.0000% | $2387995.00        | $26901.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $12666.00          | $29.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 5.2770%  | 0.0000% | $23246.00          | $111.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $1768.00           | $9.72              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2690%  | 0.0000% | $28993216.00       | $25485980.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.2540%  | 0.0000% | $9689126.00        | $8807074.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.6170%  | 0.0000% | $5882020.00        | $5792505.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 6.5380%  | 0.0000% | $1437696.00        | $1406530.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 6.0520%  | 0.0000% | $8552.00           | $22.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 6.4300%  | 0.0000% | $62058.00          | $85.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 6.3550%  | 0.0000% | $3148.00           | $0.44              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 5.6970%  | 0.0000% | $68494.00          | $0.03              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.3140%  | 0.0000% | $73237.00          | $1179.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.7020%  | 0.0000% | $4999997.00        | $70388.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.0000%  | 0.0000% | $1246.00           | $11.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $32370.00          | $31610.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $11316748.00       | $11322190.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $26832.00          | $27119.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $500544.00         | $489746.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4026.00           | $4034.19           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1947628.00        | $1633287.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $26673.00          | $28295.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2086.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1225.00           | $970.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $344852.00         | $331216.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $37509.00          | $38925.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $4019.00           | $4163.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $28141.00          | $29147.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $94129.00          | $96764.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $15473.00          | $15983.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $480596.00         | $25273.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $5000.00           | $179.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $86192.00          | $892.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $53698.00          | $391.73            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $3903462.00        | $25808.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $2480661.00        | $29330.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $23508.00          | $384.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1000.00           | $49.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $1148.00           | $44.07             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-15      | 6.5000%  | 0.0000% | $4377535.00        | $42918.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $4121.00           | $12.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $56288.00          | $221.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 5.8750%  | 0.0000% | $18181.00          | $653.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $3260.00           | $70.52             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $6132.00           | $96.73             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $1485.00           | $48.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $4982.00           | $81.77             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $1069218.00        | $17026.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $45874.00          | $2450.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $52361.00          | $24955.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $5000.00           | $3607.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 5.0000%  | 0.0000% | $5924.00           | $499.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $49932.00          | $3973.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 5.0000%  | 0.0000% | $406004.00         | $4311.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $27514.00          | $436.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $25459.00          | $3283.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-15      | 5.5000%  | 0.0000% | $33331.00          | $3980.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $37604.00          | $25110.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $608.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $1000.00           | $415.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $6000.00           | $321.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $575381.00         | $25152.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $13987.00          | $980.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1011.00           | $57.05             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $3000.00           | $496.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $94.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2008.00           | $1178.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1001.00           | $988.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $1010.00           | $899.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 4.0000%  | 0.0000% | $7402391.00        | $383150.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $334200.00         | $26145.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1007.00           | $25.52             | Agency Mortgage-Backed Securities |

### Security 179: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_3.71_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $186616600.00      | $134318132.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $21652200.00       | $20050670.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $202840000.00      | $178422161.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $23999900.00       | $24210021.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $600.00            | $615.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $52034000.00       | $52369972.62       | U.S. Treasuries (including strips) |

### Security 180: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_3.71_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-17      | N/A      | 0.0000% | $51000.00          | $50769.94          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $262800.00         | $220234.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $38200.00          | $37529.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $1775800.00        | $1819784.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $400978400.00      | $407243419.44      | U.S. Treasuries (including strips) |

### Security 181: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.725000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_3.72_0107
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $662056800.00      | $529622714.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $580395600.00      | $574810207.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $1178246400.00     | $1198312776.13     | U.S. Treasuries (including strips) |

### Security 182: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19FYT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19FYT9_3.72_0107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $312457700.00      | $325449138.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $624886900.00      | $633327154.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $60205500.00       | $61223800.78       | U.S. Treasuries (including strips) |

### Security 183: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.5000%  | 0.0000% | $992273.00         | $869982.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $76676992.00       | $57732956.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $24469536.00       | $21201749.50       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $125805200.00      | $127163543.10      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $46546734.00       | $9049192.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2294706.00        | $1868146.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $2249829.00        | $2056023.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $266243920.00      | $20175128.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $60171669.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $4610060.00        | $4626737.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $500485160.00      | $76075458.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $35557722.00       | $6701622.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $100557111.00      | $59530354.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $5711304.00        | $4267957.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $57346000.00       | $26530638.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $32261596.00       | $20861873.25       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $5757127.00        | $5464200.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $4861185.00        | $4900823.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4326250.00        | $4502122.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $3112.00           | $3166.36           | Agency Mortgage-Backed Securities  |

### Security 184: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_3.71_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-19      | N/A      | 0.0000% | $2700.00           | $2687.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-29      | N/A      | 0.0000% | $95700.00          | $95446.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-24      | N/A      | 0.0000% | $200.00            | $198.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $60846400.00       | $50991154.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $5157800.00        | $4053925.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $1612300.00        | $1238802.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $15971500.00       | $11853330.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 0.8750%  | 0.0000% | $400.00            | $392.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $944.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $400.00            | $404.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $300.00            | $312.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $28114200.00       | $28810560.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 4.6250%  | 0.0000% | $400.00            | $402.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $300514000.00      | $305094769.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $500.00            | $512.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $700.00            | $706.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $700.00            | $707.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $300.00            | $305.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $900.00            | $905.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $7178800.00        | $7225152.01        | U.S. Treasuries (including strips) |

### Security 185: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19M3A9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19M3A9_4.30_0115
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $175732564.00      | $46102237.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $250081835.00      | $46106992.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $45382854.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $98251569.00       | $46560777.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $240842393.00      | $27345234.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $1540400.00        | $414937.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $85332751.00       | $45586966.25       | Agency Mortgage-Backed Securities |

### Security 186: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19MVW0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19MVW0_4.31_0116
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $38300.00          | $38389.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $81221100.00       | $99999919.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $1944600.00        | $1960862.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $800.00            | $810.74            | U.S. Treasuries (including strips) |

### Security 187: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_0107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $204.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $7531000.00        | $5666068.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $55170500.00       | $56353621.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $188332000.00      | $192980013.02      | U.S. Treasuries (including strips) |

### Security 188: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19QDF8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19QDF8_3.72_0107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $642487200.00      | $604467216.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $132235200.00      | $125404231.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $278547100.00      | $290128595.95      | U.S. Treasuries (including strips) |

### Security 189: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_0107
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $12450000.00       | $3980912.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $1032000.00        | $1014481.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $25816600.00       | $26325547.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-12-31      | 3.8750%  | 0.0000% | $322992500.00      | $322588759.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $1386000.00        | $359773.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $11446000.00       | $2925139.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $2767000.00        | $697090.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $305355000.00      | $75299321.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $6796300.00        | $1660506.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $32001000.00       | $7505002.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $161575000.00      | $106962003.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $246219980.70      | $158892893.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $206210000.00      | $129405435.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $9398000.00        | $7643891.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $9409000.00        | $7482272.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $7349000.00        | $5711885.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $5440000.00        | $3839209.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $4359000.00        | $2996577.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $25.82             | $25.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $4286000.00        | $2872597.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $157448000.00      | $102919821.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $44050000.00       | $38977818.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $10000000.00       | $8672600.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $30631000.00       | $26013928.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $22024869.62       | $18892338.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $21001000.00       | $13361214.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $87946000.00       | $54437958.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $9766000.00        | $5889894.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $18641000.00       | $10629079.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $39743000.00       | $21630405.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $10245000.00       | $5341804.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $108214000.00      | $53842200.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $30927000.00       | $15164714.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $243980000.00      | $117835996.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $3588000.00        | $1709879.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $473000.00         | $211997.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $35560000.00       | $15694263.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $27256000.00       | $11867153.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $149160000.00      | $63908646.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $21000.00          | $8369.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $10991999.99       | $4257498.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $9395000.00        | $3362836.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $13951000.00       | $4869136.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $545000.00         | $492897.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $3017900.00        | $2004335.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1934000.00        | $1034804.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $31713400.00       | $16712073.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $5584000.00        | $2903830.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $11400.00          | $5497.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $64795000.00       | $28929995.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3057000.00        | $1250309.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $97100.00          | $38598.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $6602000.00        | $2524459.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2884000.00        | $1088260.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $7121000.00        | $2652380.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $32000.00          | $11755.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $3749000.00        | $1288310.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $583300.00         | $172184.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $764000.00         | $219264.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $1278000.00        | $358361.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $2423000.00        | $649838.91         | U.S. Treasuries (including strips) |

### Security 190: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19TPO0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPO0_4.30_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $71300.00          | $71466.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 2.3750%  | 0.0000% | $9618900.00        | $9619468.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $4640800.00        | $4603663.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $151116600.00      | $186055691.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $3618000.00        | $3648256.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $1400.00           | $1418.79           | U.S. Treasuries (including strips) |

### Security 191: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19UET8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19UET8_3.72_0107
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $118566200.00      | $116302310.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $298586600.00      | $294991336.87      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $68279800.00       | $69860242.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $276376400.00      | $283846163.18      | U.S. Treasuries (including strips) |

### Security 192: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_3.82_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2027-11-15      | N/A      | 0.0000% | $28100.00          | $26352.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-08-15      | 1.1250%  | 0.0000% | $75134600.00       | $47728634.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 4.6250%  | 0.0000% | $52159200.00       | $51805407.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 4.7500%  | 0.0000% | $19018600.00       | $19360411.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 1.3750%  | 0.0000% | $177173600.00      | $166487728.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-05-15      | 3.3750%  | 0.0000% | $137284800.00      | $133015060.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-03-31      | 4.1250%  | 0.0000% | $88960600.00       | $91468917.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $315649.91         | $107486.37         | U.S. Treasuries (including strips) |

### Security 193: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_3.80_0107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $134777200.00      | $46314971.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $14605200.00       | $13146007.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $143228300.00      | $155343775.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-31      | 3.8750%  | 0.0000% | $187086000.00      | $189602192.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $4573098.88        | $3593051.78        | U.S. Treasuries (including strips) |

### Security 194: Natixis SA

- **C.1 - Title:** Natixis SA 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19WJO0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJO0_4.30_0129
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $3148976.00        | $579937.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449490.00       | $41335933.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12351581.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24934688.00       | $15625802.76       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $759.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $2953.00           | $2892.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $3327724.00        | $3299001.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13435808.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $15814000.00       | $15091221.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1058.00           | $1096.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $923.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9156384.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8510063.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1032.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $917.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1996.00           | $1881.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1014.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424807.00        | $8180793.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932368.00       | $48025395.54       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $196.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $3200.00           | $3168.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-15      | 0.6250%  | 0.0000% | $20000.00          | $17483.68          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $6283500.00        | $5950373.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $23893200.00       | $24125419.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 3.5000%  | 0.0000% | $1600.00           | $1592.15           | U.S. Treasuries (including strips) |

### Security 195: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFR5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFR5_4.34_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1881069.00        | $282236.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $35666012.00       | $4077397.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $81279016.00       | $7213923.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $599999.00         | $100870.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $103881856.00      | $13186537.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $3269336.00        | $327138.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $2544604.00        | $386422.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $45985549.00       | $5515339.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $257097538.00      | $37136797.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.5000%  | 0.0000% | $163400363.00      | $18691268.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 4.0000%  | 0.0000% | $40340397.00       | $3536554.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $4450000.00        | $345904.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $24122000.00       | $2803375.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $5196678.00        | $3621234.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $2488215.00        | $1814450.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 5.0000%  | 0.0000% | $869939.00         | $55810.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $69541.00          | $52847.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $1000.00           | $156.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $10104.00          | $1539.85           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $3232535.00        | $771183.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 3.0000%  | 0.0000% | $1050517.00        | $484082.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1320491.00        | $326271.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1576492.00        | $196830.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $3443818.00        | $98364.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $280658.00         | $70355.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.0000%  | 0.0000% | $1809074.00        | $365465.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $117714.00         | $30497.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $141074.00         | $52146.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-15      | 3.0000%  | 0.0000% | $815833.00         | $269099.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $533000.00         | $178976.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-15      | 3.0000%  | 0.0000% | $182739.00         | $77566.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 5.0000%  | 0.0000% | $1660754.00        | $829696.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $207000.00         | $99656.72          | Agency Mortgage-Backed Securities |

### Security 196: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19ZT61, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19ZT61_4.18_0204
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $84456743.00       | $43820634.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $588930015.00      | $59179366.16       | Agency Mortgage-Backed Securities |

### Security 197: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5WB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WB0_4.17_0211
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $2060000.00        | $373723.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $29529675.00       | $4838166.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $353283903.00      | $43098477.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $253271.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $27549189.00       | $3483233.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $5115907.00        | $903384.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $5595000.00        | $703723.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $2959996.00        | $423030.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $540000.00         | $108584.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $285191254.00      | $46686845.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $117050716.00      | $16416908.07       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1500000.00        | $191564.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $917000.00         | $187688.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $12478335.00       | $1825872.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $3598240.00        | $2838616.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $3156378.00        | $2153707.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $4325860.00        | $2520516.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $248331.00         | $58048.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 3.5000%  | 0.0000% | $1096540.00        | $744682.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 5.5000%  | 0.0000% | $1199611.00        | $147412.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 4.5000%  | 0.0000% | $850442.00         | $140917.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $1000.00           | $317.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $11559.00          | $4104.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1142575.00        | $498759.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1354455.00        | $195712.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $4867963.00        | $1743379.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-15      | 3.5000%  | 0.0000% | $2100674.00        | $216591.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1222374.00        | $562050.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1561612.00        | $454008.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $2989319.00        | $441438.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $5428926.00        | $3825024.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $3068000.00        | $1154036.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $3300000.00        | $1537975.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $380752.00         | $85931.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $95657923.00       | $67182295.24       | Agency Mortgage-Backed Securities |

### Security 198: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_0107
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $6316898.38        | $3910115.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $6914322.97        | $4170042.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $11675.64          | $6939.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $26687531.68       | $15657121.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $21513663.59       | $12087021.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $3322439.68        | $1629121.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2634502.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $81.92             | $36.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.12            | $124.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $16.88             | $5.81              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $10.24             | $3.49              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1002999.97        | $288481.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $1.26              | $0.35              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $326.40            | $308.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $49.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $46313920.43       | $40981057.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $97125.00          | $84232.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $846578.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-11-15      | 4.3750%  | 0.0000% | $1300.00           | $1295.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $800.00            | $755.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 2.1250%  | 0.0000% | $738600.00         | $1086284.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $1284600.00        | $1304482.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $2976800.00        | $2277699.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $567300.00         | $556063.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-02-15      | 3.0000%  | 0.0000% | $400.00            | $300.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 1.7500%  | 0.0000% | $2453400.00        | $1679051.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.62             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $64376800.00       | $63564606.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $601900.00         | $595895.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-15      | 0.8750%  | 0.0000% | $234200.00         | $298808.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $2855500.00        | $3509784.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $280000.00         | $378334.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $400.00            | $384.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $379.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $4047800.00        | $4729867.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $18418800.00       | $16578594.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $292100.00         | $275683.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $300.00            | $354.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $2306900.00        | $2182058.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $1000.00           | $939.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $1100.00           | $1086.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $114600.00         | $114245.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $294200.00         | $310937.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $994.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $2488600.00        | $2508235.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $32834000.00       | $34702799.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 3.6250%  | 0.0000% | $812800.00         | $820198.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-15      | 4.1250%  | 0.0000% | $900.00            | $904.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-07-15      | 1.3750%  | 0.0000% | $3137500.00        | $3307705.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $105.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $960800.00         | $989988.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $2435300.00        | $2522223.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $56200.00          | $57784.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $101734400.00      | $104907434.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.1250%  | 0.0000% | $4501300.00        | $4616807.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $10100.00          | $10325.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $797000.00         | $819634.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $284300.00         | $290964.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 3.7001%  | 0.0000% | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-02-15      | 4.6250%  | 0.0000% | $1574800.00        | $1667939.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $200.00            | $202.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 3.8750%  | 0.0000% | $4374400.00        | $4492401.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $1496000.00        | $1510116.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $3300.00           | $3323.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-10-31      | 3.7500%  | 0.0000% | $1579600.00        | $1576992.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-15      | 3.5000%  | 0.0000% | $5620200.00        | $5643903.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32821020.84       | $24023444.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1031618.56        | $736774.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $908469.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $229910.18         | $152199.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161125.72         | $101113.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $313.70            | $260.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-11-15      | N/A      | 0.0000% | $0.32              | $0.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $121.12            | $117.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-02-15      | N/A      | 0.0000% | $1096.08           | $1053.66           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $180.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $8982900.00        | $5965984.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903700.00       | $15465184.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $11042118.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $12081787.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $43.97             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1704000.00        | $669564.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $77291.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $81800.00          | $31278.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $327100.00         | $121835.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20495700.00       | $7147035.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $34.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $59.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $50.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $249800.00         | $70045.92          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $200.00            | $54.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $100.00            | $25.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $10514600.00       | $2648943.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $36000.00          | $59433.33          | U.S. Treasuries (including strips) |

### Security 199: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A7G32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7G32_4.10_0217
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $100000.00         | $55092.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $164292.00         | $70409.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $352042.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $895492.00         | $593024.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $114073532.00      | $50002967.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1300000.00        | $708036.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $104569.00         | $54254.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $2896000.00        | $1065801.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $18431162.00       | $6926094.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $120999.00         | $61306.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $83322140.00       | $39920600.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $5332023.00        | $2096060.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1200000.00        | $671114.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1688014.00        | $849931.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $47688760.00       | $21326399.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $2198999.00        | $900408.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $530718.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $21613557.00       | $11246999.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $44651141.00       | $21582548.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $3697896.00        | $2239881.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $1912.00           | $1235.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $62638.00          | $42419.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $5628801.00        | $3961462.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $227005.00         | $155571.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2637910.00        | $1456397.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $500001.00         | $339653.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $1000.00           | $718.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1090923.00        | $706049.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $6985229.00        | $4343699.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $66440.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $117588.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $2082647.00        | $1838977.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $31716092.62       | Agency Mortgage-Backed Securities |

### Security 200: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AB6F7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AB6F7_4.14_0218
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $454246572.00      | $60303414.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $155631330.00      | $33314371.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $199984855.00      | $60402883.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $133050655.00      | $51979331.18       | Agency Mortgage-Backed Securities |

### Security 201: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AB7A7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AB7A7_4.16_0218
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $15986.00          | $8049.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $23859523.00       | $12415727.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $571737.00         | $276354.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $199865.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $256470.00         | $87826.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $34605984.00       | $18824548.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $50179875.00       | $25019479.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1635554.00        | $786037.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $395000.00         | $152619.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $8392779.00        | $4452358.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $26067403.00       | $17934994.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3411824.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $252619.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $58945.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $333611.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $152882.00         | $105468.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7767740.00        | $4283497.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $110095.00         | $56034.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $164638.00         | $98091.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-15      | 3.0000%  | 0.0000% | $18549309.00       | $14241162.90       | Agency Mortgage-Backed Securities |

### Security 202: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_0107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $156500.00         | $79738.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 0.5000%  | 0.0000% | $482000000.00      | $626727186.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $8207800.00        | $8261971.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $2500000.00        | $2555701.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.5000%  | 0.0000% | $228412100.00      | $229375431.17      | U.S. Treasuries (including strips) |

### Security 203: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKRC1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AKRC1_4.10_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $46044697.00       | $25396297.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $149155876.00      | $77603703.38       | Agency Mortgage-Backed Securities |

### Security 204: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ALZJ5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1ALZJ5_4.09_0107
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1002.00           | $763.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $991.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $854.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1001.00           | $910.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1020.00           | $845.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $100000.00         | $67539.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1012.00           | $717.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $694.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 3.4700%  | 0.0000% | $2170.00           | $1593.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $345.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $922.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1334488.00        | $1166767.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $887.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $949.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $976.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $961.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $968.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1028.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1057.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $2162414.00        | $2287146.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $5445129.00        | $5537030.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $51244.00          | $52295.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2858800.00        | $2916116.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $11710379.00       | $11946562.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1069800.00        | $1095086.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $2646810.00        | $2692873.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2148470.00        | $2174673.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $2059746.00        | $2094739.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $986.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1841000.00        | $1909560.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1201000.00        | $1213335.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $6004973.00        | $5924188.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $9658827.00        | $9853130.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $2964324.00        | $1679195.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 1.8200%  | 0.0000% | $3281500.00        | $2323802.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1027.00           | $812.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-11-01      | 6.0000%  | 0.0000% | $1175916.00        | $1180940.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 4.7100%  | 0.0000% | $9876000.00        | $10071357.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 4.5900%  | 0.0000% | $5742000.00        | $5834406.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5200%  | 0.0000% | $11120000.00       | $11222433.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 4.4100%  | 0.0000% | $9322000.00        | $9332916.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $59696797.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $1296826.00        | $80694.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1387309.00        | $1039123.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $1009.00           | $792.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $253000.00         | $247856.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $36092600.00       | $33159638.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $56000.00          | $54689.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $6235072.00        | $5569201.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $899.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $993.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 4.5000%  | 0.0000% | $69000.00          | $59974.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1034.00           | $956.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $96561.00          | $88500.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $80000.00          | $77319.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $267874.00         | $279338.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $923.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1001.00           | $916.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $812.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1002.00           | $1017.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1003.00           | $900.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1002.00           | $910.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $747.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $893.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $9912960.00        | $8833726.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $815775.00         | $763944.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $8536224.00        | $7669286.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1625074.00        | $915929.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1148751.00        | $1199409.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2069.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1027.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1057.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1015.00           | $986.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1965.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $6022112.00        | $5614657.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $4567800.00        | $4425523.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $24918235.00       | $22380319.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $22890320.00       | $22490610.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $984.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $24993824.00       | $19764989.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $878.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1807610.00        | $1667960.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $866.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $907.57            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-01-20      | N/A      | 0.0000% | $280300.00         | $279804.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 2.5000%  | 0.0000% | $99479000.00       | $98892440.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 2.6250%  | 0.0000% | $740307000.00      | $733182712.55      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $163158200.00      | $166556611.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 3.5000%  | 0.0000% | $743612000.00      | $750608759.75      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 5.5000%  | 0.0000% | $3491.00           | $36.79             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-03-01      | 3.5000%  | 0.0000% | $1997000.00        | $227700.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $104.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $675.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $600000.00         | $425085.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $739.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1043.00           | $931.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $8000.00           | $6310.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $719.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 4.5000%  | 0.0000% | $1347000.00        | $130916.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $157485.00         | $135882.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1378293.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1956928.00        | $1698740.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $1003.00           | $993.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $627.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1001.00           | $975.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $842.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1032.00           | $924.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1011.00           | $808.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $597515.00         | $600880.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1907.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $1062.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $1001.00           | $947.71            | Agency Mortgage-Backed Securities  |

### Security 205: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AM3Q2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AM3Q2_4.08_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $76513658.00       | $43378256.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $108097063.00      | $59621743.78       | Agency Mortgage-Backed Securities |

### Security 206: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B6P33, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B6P33_3.85_0107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1244177.00        | $1198951.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1394310.00        | $1425141.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-04-20      | 2.5000%  | 0.0000% | $1000000.00        | $200559.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-05-20      | 2.0000%  | 0.0000% | $300000.00         | $134031.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-02-20      | 2.0000%  | 0.0000% | $574165.00         | $448637.77         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2827575.00        | $1783610.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3527807.00        | $3520104.18        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $106002100.00      | $53052275.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $482650700.00      | $486397517.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $30725100.00       | $31104035.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $439055600.00      | $440819725.40      | U.S. Treasuries (including strips) |

### Security 207: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCC18, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BCC18_3.93_0330
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $22655988.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $75533038.00       | $20091482.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $20164524.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $19919177.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $20572574.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $22876537.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $15575.00          | $1947.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $23023397.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $21200216.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $100994990.00      | $7595237.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $21245613.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $21577475.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $227785877.00      | $19988941.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $22873235.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $21962307.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $23410575.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21421667.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $23229521.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $23386410.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22500326.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21444657.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $20754889.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21603293.33       | Agency Mortgage-Backed Securities |

### Security 208: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BCX15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BCX15_3.84_0107
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $3895222.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $226.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $120967.00         | $13343.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $90120.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $9600048.00        | $2614005.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-06-01      | 3.5000%  | 0.0000% | $22784.00          | $8233.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $212.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 4.0000%  | 0.0000% | $1115000.00        | $209253.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 5.0000%  | 0.0000% | $8255000.00        | $2121717.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $13692037.00       | $3473297.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $136074.00         | $46710.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 3.5000%  | 0.0000% | $2039.00           | $601.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-09-01      | 4.5000%  | 0.0000% | $1001.00           | $289.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $466000.00         | $84879.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $33293.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $70997.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $288.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2061-09-01      | 3.0000%  | 0.0000% | $1000.00           | $652.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 5.0000%  | 0.0000% | $1000.00           | $732.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-12-01      | 2.5000%  | 0.0000% | $1230.00           | $836.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 2.5000%  | 0.0000% | $23160895.00       | $15213280.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $9333726.00        | $2748707.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $76834214.00       | $16038441.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1541623.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1468396.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3163224.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $520000.00         | $63458.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $559178.00         | $224843.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $20440668.00       | $3226099.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6166130.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $73192382.00       | $11718778.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $247140.00         | $28591.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $192214.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $701.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21384.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12677682.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.5000%  | 0.0000% | $140503.00         | $26580.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4479395.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $6827978.00        | $1815357.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $32546.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $334.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $97093004.00       | $18310188.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $3498000.00        | $558609.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6020197.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $443048.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8053649.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $14946551.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $1500000.00        | $204183.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $138418.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $66415.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $1029.00           | $233.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 3.5000%  | 0.0000% | $1001.00           | $86.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $691000.00         | $110287.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $678110.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1610354.00        | $531520.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $289.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $663626.00         | $395652.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $11543219.00       | $5982639.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $850.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1053.00           | $563.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $501000.00         | $255158.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $19613558.00       | $10425568.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1055009.00        | $596441.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $479967.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $627.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1009.00           | $951.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $941.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1002.00           | $910.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $967.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $1000.00           | $723.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1446.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1862.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1541.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1207.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $265587.00         | $215540.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $3507098.00        | $2679356.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $774.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $861.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1414.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $959.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $937.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $720.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2320892.00        | $2405940.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $4721224.00        | $4742981.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $1604290.00        | $1685213.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $846.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $2018094.00        | $2113148.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2541744.00        | $2508713.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $2531376.00        | $2482309.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $3133500.00        | $3198804.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1008.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2320248.00        | $2422219.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $3253372.00        | $3290794.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1051.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1007.00           | $1000.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $197000.00         | $208194.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2073.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $4453816.00        | $4302294.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2359985.00        | $2436314.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $982.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1015.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1008.00           | $264.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $477.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $6940232.00        | $2313128.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $171.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1024.00           | $255.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 4.5000%  | 0.0000% | $1000.00           | $257.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-08-01      | 4.5000%  | 0.0000% | $1035.00           | $222.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $342.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $174.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $2000.00           | $383.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $7093592.00        | $1264802.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $50672.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $637767.00         | $38968.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1268644.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-11-01      | 3.5000%  | 0.0000% | $330002.00         | $22946.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $55366592.00       | $11933484.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1191449.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $7905397.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1027.00           | $88.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $86388878.00       | $8636524.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7358341.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $12877058.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $472747.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $2017681.00        | $306999.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2083.00           | $166.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $63168448.00       | $10081641.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $860478.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $54091865.00       | $4085559.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7646795.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $246.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $68908357.00       | $15182504.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $17895680.00       | $2030355.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7861905.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $11819278.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $18139144.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $81875968.00       | $17556518.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $82435676.00       | $11780627.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $38783480.00       | $8015494.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $104.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $691.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $4620312.00        | $4792354.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1969.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1005.00           | $1044.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $13293978.00       | $13329075.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $293.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7531404.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $6391321.00        | $1292781.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $56057792.00       | $12529406.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 4.5000%  | 0.0000% | $1000.00           | $138.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $1000.00           | $56.59             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1005.00           | $24.05             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7367890.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $20053248.00       | $2657880.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $5962464.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.0000%  | 0.0000% | $1000.00           | $159.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $114.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $128.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $161.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1002.00           | $83.78             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 2.0000%  | 0.0000% | $1002.00           | $369.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $633.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $8000.00           | $4169.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $3000.00           | $201.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1006.00           | $57.75             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $113.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $257.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $80.06             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $8000.00           | $1607.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $95.87             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $115.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-09-01      | 4.0000%  | 0.0000% | $2001.00           | $55.37             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $244.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-02-01      | 6.0000%  | 0.0000% | $1000.00           | $475.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $336965.00         | $229617.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $716.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $614.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $492000.00         | $280993.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $8001.00           | $5541.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $679.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $768.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.0000%  | 0.0000% | $2063.00           | $1618.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 3.0000%  | 0.0000% | $1008.00           | $777.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $6564649.00        | $5424743.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $698.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $693.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $6943066.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $34.90             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25450.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $968.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1059168.00        | $1060359.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $496.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $5952038.00        | $6098773.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1549476.00        | $1343323.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $690855.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1006.00           | $996.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 7.0000%  | 0.0000% | $1139264.00        | $1129826.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $465141.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-08-01      | 4.5000%  | 0.0000% | $1000.00           | $19.64             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 5.5000%  | 0.0000% | $2000.00           | $74.78             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 4.0000%  | 0.0000% | $1000.00           | $55.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 4.5000%  | 0.0000% | $2999.00           | $84.03             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $82.36             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $123.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $7468424.00        | $808384.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $147.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $2064.00           | $335.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $154.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1002.00           | $41.00             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $93.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1015.00           | $21.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.5000%  | 0.0000% | $1000.00           | $67.30             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $351.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 4.0000%  | 0.0000% | $1000.00           | $149.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-03-01      | 3.0000%  | 0.0000% | $1000.00           | $22.94             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 3.0000%  | 0.0000% | $1000.00           | $104.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-12-01      | 3.0000%  | 0.0000% | $1000.00           | $47.26             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $200.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $212.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $866.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2021.00           | $1431.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 4.0000%  | 0.0000% | $98332.00          | $81592.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 5.0000%  | 0.0000% | $393793.00         | $173317.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $13772992.00       | $11375754.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $3105117.00        | $1753740.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $875.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 4.0000%  | 0.0000% | $1000.00           | $547.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 5.0000%  | 0.0000% | $1000.00           | $598.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1394.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $684.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1473.00           | $1362.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $957608.00         | $859979.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $3099032.00        | $2468970.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $16704670.00       | $13013812.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $1704336.00        | $1465528.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2014.00           | $1937.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $852.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $49000.00          | $40646.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 5.5000%  | 0.0000% | $12030564.00       | $11103166.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 6.0000%  | 0.0000% | $1000.00           | $922.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $962.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-09-01      | 5.0000%  | 0.0000% | $1000.00           | $938.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1034.00           | $1040.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $6564360.00        | $6478313.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 5.0000%  | 0.0000% | $9932883.00        | $9872843.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $333750.00         | $339849.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 6.0000%  | 0.0000% | $1004.00           | $21.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 8.5000%  | 0.0000% | $1454137.00        | $54327.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $1036.00           | $55.85             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 5.5000%  | 0.0000% | $1766998.00        | $38744.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-02-01      | 5.5000%  | 0.0000% | $1003.00           | $18.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $2000.00           | $121.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1427000.00        | $1260233.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $825.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $792.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 7.0000%  | 0.0000% | $1010.00           | $740.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-09-01      | 3.0000%  | 0.0000% | $56188352.00       | $9687385.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-10-01      | 2.5000%  | 0.0000% | $303000.00         | $13493.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $615000.00         | $85435.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $60246912.00       | $9999690.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $163880.00         | $28013.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $311.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $345.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $113.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $182.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $355.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $14127981.00       | $2951566.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $53844736.00       | $11533757.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $24394.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8656097.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $779001.00         | $143647.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $1457878.00        | $742135.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2642916.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1666318.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $185.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $20330878.00       | $2480016.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $161.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $982705.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $6880420.00        | $1058180.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $299.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $442623.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $93531064.00       | $12983574.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $383840.00         | $43972.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $4746280.00        | $598769.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $15627168.00       | $14061190.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $895.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $666848.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1025.00           | $116.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $310447.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $843187.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-12-01      | 2.5000%  | 0.0000% | $1518846.00        | $47131.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $684623.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $423440.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $496849.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $14705818.00       | $13953762.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $1002.00           | $957.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1041.00           | $974.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1039085.00        | $1004209.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1052.00           | $788.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1193500.00        | $923217.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $4992236.00        | $4732811.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1001.00           | $918.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $956.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $880.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $5338400.00        | $4576675.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-09-01      | 6.0000%  | 0.0000% | $1013979.00        | $683850.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $72.98             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $315.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $415.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $489.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 3.0000%  | 0.0000% | $77200.00          | $34484.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $801.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $772.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2677276.00        | $2038911.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $861.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $370000.00         | $310416.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $769.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $606065.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $20716489.00       | $17770016.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.5000%  | 0.0000% | $4264125.00        | $3529517.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $369536.00         | $298201.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $99997.00          | $82564.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $806.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $2024.00           | $1627.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.5000%  | 0.0000% | $1000.00           | $990.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2075.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-08-01      | 5.5000%  | 0.0000% | $1024.00           | $696.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 2.0000%  | 0.0000% | $94452.00          | $37566.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $119.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $301.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $2950240.00        | $2760955.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-05-01      | 3.0000%  | 0.0000% | $2000.00           | $338.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $1285682.00        | $1048130.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $979.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $990.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $799000.00         | $757166.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1696.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1313465.00        | $1105919.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $775.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1007845.00        | $157288.96         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13293666.00       | $10977640.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $940.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 4.0000%  | 0.0000% | $1000.00           | $627.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.0000%  | 0.0000% | $1277842.00        | $1121663.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $885.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-08-01      | 5.0000%  | 0.0000% | $1073.00           | $6.80              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $5780086.00        | $24114.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $110.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-02-01      | 7.5000%  | 0.0000% | $11642761.00       | $50886.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-08-01      | 7.5000%  | 0.0000% | $1725.00           | $0.97              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-11-01      | 7.5000%  | 0.0000% | $49998126.00       | $26039.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $60.45             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $693074.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $8820897.00        | $58724.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1508.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $134170613.00      | $9915192.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1215883.00        | $132943.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $176.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1280.00           | $270.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 6.0000%  | 0.0000% | $5185552.00        | $217526.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $203.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $86.85             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 2.5000%  | 0.0000% | $873000.00         | $262519.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 3.0000%  | 0.0000% | $129907.00         | $78066.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 4.0000%  | 0.0000% | $64000.00          | $44128.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $603.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $601.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $100000.00         | $35303.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $2794775.00        | $1088529.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $355004.00         | $233299.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $636.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $639.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $738.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $785.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1153000.00        | $872820.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $5006236.00        | $3903351.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $85000.00          | $64072.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $13671904.00       | $10710897.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $80000.00          | $72330.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $879.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $900.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $7386725.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $12157511.00       | $11580615.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $1024.00           | $878.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1010.00           | $928.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $2001.00           | $1694.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $890.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $3062776.00        | $2956082.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1032.00           | $864.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2040.00           | $1811.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $910.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $898.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1638.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $234000.00         | $220358.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $949.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1008.00           | $951.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $22982016.00       | $21388108.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1343074.00        | $1211692.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $866.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1001.00           | $924.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $915.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $122003.00         | $96339.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $960.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-25      | 2.5000%  | 0.0000% | $1000.00           | $723.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1025.00           | $1043.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1047.00           | $1078.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1051.00           | $1081.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $236858.00         | $233470.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2027.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1120.00           | $1114.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1136.00           | $1134.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $2016.00           | $1851.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1004.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1041.00           | $1015.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $1024.00           | $839.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $992.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $982.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $12528836.00       | $12393967.53       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1088.00           | $1073.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1031.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $13636304.00       | $13849272.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2575884.00        | $2655199.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1195.00           | $1222.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $12401059.00       | $12746347.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $105005120.00      | $105380152.76      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $1013.00           | $980.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $704.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $773.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $23.96             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-11-01      | 8.0000%  | 0.0000% | $2000.00           | $37.64             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $1001.00           | $23.61             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 5.5000%  | 0.0000% | $50918.00          | $269.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.32             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $82.90             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $14.72             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 6.0000%  | 0.0000% | $1001.00           | $17.08             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-01      | 5.5000%  | 0.0000% | $5045.00           | $16.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $42.77             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $1035.00           | $91.33             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.0000%  | 0.0000% | $2000.00           | $113.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $2002.00           | $115.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1070.00           | $70.24             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $2111.00           | $214.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $122.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $1002.00           | $111.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $2247000.00        | $2050518.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1781.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $248999.00         | $211219.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1597.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $798.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2413.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $779.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $596000.00         | $514206.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $775.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $860.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $882.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $877.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $766.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $907.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 6.5000%  | 0.0000% | $1000.00           | $817.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $12055104.00       | $9536669.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $212000.00         | $165581.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $919.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1024.00           | $821.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $3428072.00        | $2793559.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $474000.00         | $388047.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $13474023.00       | $12329374.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $788217.00         | $686567.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14092.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $11026215.00       | $9370715.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $905.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $13697801.00       | $12470355.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $1016.00           | $809.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $997.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $810.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $987.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $415.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $979.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $499977.00         | $307753.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 3.0000%  | 0.0000% | $2179.00           | $1001.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 3.0000%  | 0.0000% | $9175760.00        | $5290009.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $24170959.00       | $15826873.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $764.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655755.00        | $2710236.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $869.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $9958366.00        | $9482962.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.5000%  | 0.0000% | $197001.00         | $92577.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $66834.00          | $53819.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 2.5000%  | 0.0000% | $7086424.00        | $5108715.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $254000.00         | $195943.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $822.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $526.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $8366060.00        | $6810906.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 4.0000%  | 0.0000% | $20000.00          | $17715.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $920.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $303985.00         | $280169.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $16094200.00       | $12981084.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1873694.00        | $1390342.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $870.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $818.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $13723813.00       | $12135395.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1752.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $790.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $110.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $154.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17254457.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1303006.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 4.0000%  | 0.0000% | $3000.00           | $443.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $130791.00         | $33534.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1289548.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.5000%  | 0.0000% | $922000.00         | $231190.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1160.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 4.0000%  | 0.0000% | $1025.00           | $253.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 3.0000%  | 0.0000% | $220000.00         | $85640.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $553706.00         | $237013.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $685.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $632.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $2447187.00        | $1412239.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1285.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $628.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $652.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $479120.00         | $268867.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $652.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $682.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $685.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $598.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1367.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $797.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $328000.00         | $282042.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $190872.00         | $164689.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $5743300.00        | $3580775.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $5513515.00        | $4003508.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $574.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $17089895.00       | $13834194.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $975.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $890.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1841672.00        | $1128102.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $7305412.00        | $5754235.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $215.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $880.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $528.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $928.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $12681451.00       | $10273801.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $14629062.00       | $12339778.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $804.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $760.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $982.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $3310912.00        | $2770113.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $724.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $870.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1986.00           | $994.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $516.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1582458.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $2008.00           | $1626.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $919.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $711.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $627.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $699.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3249225.00        | $2969329.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $3025892.00        | $2434726.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $2442896.00        | $1475846.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $987.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $2033445.00        | $1649430.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $879.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $893.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $972.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $889.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $3474872.00        | $3053870.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $2746108.00        | $2856410.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $827.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $1032.00           | $1028.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1329563.00        | $1343929.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1013206.00        | $1053839.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1087.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1010.00           | $844.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $400000.00         | $353781.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $689.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1008.00           | $830.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $956.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $13062017.00       | $11769189.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1012.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1149345.00        | $976412.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2079.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1818.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1897661.00        | $1808771.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $948.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $936.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $969.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1967.00           | $1951.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $713.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1258984.00        | $1058060.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2035000.00        | $1418545.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1033.00           | $909.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $2278464.00        | $2281704.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.5000%  | 0.0000% | $1134703.00        | $1110497.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $988.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $9771680.00        | $9919716.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $967.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $920.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $929.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $495.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $3852568.00        | $1441449.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $468.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $2560.00           | $1296.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1200.00           | $589.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $34967296.00       | $17751103.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1023.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $512.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $2629000.00        | $1526052.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $565.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2250000.00        | $1920970.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $624.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $674.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $5249000.00        | $3692205.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $663.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $804647.00         | $404789.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $206000.00         | $151191.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1451446.00        | $1036570.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $794.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $746.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $766.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $482980.00         | $400922.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $739.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $3781936.00        | $2803624.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1018.00           | $930.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $908029.00         | $763649.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $830.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $839.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $633000.00         | $561992.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $850.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $969.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $949.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $2836360.00        | $2547800.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $846.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1012.00           | $899.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2453088.00        | $2354014.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $943.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $967.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $972.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2047000.00        | $1927808.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1064.00           | $970.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3463.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1945.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $6029791.00        | $5301751.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1047.00           | $994.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $919.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $947.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $963.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $406001.00         | $361855.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $879.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $912.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1002.00           | $998.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $891.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $950.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $871.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2024.00           | $1957.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1793.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $969.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $3636064.00        | $3535524.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $823.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1050.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 5.5000%  | 0.0000% | $15583240.00       | $14096655.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1014.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1059.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 4.0000%  | 0.0000% | $6854600.00        | $6532847.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1002.00           | $200.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $1999.00           | $453.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-06-01      | 6.5000%  | 0.0000% | $994000.00         | $305564.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 4.5000%  | 0.0000% | $2000.00           | $502.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $181.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $208996.00         | $104150.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $417.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $116.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $221.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 3.0000%  | 0.0000% | $1000.00           | $518.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 2.0000%  | 0.0000% | $1000.00           | $555.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 2.0000%  | 0.0000% | $130999.00         | $56670.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $1084872.00        | $1073123.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $5650040.00        | $5792258.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1026.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $5818890.00        | $5701848.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1068.00           | $811.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $7200.00           | $6850.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $406000.00         | $344263.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1950.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 3.0000%  | 0.0000% | $1000718.00        | $830539.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $2794905.00        | $2645562.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1815.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $335994.00         | $314893.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $976.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $13557633.00       | $13050688.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $4118170.00        | $3701363.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $935.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1984.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $932.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $821.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $988.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1023.00           | $979.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $885.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2107.00           | $1924.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2048.00           | $2018.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1026.00           | $1033.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $966.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1028.00           | $994.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $927.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $6737024.00        | $6434041.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.27           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $117138688.00      | $111094382.17      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 4.5000%  | 0.0000% | $1000.00           | $61.88             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $23668368.00       | $5735107.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1569884.00        | $271966.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $19863250.00       | $3965738.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $45716041.00       | $12220740.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1698352.00        | $329476.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 2.0000%  | 0.0000% | $1000.00           | $20.58             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $281.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36634073.00       | $7551144.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $55455552.00       | $13747970.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16628918.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5407454.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $826999.00         | $170469.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $613451.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $653000.00         | $88432.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $153.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $245.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $412726.00         | $45708.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $5829045.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1655061.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $370.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2658391.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6418228.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $43218880.00       | $8486100.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $395.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $50090560.00       | $9779258.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $170597.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $38.68             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $432362.00         | $26596.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $38232.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 3.5000%  | 0.0000% | $506029.00         | $60623.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614566.00         | $33551.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $2048.00           | $424.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1005.00           | $102.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $3491510.00        | $385159.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $51938128.00       | $2576792.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $324.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 4.0000%  | 0.0000% | $1151891.00        | $296613.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $45863104.00       | $4777540.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1442620.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $5287432.00        | $703654.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $15000.00          | $5016.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $57000.00          | $27555.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $501984.00         | $297464.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $632.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $481.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $549.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $127999.00         | $75381.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $731.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1120.00           | $695.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $689.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $628.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $707.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $27000.00          | $18738.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $719.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $686.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $148639.00         | $105583.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $586.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $711.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $619.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $60000.00          | $38567.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $625.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1268.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $650.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $13900304.00       | $10001410.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $753.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $745.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $663.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $634.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1551.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $802.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $729.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $745.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 2.5000%  | 0.0000% | $263000.00         | $174300.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $789.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $766.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $659.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1008.00           | $718.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $664.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $649.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2217.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1054.00           | $681.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $823.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $684.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $20330960.00       | $15754574.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $495000.00         | $418089.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $8879952.00        | $6725009.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1388.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $922.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1024.00           | $773.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2463.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 3.0000%  | 0.0000% | $571999.00         | $404370.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $175000.00         | $140096.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 2.5000%  | 0.0000% | $762000.00         | $442040.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.0000%  | 0.0000% | $914157.00         | $730942.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $1008.00           | $751.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $730.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2885.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $761.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 4.5000%  | 0.0000% | $224903.00         | $167785.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 2.5000%  | 0.0000% | $1000.00           | $726.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $234000.00         | $182335.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $1391000.00        | $1057940.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7164023.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $167395840.00      | $14914325.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1025.00           | $202.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $249.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $429845.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1246731.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $550022.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $1347.00           | $9.55              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.4900%  | 0.0000% | $411000.00         | $48154.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $11234204.00       | $10236954.96       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $624.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2648422.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $836.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1859.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $857023.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $838.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $77276.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1048339.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $6217897.00        | $6036386.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $5981086.00        | $6010667.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $403722.00         | $421064.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1582577.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $878.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2562204.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $50000.00          | $47176.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1844.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $3775846.00        | $2599074.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $1222667.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $873.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $28567.00          | $27840.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2048.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $1844352.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $479490.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1110466.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1583238.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $411500.00         | $370983.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $334373.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $3961620.00        | $3714320.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $598.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $2167704.00        | $2145752.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $3757866.00        | $3437605.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1104141.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $957634.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $4788791.00        | $4420539.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $990.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1382266.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $970.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $7543760.00        | $6879383.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $896.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $1091205.00        | $1138849.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $959.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1001.00           | $974.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $50052.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2135845.00        | $2063846.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $895.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1141473.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $2208758.00        | $2036765.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $2309253.00        | $1603208.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $368092.00         | $377957.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $429952.00         | $396581.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $779.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $13555496.00       | $13560000.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2166483.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2393408.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $3581667.00        | $3643509.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2333328.00        | $2175668.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3370940.00        | $3517024.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $968.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2702976.00        | $2781470.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $3824950.00        | $3957959.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $2855160.00        | $2985185.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1980.00           | $2002.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $21971054.00       | $21702897.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1318150.00        | $1374276.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1183186.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1226549.00        | $1254741.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1761120.00        | $1793496.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2480.00           | $2623.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1033.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1247032.00        | $1302440.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $984.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $998.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1004.00           | $1038.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $1284.00           | $1285.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1867653.00        | $1964554.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $2095560.00        | $2103236.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $3495170.00        | $3493334.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1069.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2346715.00        | $2370107.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $3653891.00        | $3685683.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $423964.00         | $438127.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $115464.00         | $115732.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1244547.00        | $1223190.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $1010.00           | $1035.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $272.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $2368050.00        | $543257.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 5.5000%  | 0.0000% | $25196.00          | $265.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $9419.00           | $174.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $10319.00          | $195.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $26452.00          | $1092.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $94561.00          | $3339.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 8.0000%  | 0.0000% | $3452.00           | $45.63             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $295469.00         | $3854.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-05-01      | 5.0000%  | 0.0000% | $26202.00          | $296.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $168.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 5.5000%  | 0.0000% | $719710.00         | $2070.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5000%  | 0.0000% | $2870.00           | $121.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9174733.00        | $94435.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $257210.00         | $2357.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $6922.00           | $299.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $3101.00           | $72.56             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $6305.00           | $984.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $155.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $53003670.00       | $6465815.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $1994.00           | $235.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 4.0000%  | 0.0000% | $39610.00          | $2941.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $184.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 4.5000%  | 0.0000% | $1000.00           | $139.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $6395.00           | $166.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $109.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $185.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $124.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.5000%  | 0.0000% | $892833.00         | $116265.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.0000%  | 0.0000% | $1052492.00        | $230956.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-07-01      | 3.0000%  | 0.0000% | $318000.00         | $70069.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.5000%  | 0.0000% | $1834.00           | $285.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $11826.00          | $1138.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1198.00           | $237.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $309.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $94.83             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $122.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873580.00       | $2710218.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $226.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 2.5000%  | 0.0000% | $21491000.00       | $1547012.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 4.0000%  | 0.0000% | $960000.00         | $96484.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4688521.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $31452673.00       | $6114742.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1024.00           | $225.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $2275696.00        | $307631.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 8.5000%  | 0.0000% | $1001.00           | $39.40             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.5000%  | 0.0000% | $1000.00           | $20.99             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.5000%  | 0.0000% | $1015.00           | $70.47             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $94.44             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.5000%  | 0.0000% | $1024.00           | $126.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $809.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1185.00           | $771.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $11217744.00       | $9916130.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $892.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $931.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1705.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2446.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $915.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $4834792.00        | $4566859.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1040.00           | $979.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2598.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $11801440.00       | $11403090.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $897.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1889.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $6140254.00        | $4414821.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $961.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $3072.00           | $2755.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1097.00           | $1012.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $942.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $2118.00           | $1802.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2410.00           | $2214.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-15      | 5.5000%  | 0.0000% | $12254154.00       | $11662173.06       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1896.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1069.00           | $996.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $2026.00           | $1820.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $953.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1032.00           | $987.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 6.0000%  | 0.0000% | $2055.00           | $48.11             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1122.00           | $88.51             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $866.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $906.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1277.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $684643.00         | $713945.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1006.00           | $996.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $956.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1012.00           | $930.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $906.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1756376.00        | $1559658.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1848.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5384889.00        | $4974868.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1020.00           | $843.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $30000.00          | $29661.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $188159.00         | $94188.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $2646219.00        | $2408751.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.0000%  | 0.0000% | $3699778.00        | $3455768.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1016.00           | $980.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $622.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $965.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1020.00           | $949.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1070579.00        | $1074934.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $1048.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $1464090.00        | $1310714.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $3188055.00        | $2875623.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $920.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $21818800.00       | $19443367.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1048.00           | $1058.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $18095104.00       | $15637440.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2132.00           | $2139.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1089.00           | $1091.20           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $40576.00          | $39064.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1038.00           | $1069.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $2120.00           | $2161.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1982.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1805.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $980.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $4642256.00        | $3827468.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $1024.00           | $916.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1023.00           | $1006.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.5000%  | 0.0000% | $1020.00           | $788.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $888.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $111816832.00      | $107489444.76      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $963.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $932.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $3146.00           | $2968.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $6310.00           | $5707.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1054.00           | $959.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1029.00           | $991.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $18762208.00       | $17455748.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1104.00           | $1051.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $20044736.00       | $18680568.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1830.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $991.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $864.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $5292.00           | $4486.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $895.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1061.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1280.00           | $1223.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $2065.00           | $1825.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $1031.00           | $709.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $13932125.00       | $13935434.73       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1012.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1043.00           | $960.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2047.00           | $2081.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $920.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1094.00           | $1106.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $953.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $2084.00           | $2060.95           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-01-20      | N/A      | 0.0000% | $700.00            | $698.76            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $847.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $971.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $563.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $981.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1589918.00        | $1654924.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1999.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1032060.00        | $1074052.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $774.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1943.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $1113.00           | $1089.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $982.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $877.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 4.5000%  | 0.0000% | $1027724.00        | $1000798.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $735.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $927.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3104052.00        | $3020479.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $899.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5010560.00        | $4769666.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1070.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $974.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1001.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2692.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $2000.00           | $2121.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $5076936.00        | $4471440.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1349400.00        | $1413608.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $960.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $951.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2094.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $925.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1116874.00        | $1118825.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1723.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $2008.00           | $2040.17           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $4543130.00        | $4374752.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3677160.00        | $3260713.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $974.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $82041.00          | $75910.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1025.00           | $1070.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $954.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $2024.00           | $2058.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1049318.00        | $1128013.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $1030.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $3499118.00        | $3554642.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $978.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $986.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4589250.00        | $4776404.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1259650.00        | $1295985.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1735086.00        | $1779212.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $2987899.00        | $2606263.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $880.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1426500.00        | $1496167.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $2016.00           | $2052.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1383376.00        | $1393567.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $3437285.00        | $3419828.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3927.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $18267744.00       | $17930029.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $989.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1061266.00        | $717964.67         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1005.00           | $966.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1067.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1420110.00        | $1488520.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1047.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1020.00           | $1056.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2321844.00        | $2378649.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1456370.00        | $996297.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1001.00           | $1039.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2185884.00        | $2230202.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2487250.00        | $2550833.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $3181100.00        | $3265495.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1642.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $3717000.00        | $3038602.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $759.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $790.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $102000.00         | $78777.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $3006724.00        | $2417990.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $799.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $826.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1990.00           | $1551.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $835.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $493932.00         | $430613.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $13192592.00       | $10711219.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $715.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $875.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $766.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $783.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1016.00           | $782.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $2381248.00        | $1993041.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 3.5000%  | 0.0000% | $31000.00          | $25096.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $39000.00          | $31661.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $127500.00         | $93642.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $781.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $455000.00         | $338289.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1715.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $2641088.00        | $2338584.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $148508.00         | $129506.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1023.00           | $855.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $913.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $171003.00         | $132968.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1022.00           | $842.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $753.79            | Agency Mortgage-Backed Securities  |

### Security 209: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_3.73_0107
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $22706150.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2046-08-24      | 2.3500%  | 0.0000% | $2800000.00        | $1807000.38        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $16164000.00       | $13364537.98       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3698155.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $5430000.00        | $730924.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $2470000.00        | $510416.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1001268.00        | $987352.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $8930336.00        | $9191329.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $1206026.00        | $1200391.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $3218712.00        | $3315375.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $86008.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3000000.00        | $2046958.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $13608096.00       | $13752949.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $178888704.00      | $181375311.35      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $107673.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $3989064.00        | $347010.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $76244.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $97711.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $4600000.00        | $330259.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 5.0000%  | 0.0000% | $490525.00         | $128397.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $165000.00         | $12304.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $625000.00         | $273962.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $133514.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $137673.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $343513088.00      | $218388253.03      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $12326800.00       | $6539352.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $161401.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $336663552.00      | $159360044.47      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 4.0000%  | 0.0000% | $8362304.00        | $6796069.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $236128.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $869521.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.8500%  | 0.0000% | $108887.00         | $114857.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.5000%  | 0.0000% | $3215104.00        | $984642.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $84940.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $112833.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $721545.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 6.5000%  | 0.0000% | $1290736.00        | $438606.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $58551.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $412833.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.0000%  | 0.0000% | $1443982.00        | $479762.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1615228.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $1017076.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $734343.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1714700.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1421125.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $804611.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $977843.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37615.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1177801.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $136514.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $240418.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $509305.00         | $521220.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $6438775.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3211988.00        | $1804190.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $849064.00         | $737979.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1266611.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6968720.00        | $7226394.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1300482.00        | $1329239.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1795782.00        | $1872869.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1262581.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.5400%  | 0.0000% | $14700000.00       | $15343355.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1379525.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 6.5000%  | 0.0000% | $1690830.00        | $1766388.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $6310462.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1275344.00        | $1334766.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $1120193.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2338344.00        | $2442926.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2681780.00        | $2817409.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1161214.00        | $1161030.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $86565120.00       | $89822341.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1310930.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1528764.00        | $1599800.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $114752.00         | $115421.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1722620.00        | $1767042.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3414348.00        | $3578043.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $448301.00         | $470615.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1975952.00        | $2020540.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3587484.00        | $3705457.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1462860.00        | $1536743.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1292590.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.5000%  | 0.0000% | $9440000.00        | $9817436.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1764263.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2964264.00        | $3056207.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1087214.00        | $1079974.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1665378.00        | $1745543.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $10120520.00       | $10181421.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $292761.00         | $297203.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1764923392.00     | $1794747636.61     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $177000000.00      | $177085119.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1145704448.00     | $1167935459.81     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $335906816.00      | $348742112.56      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2067216.00        | $2187115.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $626203.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1711942.00        | $1757798.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $39967040.00       | $39872784.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-15      | 4.5000%  | 0.0000% | $409526.00         | $76972.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $5101076.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1750000.00        | $390509.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11392.06          | Agency Mortgage-Backed Securities |

### Security 210: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BK419, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BK419_3.71_0107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $492347800.00      | $466914235.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $552324500.00      | $553085858.10      | U.S. Treasuries (including strips) |

### Security 211: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_3.87_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $26226100.00       | $4365372.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $6682151.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $38883975.00       | $28630714.80       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.4758%  | 0.0000% | $269357085.00      | $12779545.51       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.6258%  | 0.0000% | $126000000.00      | $6506751.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.5758%  | 0.0000% | $70724047.00       | $3922516.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.4758%  | 0.0000% | $48664800.00       | $2464283.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $2568571.00        | $282979.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.5000%  | 0.0000% | $16802647.00       | $2083449.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.7220%  | 0.0000% | $69020225.00       | $3808328.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $36771422.00       | $4841447.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.6758%  | 0.0000% | $99230674.00       | $3493644.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.4500%  | 0.0000% | $25126078.00       | $354478.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.2500%  | 0.0000% | $21193628.00       | $165875.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 0.1500%  | 0.0000% | $30955165.00       | $145644.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $2256000.00        | $225888.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1060.00           | $227.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $6098270.00        | $21894.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $50106.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.9020%  | 0.0000% | $11542723.00       | $38785.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5065784.00        | $3929974.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $976.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $356619.00         | $307881.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $832.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1237328.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1114554.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $224661.00         | $224355.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $863.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $3566060.00        | $3622498.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $4301980.00        | $4262876.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3130571.00        | $3118491.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3388532.00        | $3042794.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3157924.00        | $3102917.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $440664.00         | $466786.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $4707175.00        | $4887346.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $40450.00          | $9203.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162824.00        | $2123923.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $896999.00         | $203994.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $251.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.5450%  | 0.0000% | $1028858.00        | $964087.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.4370%  | 0.0000% | $573346.00         | $552998.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $161097.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $127.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $674760.00         | $381249.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $723.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $701.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $37779.00          | $36193.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $215197.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $778249.00         | $772487.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.8500%  | 0.0000% | $8223559.00        | $8173085.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.1200%  | 0.0000% | $2566100.00        | $2576852.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1026.00           | $292.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $591.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $637.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $200000.00         | $127975.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $634.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7950.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $809.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $783.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $790.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $789.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $634.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $214000.00         | $188206.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4510744.00        | $4643523.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $816.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1001.00           | $940.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2145.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $846700.00         | $337609.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $961997.00         | $483258.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $99000.00          | $34073.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $456.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $373656.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1517320.00        | $702351.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $621.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $62000.00          | $50484.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $704.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $788.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $589052.00         | $440584.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $854.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1002.00           | $772.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $324352.00         | $297050.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $9059.00           | $8110.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1064.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-09-01      | 6.3010%  | 0.0000% | $1686193.00        | $11168.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $47793762.00       | $72612.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.8823%  | 0.0000% | $388548379.00      | $23536769.75       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $6326914.49        | $4082941.40        | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2051-12-25      | 1.9847%  | 0.0000% | $93797232.00       | $2201375.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $90748.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $2000001.00        | $202475.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $31080421.00       | $4325867.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700702.00        | $4040209.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.0258%  | 0.0000% | $84906499.00       | $3468987.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.2258%  | 0.0000% | $5222521.00        | $375546.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 27.6355% | 0.0000% | $3801477.00        | $2861417.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 2.1758%  | 0.0000% | $26047895.00       | $1597741.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.1258%  | 0.0000% | $65891400.00       | $2138692.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.2258%  | 0.0000% | $5637784.00        | $359930.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2415318.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1023.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.9658%  | 0.0000% | $21190278.00       | $1018505.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $901.70            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1013.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.7958%  | 0.0000% | $168987661.00      | $4908591.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0500%  | 0.0000% | $105185397.00      | $165070.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0200%  | 0.0000% | $26518325.00       | $16609.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.9824%  | 0.0000% | $237739209.00      | $14919179.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2056-01-25      | 1.7220%  | 0.0000% | $239172645.00      | $13187978.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.5017%  | 0.0000% | $99899916.00       | $248093.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-25      | 1.2078%  | 0.0000% | $100098.00         | $209.51            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2675.00           | $396.25            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.9341%  | 0.0000% | $15435819.00       | $125893.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $2073000.00        | $169432.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1164486.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3584810.00        | $329247.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $966.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2474%  | 0.0000% | $1840127.00        | $10483.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8724%  | 0.0000% | $1000004.00        | $26614.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1065%  | 0.0000% | $5000000.00        | $180737.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4096%  | 0.0000% | $5596080.00        | $288081.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4096%  | 0.0000% | $8095904.00        | $416769.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9050%  | 0.0000% | $75900000.00       | $1473345.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8789.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $2600000.00        | $193591.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619568.00        | $208945.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $475771.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8763.91           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $695639.00         | $89404.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $206672.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.3258%  | 0.0000% | $44058832.00       | $1635318.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.8315%  | 0.0000% | $126964917.00      | $5306630.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.4858%  | 0.0000% | $1782691.00        | $108352.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-02-25      | 0.0514%  | 0.0000% | $100000.00         | $623.02            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 25.0355% | 0.0000% | $5542953.00        | $3819629.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.2258%  | 0.0000% | $23392736.00       | $999572.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 13.9785% | 0.0000% | $5109157.00        | $4999408.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.2758%  | 0.0000% | $43002907.00       | $2716696.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.4758%  | 0.0000% | $199989.00         | $10118.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $2108118.00        | $110503.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-25      | 0.2972%  | 0.0000% | $59000000.00       | $1169890.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $46000.00          | $5699.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $24099769.00       | $5446518.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262468.00        | $911481.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $450000.00         | $144252.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1021000.00        | $575093.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $726.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3456018.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $659.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $244820.00         | $188789.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $16527840.00       | $12188608.09       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $325000.00         | $238789.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $927.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $384046.00         | $378559.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1023.00           | $5.24              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $1147974.00        | $5021.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1146988.00        | $25623.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $68.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.68             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2998930.00        | $109002.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1050.00           | $202.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1747514.00        | $182798.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4471400.00        | $606244.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $328331.00         | $310391.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1104.00           | $1105.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $119189.00         | $124754.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1483546.00        | $1515831.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $6119731.00        | $5330432.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $855.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $7962.00           | $8020.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1327302.00        | $1327136.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2655180.00        | $1844463.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $107169.00         | $109008.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2936072.00        | $2999888.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $10942.00          | $11448.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1007.00           | $1025.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3700030.00        | $3789309.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5649425.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1185103.00        | $1248256.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2465898.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $2800284.00        | $2865452.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $153902.00         | $131528.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5080448.00        | $4401852.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $967.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1578394.00        | $1650016.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1641208.00        | $75609.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $584000.00         | $58676.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $6948706.00        | $633113.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $328.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $3060.00           | $2278.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7005.00           | $5150.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $742.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1008.00           | $745.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $671.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2448.00           | $1669.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $709.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1324580.00        | $294075.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $687.70            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1044.00           | $973.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $2180.00           | $2198.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $2048.00           | $2091.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $957.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1084.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $82327.00          | $87490.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2112.00           | $2248.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3000.00           | $3156.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1138.00           | $1175.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1006.00           | $1066.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1109022.00        | $1175560.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $942.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1020.00           | $912.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $116356.00         | $100267.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $506416.00         | $480439.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $444325.00         | $383473.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1025.00           | $1006.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $2034.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3024.00           | $2998.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2063.00           | $2060.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1008.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $594456.00         | $581632.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 5.8750%  | 0.0000% | $1713227.00        | $27024.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 2.1516%  | 0.0000% | $40025794.00       | $304612.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885805.00       | $8615.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 2.2513%  | 0.0000% | $5700576.00        | $40792.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.3516%  | 0.0000% | $57330752.00       | $941881.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $162709.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $778469.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $63389.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2588288.00        | $21100.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 0.0516%  | 0.0000% | $200000000.00      | $1467254.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.0324%  | 0.0000% | $32092800.00       | $1593502.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 7.0853%  | 0.0000% | $344097.00         | $355156.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $50976.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.5824%  | 0.0000% | $170861045.00      | $2462949.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.4824%  | 0.0000% | $300000000.00      | $3730800.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $14583375.00       | $1284699.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $195803.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $287775.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.6824%  | 0.0000% | $75878534.00       | $6155249.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.2516%  | 0.0000% | $56643908.00       | $1906233.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.7900%  | 0.0000% | $21754923.00       | $130437.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $906036.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 0.8777%  | 0.0000% | $78776162.00       | $633771.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.2516%  | 0.0000% | $15622528.00       | $632389.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1828066.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $477341.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $33751.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8887.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.4516%  | 0.0000% | $6427192.00        | $595648.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.7598%  | 0.0000% | $12259472.00       | $956646.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 0.8127%  | 0.0000% | $16752845.00       | $1246192.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1095.00           | $682.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $1596686.00        | $9764.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.4996%  | 0.0000% | $23364456.00       | $1274042.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.4043%  | 0.0000% | $1895210.00        | $119516.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.3523%  | 0.0000% | $100007.00         | $5056.53           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $45000000.00       | $25927675.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.3323%  | 0.0000% | $31098064.00       | $1430826.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.3624%  | 0.0000% | $24628480.00       | $1960336.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.8677%  | 0.0000% | $673667.00         | $592824.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $16961966.00       | $10117385.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0677%  | 0.0000% | $254048.00         | $181705.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.7824%  | 0.0000% | $11292541.00       | $381838.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.0823%  | 0.0000% | $42264000.00       | $2158454.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.1824%  | 0.0000% | $24925852.00       | $1376277.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $1297.00           | $433.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0176%  | 0.0000% | $9861360.00        | $4102021.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $28629.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.4824%  | 0.0000% | $91858688.00       | $4403375.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.1824%  | 0.0000% | $23356308.00       | $1753410.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7824%  | 0.0000% | $9879089.00        | $581511.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $1025.00           | $549.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.3523%  | 0.0000% | $17980295.00       | $1209770.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $1000.00           | $742.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | N/A      | 0.0000% | $337810.00         | $0.24              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0677%  | 0.0000% | $1000.00           | $714.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $50277.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $6124163.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8323%  | 0.0000% | $4488970.00        | $210217.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.7824%  | 0.0000% | $16053600.00       | $1039440.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $81365603.00       | $89777.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 27.7205% | 0.0000% | $5622380.00        | $7169786.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.6323%  | 0.0000% | $38784567.00       | $2031265.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9177%  | 0.0000% | $5142204.00        | $4409119.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.1324%  | 0.0000% | $30599168.00       | $1636090.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 2.0124%  | 0.0000% | $37185299.00       | $2905903.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.9824%  | 0.0000% | $95000000.00       | $2124289.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.0324%  | 0.0000% | $38907150.00       | $2487146.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.1423%  | 0.0000% | $327978.00         | $18930.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $146338.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5024%  | 0.0000% | $67930380.00       | $3300113.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5024%  | 0.0000% | $21995403.00       | $1234418.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.8823%  | 0.0000% | $14061902.00       | $1180783.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.2124%  | 0.0000% | $4795457.00        | $206774.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $20122527.00       | $14556190.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 0.5075%  | 0.0000% | $200000000.00      | $4030012.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.1152%  | 0.0000% | $85864614.00       | $4348982.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $18161412.00       | $15528061.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1500%  | 0.0000% | $49486786.00       | $249801.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1400%  | 0.0000% | $86123910.00       | $435164.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $57010253.00       | $288234.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0900%  | 0.0000% | $84494985.00       | $213983.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1252.00           | $43.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4200%  | 0.0000% | $3957860.00        | $98780.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.3590%  | 0.0000% | $27493.00          | $366.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.3000%  | 0.0000% | $2055.00           | $129.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-10-01      | 3.5000%  | 0.0000% | $1029.00           | $69.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 5.0000%  | 0.0000% | $1000.00           | $4.24              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $4894.00           | $11.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1882341.00        | $14057.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $100994.00         | $30588.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $10538303.00       | $2875609.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $1407216.00        | $5719.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $1002.00           | $110.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1001.00           | $17.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $5498412.00        | $845986.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1339587.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $658.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $708167.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $62000.00          | $46880.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $5962010.00        | $4553835.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $875.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $4888319.00        | $4277595.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $824.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $124683.00         | $101491.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $2970990.00        | $654220.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $616.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $355000.00         | $174258.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1473200.00        | $848419.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $178966.00         | $108617.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $128073.00         | $80162.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $629.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $130040.00         | $83388.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $86488.00          | $66432.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57491.00          | $40928.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $2288860.00        | $1832402.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1088.00           | $778.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $81914.00          | $67990.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $23972.00          | $19293.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $718.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3567574.00        | $2640375.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $6422485.00        | $6483871.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 1.8000%  | 0.0000% | $19000.00          | $17997.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $5346702.00        | $5343271.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $222427.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $26000.00          | $6131.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1006.00           | $173.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $142533.00         | $73607.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $433.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $665.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $649.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $3944840.00        | $3203174.69        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $72902.00          | $58308.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $849.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $711.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $6003.00           | $5190.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $20525.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $300000.00         | $228838.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $833.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $812.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $802.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 2.5000%  | 0.0000% | $295207.00         | $79733.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 4.5000%  | 0.0000% | $170301.00         | $133960.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $907.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $621.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | 2.0613%  | 0.0000% | $152977678.00      | $2252142.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $102179.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.7387%  | 0.0000% | $82543545.00       | $908058.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.1113%  | 0.0000% | $100000.00         | $2751.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.9292%  | 0.0000% | $50000000.00       | $601673.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.2810%  | 0.0000% | $14546000.00       | $372843.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $3322413.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.0000%  | 0.0000% | $4680000.00        | $342022.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8330%  | 0.0000% | $100017.00         | $3946.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.0258%  | 0.0000% | $38326592.00       | $778771.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $34941.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $513316.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0772%  | 0.0000% | $32470263.00       | $688127.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $10831627.00       | $498090.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $365202.24         | Agency Collateralized Mortgage Obligation |

### Security 212: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_3.87_0204
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $40193.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.2176%  | 0.0000% | $1024.00           | $549.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0176%  | 0.0000% | $10143699.00       | $7846056.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.3523%  | 0.0000% | $4791830.00        | $322409.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0277%  | 0.0000% | $236013.00         | $154159.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.9776%  | 0.0000% | $1000.00           | $742.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0677%  | 0.0000% | $1000.00           | $714.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1048849.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $507449.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.7824%  | 0.0000% | $83086956.00       | $5379726.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0170%  | 0.0000% | $145040096.00      | $80410.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 27.7205% | 0.0000% | $3619287.00        | $4615397.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.6323%  | 0.0000% | $54523730.00       | $2855573.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9177%  | 0.0000% | $1956904.00        | $1677923.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.6524%  | 0.0000% | $16274976.00       | $1113813.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.1524%  | 0.0000% | $66274496.00       | $4203000.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.1423%  | 0.0000% | $199330220.00      | $11505144.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5024%  | 0.0000% | $80729794.00       | $4530688.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.0324%  | 0.0000% | $870033.00         | $16853.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.3823%  | 0.0000% | $56099316.00       | $1247430.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.9324%  | 0.0000% | $51807801.00       | $1210679.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.8823%  | 0.0000% | $10938098.00       | $918476.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.2124%  | 0.0000% | $44392407.00       | $1914150.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $6832607.00        | $4942556.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1451540.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $645.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $488890.00         | $353914.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $76395.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1669.00           | $1222.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $330832.00         | $267110.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $7039040.00        | $5547482.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $62443.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11959.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $7142.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $63871.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $229856.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67420.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1000.00           | $192.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1146.00           | $118.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4299.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1927.00           | $1.47              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $3012.00           | $331.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24062.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3337090.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1008.00           | $758.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $801.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1294000.00        | $632254.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6855.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $804.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4962.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1600.00           | $1255.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $800.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $7364898.00        | $6032435.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1236960.00        | $974187.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $816.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $707.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $870.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $818.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $404029.00         | $318677.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $1024.00           | $886.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $29633.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $655477.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $27697.00          | $11925.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $541.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $466.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1008.00           | $619.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $11043000.00       | $5400331.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2389718.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2145332.00        | $1406358.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $625.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1259.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $634.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $87074.00          | $66436.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $10999.00          | $8840.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $824.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $83359.00          | $71124.58          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $728.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $91883.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $560.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $978676.00         | $789580.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $1209700.00        | $1208923.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.5000%  | 0.0000% | $389997.00         | $63858.45          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $95000.00          | $32220.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1032.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $64731.00          | $40450.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $64450.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $784.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296001.00         | $215081.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $842.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1008.00           | $617.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $1968649.00        | $1780751.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $47108.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $177547.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6250%  | 0.0000% | $81654.00          | $63088.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094152.00        | $28597.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.3450%  | 0.0000% | $2000000.00        | $40149.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.0000%  | 0.0000% | $1110.00           | $86.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.5000%  | 0.0000% | $1000.00           | $49.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1042.00           | $7.78              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $54071.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $5947664.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23014.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $735.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $255139.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $812.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $802.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 5.5000%  | 0.0000% | $10000.00          | $6657.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $700364.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.5113%  | 0.0000% | $2489062.00        | $20900.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 2.0613%  | 0.0000% | $32564675.00       | $297918.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.1535%  | 0.0000% | $329136.00         | $2798.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 1.8254%  | 0.0000% | $119344842.00      | $724089.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.1113%  | 0.0000% | $100000.00         | $2751.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.5415%  | 0.0000% | $21158243.00       | $179753.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $143930.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11238.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $449667.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $6038975.00        | $552289.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8330%  | 0.0000% | $475897.00         | $18777.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.0258%  | 0.0000% | $100070.00         | $2033.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4808327.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.9847%  | 0.0000% | $178492945.00      | $4189142.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.9863%  | 0.0000% | $137608095.00      | $3905505.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.7394%  | 0.0000% | $75671138.00       | $2414441.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $113602.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $999996.00         | $101237.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1695583.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.1258%  | 0.0000% | $3740620.00        | $194456.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.2258%  | 0.0000% | $12909032.00       | $928275.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 2.1758%  | 0.0000% | $41562471.00       | $2549384.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $133798.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.2258%  | 0.0000% | $6766906.00        | $432017.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.1758%  | 0.0000% | $200000000.00      | $4319265.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1020.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $2416.00           | $2502.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 4.0000%  | 0.0000% | $244153.00         | $54066.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $551.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4500%  | 0.0000% | $398000.00         | $36638.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $256255.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1170900.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $2918555.00        | $2628037.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $329074.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6494.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.7620%  | 0.0000% | $115000.00         | $20867.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $616000.00         | $62065.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8430%  | 0.0000% | $11629352.00       | $9494669.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1850%  | 0.0000% | $2475072.00        | $2299318.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.4370%  | 0.0000% | $683718.00         | $659454.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $86.11             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $161.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1013.00           | $435.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $97999.00          | $55310.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $28343.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $742.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $826.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $577676.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $715.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $748.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $673.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $1001827.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $608.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $827.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.0000%  | 0.0000% | $1000.00           | $802.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $630.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1293823.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1014.00           | $856.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $986.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $885.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1017970.00        | $996656.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1241105.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $156081.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $295000.00         | $52104.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $132245.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1555990.00        | $163323.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4020901.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $564268.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $10632393.00       | $1910540.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11657.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1296000.00        | $336397.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1496229.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $377.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $524.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $42370.00          | $23367.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $37997.00          | $20651.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $622.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6569010.00        | $3973187.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $656.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $557000.00         | $431089.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $721.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $768.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $789.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735280.00        | $7023860.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $803506.00         | $695681.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $794.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1953366.00        | $1749325.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $867.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $846.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $872.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $851.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $147714.00         | $146661.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $20494.00          | $19879.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $854.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $989.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $126016.00         | $130507.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1072.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $71457034.00       | $17608774.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $182.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1037.00           | $136.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $194000.00         | $32679.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $221671.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $459.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $26891.00          | $87.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $2261814.00        | $8920.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 1.7013%  | 0.0000% | $32895914.00       | $338508.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1186.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $170130.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 7.0853%  | 0.0000% | $8562631.00        | $8837850.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.2516%  | 0.0000% | $3160500.00        | $106360.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.7900%  | 0.0000% | $200001.00         | $1199.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.6516%  | 0.0000% | $187684679.00      | $1724983.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $43794.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8382825.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2727030.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790774.00       | $7089.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $1992317.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5821113.00        | $417382.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3759409.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $79598171.00       | $659494.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.4516%  | 0.0000% | $29567902.00       | $2740242.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $277312.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.6677%  | 0.0000% | $40176915.00       | $2623230.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.7598%  | 0.0000% | $22208484.00       | $1733000.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.4118%  | 0.0000% | $11513757.00       | $697350.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.6535%  | 0.0000% | $22155930.00       | $1586632.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.4043%  | 0.0000% | $42106880.00       | $2655366.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.6541%  | 0.0000% | $800000.00         | $57038.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.6755%  | 0.0000% | $3298304.00        | $235019.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 2.1513%  | 0.0000% | $14413505.00       | $814593.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10245948.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0176%  | 0.0000% | $4523158.00        | $3327485.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.3323%  | 0.0000% | $31397774.00       | $1328913.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.7976%  | 0.0000% | $17872691.00       | $11999897.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.9177%  | 0.0000% | $43246365.00       | $17644659.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $9219234.00        | $5053814.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 4.9177%  | 0.0000% | $93303.00          | $67726.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $8876766.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9177%  | 0.0000% | $5260945.00        | $2200656.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.7824%  | 0.0000% | $38507419.00       | $1302065.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.9376%  | 0.0000% | $738051.00         | $590250.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.7824%  | 0.0000% | $29900000.00       | $1305299.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.1824%  | 0.0000% | $36986426.00       | $2042200.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.4823%  | 0.0000% | $129859.00         | $4653.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 3.0823%  | 0.0000% | $30417194.00       | $1880435.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.4177%  | 0.0000% | $41175469.00       | $13771516.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893253.00       | $8346.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.1324%  | 0.0000% | $5404417.00        | $185093.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1677%  | 0.0000% | $879524.00         | $399482.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.5823%  | 0.0000% | $49500000.00       | $2198887.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $90611.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.1177%  | 0.0000% | $11882221.00       | $4960616.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $81013.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.4900%  | 0.0000% | $1322239.00        | $6185.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.0650%  | 0.0000% | $68017058.00       | $172942.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $233958.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146613.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $842129.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $181548.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $971.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3030204.00        | $2616076.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $982907.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1616480.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2075018.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $974.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $946.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $893.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $21000.00          | $16517.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1831733.00        | $1873585.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $879.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $6000.00           | $5298.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $200750.00         | $209521.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $175392.00         | $177558.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $771045.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1656382.00        | $1438382.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5019.00           | $5147.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $6903.00           | $7141.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5994.00           | $6097.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $567.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1165.00           | $531.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $172000.00         | $72927.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1724905.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $30760.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $621.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $61764.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1280.00           | $947.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15427.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38859.00          | $28952.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $734.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1286735.00        | $991812.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $816.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $813.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5397392.00        | $4592432.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94000.00          | $76532.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $168026.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1400139.00        | $1490112.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.1340%  | 0.0000% | $1500000.00        | $24312.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.0930%  | 0.0000% | $1500000.00        | $12080.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $40326.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1036.00           | $5.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063281.00        | $43996.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 5.5000%  | 0.0000% | $1000.00           | $19.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1005.00           | $24.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $235934.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $11946.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1073419.00        | $112284.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $130.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323358.00      | $19151890.70       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $121875.00         | $9815.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1705194.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1143851.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $33000.00          | $20227.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $113.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $122.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $228835.00         | $38525.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494012.00         | $67446.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $32999.00          | $5765.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1045000.00        | $514224.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7195.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $592.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $62994.00          | $24817.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $628.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $502475.00         | $336507.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104000.00         | $72035.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $943867.00         | $669158.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $768.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $800483.00         | $576642.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $9019.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $675.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1040.00           | $951.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1047570.00        | $1024597.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1710.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $829.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1149848.00        | $1073948.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $462328.00         | $461141.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $142509.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1100388.00        | $1060708.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $952.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $800.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1997.00           | $1972.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $13932.00          | $13979.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974627.00        | $23809.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-09-20      | 5.3750%  | 0.0000% | $1000.00           | $56.81             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $9672947.00        | $7597372.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $4379453.00        | $4661714.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-25      | 2.0258%  | 0.0000% | $50515583.00       | $2159988.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.9658%  | 0.0000% | $6059984.00        | $291271.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 3.1258%  | 0.0000% | $10455000.00       | $812496.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $318183.00         | $33755.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.5517%  | 0.0000% | $200830.00         | $1904.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 1.9350%  | 0.0000% | $33816211.00       | $99106.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 2.0017%  | 0.0000% | $224463006.00      | $3873780.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.9341%  | 0.0000% | $114250767.00      | $931819.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4625128.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $963.38            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2474%  | 0.0000% | $51143358.00       | $291379.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1065%  | 0.0000% | $3603290.00        | $130249.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11838.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $996863.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1720887.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $266324.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1542%  | 0.0000% | $15166632.00       | $178840.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $124135.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.8315%  | 0.0000% | $58019200.00       | $2424972.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.4858%  | 0.0000% | $100000.00         | $6078.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.6258%  | 0.0000% | $59243969.00       | $1338942.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0258%  | 0.0000% | $41591340.00       | $2406006.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0758%  | 0.0000% | $41320460.00       | $2440136.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.2258%  | 0.0000% | $28974766.00       | $1850978.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.2758%  | 0.0000% | $18477024.00       | $1167280.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.4758%  | 0.0000% | $200001.00         | $10119.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1615914.00        | $1189815.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $55.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730614.00        | $180328.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216159.00        | $148650.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.3130%  | 0.0000% | $7001100.00        | $642620.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1019.00           | $582.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $60503.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31681.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5812.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1001.00           | $204.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $219.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $139192.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $244603.00         | $29582.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $584017.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $115867.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $206.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $500895.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $129028.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 3.0000%  | 0.0000% | $204143.00         | $15600.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.9710%  | 0.0000% | $10000000.00       | $106917.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792615.00        | $63176.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $997754.00         | $5625.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $74195.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $74441.35          | Agency Mortgage-Backed Securities         |

### Security 213: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BM183, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BM183_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $98823462.00       | $20971731.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $16571213.00       | $3040040.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $3946000.00        | $716840.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $381002.00         | $103797.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $63987465.00       | $13515332.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $112206.00         | $88518.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1012930.00        | $808346.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $11029.00          | $2578.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1260635.00        | $928307.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $1944000.00        | $861954.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $1283206.00        | $300047.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.5000%  | 0.0000% | $15369441.00       | $1494656.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1193832.00        | $247167.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1670611.00        | $872417.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1000.00           | $459.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $350002.00         | $77832.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.5000%  | 0.0000% | $1300000.00        | $376694.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $25902942.00       | $5239953.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2516476.00        | $1220945.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1154148.00        | $332385.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1890654.00        | $742937.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1036203.00        | $430549.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1108992.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $18564809.00       | $3039126.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1600000.00        | $133867.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $450000.00         | $58600.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $1230000.00        | $297385.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1664224.00        | $435224.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3029721.00        | $661109.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2213285.00        | $595740.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1470187.00        | $303358.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $703223.00         | $355925.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1223332.00        | $704046.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.5000%  | 0.0000% | $1368681.00        | $384863.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1781948.00        | $950047.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1063567.00        | $802563.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1053154.00        | $545746.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1339624.00        | $287177.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 2.5000%  | 0.0000% | $2355908.00        | $953932.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 2.5000%  | 0.0000% | $186565.00         | $54556.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $1524412.00        | $648083.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 7.0000%  | 0.0000% | $1210263.00        | $1012217.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 4.5000%  | 0.0000% | $66344192.00       | $17798424.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 2.5000%  | 0.0000% | $20066624.00       | $13208015.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.0000%  | 0.0000% | $7753878.00        | $5857781.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.5000%  | 0.0000% | $149000.00         | $106254.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.0000%  | 0.0000% | $435364.00         | $323463.73         | Agency Mortgage-Backed Securities |

### Security 214: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BM1K6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BM1K6_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $75127448.00       | $42592365.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $113873444.00      | $60407634.20       | Agency Mortgage-Backed Securities |

### Security 215: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_3.70_0107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $3000.00           | $3082.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $7572800.00        | $7843097.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $389030900.00      | $399999946.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $153600.00         | $153811.73         | U.S. Treasuries (including strips) |

### Security 216: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BQEX5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BQEX5_3.74_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank | 2032-03-23      | 3.3000%  | 0.0000% | $35435000.00       | $34428268.03       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-12-12      | 4.2600%  | 0.0000% | $30000000.00       | $29982250.00       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond       | 2040-02-15      | 2.1250%  | 0.0000% | $3382100.00        | $5096209.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond       | 2051-05-15      | 2.3750%  | 0.0000% | $147364000.00      | $93965616.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2029-02-15      | 2.6250%  | 0.0000% | $262436800.00      | $257981869.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2027-11-30      | 3.8750%  | 0.0000% | $80496200.00       | $81368065.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2026-03-15      | 4.6250%  | 0.0000% | $1290700.00        | $1310780.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2026-09-15      | 4.6250%  | 0.0000% | $5746200.00        | $5866942.49        | U.S. Treasuries (including strips) |

### Security 217: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU4S8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4S8_3.71_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $15222000.00       | $4268370.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $18290100.00       | $5073655.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $4773400.00        | $1307434.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $746100.00         | $202219.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $16000.00          | $7358.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $13472100.00       | $3613163.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $24800.00          | $11237.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $5695900.00        | $1518076.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $14388600.00       | $3781165.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $3288100.00        | $853515.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $22695600.00       | $5843209.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $17900.00          | $7664.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $3786400.00        | $967652.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $151258700.00      | $38106604.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $9249900.00        | $2314842.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $34390000.00       | $8480436.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $44800.00          | $18122.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-11-15      | N/A      | 0.0000% | $15157900.00       | $3703453.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $1800.00           | $719.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $176104700.00      | $42633891.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $35200000.00       | $13878867.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $967300.00         | $231659.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $35149400.00       | $13671921.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $14440900.00       | $3422377.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $2078200.00        | $794516.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-11-15      | N/A      | 0.0000% | $1576000.00        | $369609.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $48098751.31       | $44631889.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $246374355.20      | $226565610.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $4200.00           | $2025.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $64600.00          | $30642.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $93000.00          | $41523.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $1000.00           | $397.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $73700.00          | $26737.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $100.00            | $34.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $700.00            | $240.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $2203400.00        | $747833.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $740200.00         | $247823.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $5347700.00        | $1767307.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $1323600.00        | $431559.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $507300.00         | $163305.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $39300.00          | $12478.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $3698700.00        | $1160296.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $885800.00         | $274558.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $903600.00         | $276164.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $3925000.00        | $1185538.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $9874900.00        | $2971880.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $241256700.00      | $71216565.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $6717300.00        | $1954754.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $92700.00          | $26604.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $4168800.00        | $1182480.12        | U.S. Treasuries (including strips) |

### Security 218: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_3.78_0107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-02-15      | 0.7500%  | 0.0000% | $198854400.00      | $201932140.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $2200600.00        | $2067875.21        | U.S. Treasuries (including strips) |

### Security 219: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BVCR9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BVCR9_3.70_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $214401600.00      | $118361561.09      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $46119400.00       | $46564593.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-31      | 3.8750%  | 0.0000% | $343241300.00      | $346223084.34      | U.S. Treasuries (including strips) |

### Security 220: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_0107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $99700.00          | $53345.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $14466100.00       | $7522762.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $9151000.00        | $4024024.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2755700.00        | $1082816.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $310.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $400.00            | $150.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $31006600.00       | $10812280.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $2993100.00        | $1028551.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2200.00           | $1120.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $3656300.00        | $1025255.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $1100.00           | $293.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $38413900.00       | $9971364.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $300.00            | $75.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $28475300.00       | $6893699.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $9497600.00        | $19392598.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $47831700.00       | $49389710.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-08-15      | 4.2500%  | 0.0000% | $5389300.00        | $4992687.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $638200.00         | $627038.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $98000.00          | $117705.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 4.1250%  | 0.0000% | $716200.00         | $731558.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1049.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-06-30      | 4.0000%  | 0.0000% | $166394400.00      | $167850351.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-12-31      | 3.8750%  | 0.0000% | $57310000.00       | $57238362.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $22207440.67       | $16649429.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $7.96              | $5.68              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $42385876.80       | $29518287.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $17.63             | $12.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $21.10             | $20.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $41.09             | $38.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $21.97             | $14.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $9833724.40        | $8701410.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476401.94       | $10373605.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $92.13             | $41.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $51.69             | $18.97             | U.S. Treasuries (including strips) |

### Security 221: Natixis SA

- **C.1 - Title:** Natixis SA 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0719, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C0719_3.79_0422
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1012.00           | $900.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1032.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1282.00           | $950.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1014.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1009.00           | $1036.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $88.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $29925400.00       | $15894125.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $17736000.00       | $17615697.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $800.00            | $826.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 4.1250%  | 0.0000% | $19757200.00       | $20420092.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $41132800.00       | $41891391.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.6250%  | 0.0000% | $5865000.00        | $5951314.33        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1015.00           | $297.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $236048.00         | $215779.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $1038.00           | $1016.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1097.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |

### Security 222: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_3.75_0107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $94790400.00       | $97974528.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $46200500.00       | $43666725.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $61255200.00       | $62358810.03       | U.S. Treasuries (including strips) |

### Security 223: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5QQ2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1C5QQ2_3.87_0430
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $129729100.00      | $29469827.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $219156697.00      | $28100583.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $125749285.00      | $29285394.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $195800385.00      | $29805203.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $201952552.00      | $29447588.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $54008717.00       | $28474978.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $52081639.00       | $29785083.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $257548608.00      | $28822504.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $227232470.00      | $28623585.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249753048.00      | $28810383.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $246931434.00      | $29519454.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $275150549.00      | $28385242.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249722422.00      | $28836521.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $244853248.00      | $27803999.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $53390721.00       | $6829649.00        | Agency Mortgage-Backed Securities |

### Security 224: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C9XV5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1C9XV5_3.80_0107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $304884807.00      | $284094195.55      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $17095152.00       | $15650236.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $391335348.00      | $363504997.79      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $8085600.00        | $6696977.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $1474900.00        | $1524411.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $353548000.00      | $354968555.90      | U.S. Treasuries (including strips) |

### Security 225: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CA246, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1CA246_3.87_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $18798247.00       | $7941587.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $144008923.00      | $77024004.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $179471404.00      | $18034407.59       | Agency Mortgage-Backed Securities |

### Security 226: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CEWK9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CEWK9_3.84_0505
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $1311082.00        | $615576.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $83276.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $200000.00         | $65746.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $650725.00         | $258719.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1898957.00        | $1083963.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1135679.00        | $567646.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $2864523.00        | $1552363.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $505341.00         | $369483.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $387352.00         | $197066.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $322973.00         | $199173.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $621021.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $774456.00         | $157024.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $119835.00         | $64268.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $422119.00         | $273516.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $96567.00          | $32748.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $2640738.00        | $1485767.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $17141560.00       | $6905763.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $19364133.00       | $8268411.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $29202536.00       | $16189411.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $3061890.00        | $617150.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.0000%  | 0.0000% | $1000.00           | $742.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $2302828.00        | $1675492.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $18767569.00       | $13298805.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $5935135.00        | $4541119.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1250569.00        | $982266.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1959399.00        | $838748.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $820151.00         | $434336.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $1588785.00        | $920865.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1570613.00        | $955664.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $3700000.00        | $563476.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $1443417.00        | $782426.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $4048367.00        | $1644903.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 2.5000%  | 0.0000% | $14354.00          | $4197.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-15      | 3.5000%  | 0.0000% | $1130047.00        | $737218.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $2335300.00        | $617453.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1019267.00        | $609876.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $1351122.00        | $738057.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $1314463.00        | $336584.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $2060488.00        | $698394.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $4886776.00        | $1717544.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $11729646.00       | $3010026.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1093317.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $1200000.00        | $597125.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $157394.00         | $65567.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $528998.00         | $144116.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $23425952.00       | $4947992.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $19257406.00       | $3884279.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $5000000.00        | $966722.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $929001.00         | $232255.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $17275016.00       | $3870700.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $2500971.00        | $482500.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $200000.00         | $74407.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $481983.00         | $76082.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $559237.00         | $99606.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.0000%  | 0.0000% | $5166116.00        | $2007649.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $30184142.00       | $9547668.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $56284377.00       | $15140623.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $375000.00         | $92754.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $293000.00         | $69821.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $31135312.00       | $13388443.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $4843070.00        | $1304060.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $10121508.00       | $2468194.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1590000.00        | $364183.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $510000.00         | $121552.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $7274000.00        | $2741527.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $40939613.00       | $12615085.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $750000.00         | $203294.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $319000.00         | $99038.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1388791.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $151197888.00      | $69687357.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $1095128.00        | $424648.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $17779418.00       | $5844120.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $6447025.00        | $1991450.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $2589660.00        | $603890.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1336447.00        | $166318.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $43064708.00       | $20342194.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $2595856.00        | $1023864.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $3321527.00        | $1095267.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $4851339.00        | $2830246.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $806618.00         | $612390.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $108261.00         | $75195.58          | Agency Mortgage-Backed Securities |

### Security 227: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CGSM5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1CGSM5_3.69_0107
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-24      | N/A      | 0.0000% | $300.00            | $298.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $300.00            | $306.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $237500000.00      | $208179853.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $134097300.00      | $104793574.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-02-15      | 3.0000%  | 0.0000% | $7071000.00        | $5432967.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $299319600.00      | $218088301.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $216772000.00      | $166449896.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $49999900.00       | $37107681.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $1200.00           | $898.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $16917200.00       | $16812447.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $400.00            | $370.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $9651000.00        | $9208048.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $15000000.00       | $14144889.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $9962500.00        | $9838008.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $1027000.00        | $1026957.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $600.00            | $621.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $26839100.00       | $27643184.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $300.00            | $308.79            | U.S. Treasuries (including strips) |

### Security 228: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CGXZ0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1CGXZ0_3.83_0506
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $70025474.00       | $36332927.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $127140886.00      | $66667072.90       | Agency Mortgage-Backed Securities |

### Security 229: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJUF1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CJUF1_3.83_0511
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1450807.00        | $723366.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $654677.00         | $368809.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $46815510.00       | $24835570.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $1730000.00        | $892664.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $90393304.00       | $51987623.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $13038000.00       | $7187524.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $21838274.00       | $12326623.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 1.5000%  | 0.0000% | $3877696.00        | $2242319.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $6732000.00        | $3953908.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $43533373.00       | $25365074.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 5.0000%  | 0.0000% | $220000.00         | $85998.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $199000.00         | $66732.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $9880518.00        | $6204895.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $117021.00         | $79630.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $2915697.00        | $2120992.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1000.00           | $689.87            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1230345.00        | $908805.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1069957.00        | $739165.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $10346418.00       | $6506701.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2832627.00        | $1596672.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31842428.00       | $10268021.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $5280562.00        | $4248213.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-15      | 3.5000%  | 0.0000% | $286021.00         | $241154.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-15      | 3.5000%  | 0.0000% | $338413.00         | $188195.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3376622.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2284499.00        | $1741935.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $480000.00         | $258591.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 5.0000%  | 0.0000% | $1533337.00        | $1307697.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $874940.00         | $690457.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $100000.00         | $57130.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $742171.00         | $440513.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $35362.00          | $21068.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $700000.00         | $404710.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $290000.00         | $162139.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $128466.00         | $77349.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $447592.00         | $255222.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $495802.00         | $294187.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $15079766.00       | $9921299.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $33337841.00       | $22892446.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $498975.00         | $305501.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-15      | 2.5000%  | 0.0000% | $98156.00          | $79356.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $756012.00         | $574413.09         | Agency Mortgage-Backed Securities |

### Security 230: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJVH6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CJVH6_3.77_0107
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $1126900.00        | $880643.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $3794400.00        | $2913556.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $5995500.00        | $2900037.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $4157900.00        | $3085806.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $2160600.00        | $1527644.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $3553700.00        | $3062853.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $3157000.00        | $2771990.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $3472700.00        | $3215837.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 3.8750%  | 0.0000% | $1345000.00        | $1219378.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-08-15      | 4.8750%  | 0.0000% | $3200000.00        | $3305991.20        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $57602062.00       | $47678693.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $66043629.00       | $55300918.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $79265001.00       | $65007227.64       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 4.0000%  | 0.0000% | $70354714.00       | $53469936.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $225031449.00      | $63112092.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $97385000.00       | $74205679.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $57073109.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $55645372.00       | $49602881.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $78900000.00       | $78771906.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $74571716.00       | $65174754.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $81800473.00       | $69451523.18       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-02-19      | N/A      | 0.0000% | $194900.00         | $193980.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $5756400.00        | $5697863.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-11      | N/A      | 0.0000% | $1266600.00        | $1247052.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-08      | N/A      | 0.0000% | $1356300.00        | $1355520.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-05      | N/A      | 0.0000% | $704300.00         | $700021.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-13      | N/A      | 0.0000% | $1734500.00        | $1732645.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-10      | N/A      | 0.0000% | $819100.00         | $813836.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-25      | N/A      | 0.0000% | $5205100.00        | $5117425.30        | U.S. Treasuries (including strips) |

### Security 231: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CLEN7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CLEN7_3.82_0513
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $1556.00           | $233.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $70117.00          | $8015.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.5000%  | 0.0000% | $5307655.00        | $413196.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $25934961.00       | $2962713.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $16024940.00       | $1463932.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $4126121.00        | $389544.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $74777005.00       | $7227673.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $930946.00         | $80867.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $22846272.00       | $2979426.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $51944431.00       | $6233313.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $50441181.00       | $4862878.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $528000.00         | $57013.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.5000%  | 0.0000% | $71346433.00       | $6214585.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $21127225.00       | $2814086.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $28560635.00       | $3528000.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $13079649.00       | $1886811.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $365210295.00      | $42120611.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $46581535.00       | $4930378.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.5000%  | 0.0000% | $6315444.00        | $570900.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $2780274.00        | $247125.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $434011536.00      | $51552395.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $62821000.00       | $8314661.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $25126543.00       | $3093724.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $34863392.00       | $3732847.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $5473232.00        | $522850.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2380582.00        | $257100.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $86197610.00       | $11933411.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $868916.00         | $97404.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.0000%  | 0.0000% | $13559872.00       | $9449011.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $27777921.00       | $20261357.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $1077251.00        | $53781.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 5.0000%  | 0.0000% | $320000.00         | $67232.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $1936894.00        | $792881.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1647118.00        | $728743.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $1277242.00        | $99710.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $1326557.00        | $65023.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $4318667.00        | $766719.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1670000.00        | $390698.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $2005066.00        | $242354.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 3.5000%  | 0.0000% | $3991707.00        | $653185.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 3.5000%  | 0.0000% | $393750.00         | $218345.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1156227.00        | $443135.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $579236.00         | $109200.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $906602.00         | $460047.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $2063178.00        | $732812.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $463000.00         | $152860.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $614909.00         | $88721.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $1459801.00        | $78954.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $2816153.00        | $191142.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $174000.00         | $89671.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-15      | 4.0000%  | 0.0000% | $404000.00         | $180559.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $379091.00         | $134338.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $8052820.00        | $6070082.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $19455411.00       | $17120328.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 7.0000%  | 0.0000% | $1326598.00        | $686914.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 3.0000%  | 0.0000% | $548267.00         | $260267.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1008586.00        | $129356.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $1062286.00        | $275214.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $282851.00         | $81264.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $255000.00         | $66024.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.5000%  | 0.0000% | $17571668.00       | $8355286.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $25620170.00       | $19508975.32       | Agency Mortgage-Backed Securities |

### Security 232: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CNAQ0_3.77_0107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $109958900.00      | $112411533.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $289576000.00      | $295588480.81      | U.S. Treasuries (including strips) |

### Security 233: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CS833, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CS833_3.84_0520
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $6617719.00        | $447292.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $164647177.00      | $15357049.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $99409575.00       | $7864022.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $109403559.00      | $7415199.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $459652000.00      | $49097702.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $62115967.00       | $5779115.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $46180539.00       | $3504955.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $54729652.00       | $5821328.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $2975961.00        | $270498.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $17817914.00       | $1360187.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $847610.00         | $67871.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $11029000.00       | $1319092.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3798315.00        | $346158.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $2067326.00        | $152254.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $22675139.00       | $1355157.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.5000%  | 0.0000% | $1804430.00        | $747072.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $1000.00           | $580.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1036117.00        | $214791.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-15      | 5.0000%  | 0.0000% | $1769452.00        | $735444.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $998659.00         | $86742.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $1181372.00        | $13027.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $5878933.00        | $1044453.72        | Agency Mortgage-Backed Securities |

### Security 234: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CV1N9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CV1N9_3.82_0521
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $214228693.00      | $26154533.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 4.0000%  | 0.0000% | $1005000.00        | $95223.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $47148559.00       | $6447491.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $11173448.00       | $9090939.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $8193706.00        | $5974994.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $952150.00         | $723585.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $804904.00         | $519643.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $670343.00         | $104999.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $1000.00           | $910.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.7500%  | 0.0000% | $500000.00         | $179791.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 2.5000%  | 0.0000% | $397337.00         | $124348.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $14143882.00       | $2155525.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $252165.00         | $130502.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 3.0000%  | 0.0000% | $627699.00         | $178256.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 2.5000%  | 0.0000% | $215756.00         | $114082.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $555000.00         | $114450.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-15      | 3.5000%  | 0.0000% | $460853.00         | $64432.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $294864.00         | $56718.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $7839227.00        | $2617314.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $30247.00          | $3801.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $95650569.00       | $12297633.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $141925157.00      | $17315235.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $536982.00         | $56254.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $139585663.00      | $18479331.55       | Agency Mortgage-Backed Securities |

### Security 235: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0HB5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D0HB5_3.77_0528
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $4245000.00        | $1437771.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $84924.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1482269.00        | $374389.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $198088.00         | $127990.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2288396.00        | $1549741.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1039675.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2852850.00        | $1459618.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $98000.00          | $56365.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1874092.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $17791538.00       | $9976644.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $9111818.00        | $5030658.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $350000.00         | $179631.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2207264.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1096036.00        | $371698.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $224749.00         | $87587.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $346169.00         | $248630.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $18444570.00       | $12348434.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $2315339.00        | $1476284.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1300000.00        | $225771.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $23019508.00       | $12761641.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $33133919.00       | $24617858.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $621600.00         | $277147.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $22612107.00       | $9911786.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $30478662.00       | $11186916.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $629284.00         | $208442.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $285132.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $86993.00          | $10826.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $1000.00           | $472.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $8415364.00        | $3456946.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $125654.97         | Agency Mortgage-Backed Securities |

### Security 236: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D2GZ9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1D2GZ9_3.78_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $154239569.00      | $82901688.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $12609419.00       | $6560503.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $25817976.00       | $13537807.88       | Agency Mortgage-Backed Securities |

### Security 237: Natixis SA

- **C.1 - Title:** Natixis SA 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D4HQ4, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D4HQ4_3.76_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $3200.00           | $1983.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $861.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $181.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $1100.00           | $1093.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $202.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $1700.00           | $1682.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 4.6250%  | 0.0000% | $6750000.00        | $6704215.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $187.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 4.8750%  | 0.0000% | $20700.00          | $21395.34          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $296.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 2.2500%  | 0.0000% | $5798900.00        | $5688176.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $10777600.00       | $9452514.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 0.6250%  | 0.0000% | $23000.00          | $21811.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $800.00            | $759.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 0.6250%  | 0.0000% | $3000000.00        | $2957317.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $3906000.00        | $3837092.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 1.3750%  | 0.0000% | $47676800.00       | $44801269.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $1175400.00        | $1124801.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $18200.00          | $17904.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $1189200.00        | $1128745.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $7500700.00        | $7503800.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $400.00            | $378.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.1250%  | 0.0000% | $2036000.00        | $2046222.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 4.6250%  | 0.0000% | $2698800.00        | $2746443.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-11-15      | 4.5000%  | 0.0000% | $11108800.00       | $11570684.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 4.3750%  | 0.0000% | $1400.00           | $1438.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $449800.00         | $456740.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $104100.00         | $107815.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $7085500.00        | $7296405.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $499900.00         | $513995.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $6656000.00        | $6777684.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $26414500.00       | $27360670.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $21000.00          | $21318.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $1550300.00        | $1580717.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-02-15      | 4.6250%  | 0.0000% | $3321500.00        | $3517945.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1032.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $1000.00           | $1011.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $30400.00          | $30688.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $9036400.00        | $9073449.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 3.6250%  | 0.0000% | $20782800.00       | $21004279.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-11-15      | 4.0000%  | 0.0000% | $1000.00           | $994.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-30      | 3.5000%  | 0.0000% | $99800.00          | $99310.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-12-31      | 3.8750%  | 0.0000% | $1100.00           | $1098.62           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $805.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill               | 2026-04-16      | N/A      | 0.0000% | $200.00            | $197.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-11-15      | 6.5000%  | 0.0000% | $600.00            | $620.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $15483600.00       | $15311895.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 3.7500%  | 0.0000% | $200.00            | $177.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $2287000.00        | $1623083.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $14995800.00       | $9583659.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.96             | U.S. Treasuries (including strips) |

### Security 238: Natixis SA

- **C.1 - Title:** Natixis SA 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5H99, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D5H99_3.74_0602
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2035-12-26      | 5.0000%  | 0.0000% | $10000.00          | $9989.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 4.4650%  | 0.0000% | $1000.00           | $999.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $397979.00         | $326197.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $613000.00         | $574979.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $600.00            | $593.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $3300.00           | $2045.46           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $9359000.00        | $9295518.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $102800.00         | $100837.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $25334800.00       | $26687026.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-01-15      | 2.1250%  | 0.0000% | $14999900.00       | $15940881.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $104897000.00      | $105916500.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $6451900.00        | $6664319.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.6250%  | 0.0000% | $444200.00         | $450737.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $38099300.00       | $38036400.37       | U.S. Treasuries (including strips) |

### Security 239: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5LG8, C.3 - LEI: N/A, C.5 - Other ID: ARP1D5LG8_3.90_0114
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $37293700.00       | $37292163.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $119192300.00      | $124029667.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $11600000.00       | $12078250.70       | U.S. Treasuries (including strips) |

### Security 240: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D93P0, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1D93P0_3.84_0107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $104777800.00      | $100843869.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $134864000.00      | $140471406.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $161106300.00      | $166684760.58      | U.S. Treasuries (including strips) |

### Security 241: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9N37, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9N37_3.74_0608
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $6979.00           | $513.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $10137572.00       | $605862.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $6214888.00        | $723962.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $5886667.00        | $536348.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $11748664.00       | $786406.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $228576151.00      | $13939029.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $29304298.00       | $2129504.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $5445000.00        | $411143.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.0000%  | 0.0000% | $576000.00         | $112351.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1169218.00        | $150704.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $36826766.00       | $2381069.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $34460637.00       | $2026176.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $2185849.00        | $220589.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $48562941.00       | $3817476.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $33919389.00       | $2456903.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $7412000.00        | $478156.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $39650000.00       | $3396540.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 3.5000%  | 0.0000% | $1620172.00        | $143159.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $296597608.00      | $24055274.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $44805729.00       | $3327529.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $9732492.00        | $647156.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $11333191.00       | $903285.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $8855000.00        | $802459.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $89307995.00       | $6878351.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $10342694.00       | $875694.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $6785000.00        | $505988.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $2532579.00        | $295061.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $72231976.00       | $5888651.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $940853.00         | $82837.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $29600000.00       | $4034408.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5000000.00        | $424862.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $6312000.00        | $668581.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $40145008.00       | $3147994.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $30620378.00       | $3241182.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $5701994.00        | $722449.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $182500000.00      | $19285227.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $10732453.00       | $1129078.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $135345.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $1605000.00        | $81939.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $3475000.00        | $467693.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $5200000.00        | $608790.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $3300000.00        | $356058.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $5214222.00        | $738705.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $72750045.00       | $8291526.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $8000000.00        | $894771.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $6900000.00        | $854107.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $1500000.00        | $210062.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $2010097.00        | $327384.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1154000.00        | $155873.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $494000.00         | $211648.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.5000%  | 0.0000% | $42622.00          | $17646.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $165045.00         | $93425.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $2653711.00        | $456746.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $11302949.00       | $6886096.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $3065770.00        | $2031670.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $1481386.00        | $1048658.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1008483.00        | $477994.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $1007570.00        | $701234.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $2344011.00        | $155384.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 5.5000%  | 0.0000% | $1416078.00        | $305257.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $1484852.00        | $391795.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $6003765.00        | $555415.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $583000.00         | $98741.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $385899.00         | $124211.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 2.5000%  | 0.0000% | $1380542.00        | $393164.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $1585406.00        | $225996.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $466000.00         | $82993.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $4800000.00        | $927487.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-15      | 5.5000%  | 0.0000% | $1153155.00        | $434312.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $1161090.00        | $98061.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 3.5000%  | 0.0000% | $1466203.00        | $707458.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-15      | 4.0000%  | 0.0000% | $1244485.00        | $296256.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $2422000.00        | $768625.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 2.5000%  | 0.0000% | $647807.00         | $467862.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 3.5000%  | 0.0000% | $438522.00         | $144099.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $1275000.00        | $268967.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $690530.00         | $65367.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $9153253.00        | $1589464.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $2088632.00        | $1290574.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 4.5000%  | 0.0000% | $2735053.00        | $453195.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $146484.00         | $90738.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $466183.00         | $148181.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $467753.00         | $166088.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $960000.00         | $253650.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $1357294.00        | $937560.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $2446960.00        | $808641.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $2883494.00        | $1001249.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $1920451.00        | $635870.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $2716554.00        | $1525813.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $574528.00         | $418529.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-15      | 3.0000%  | 0.0000% | $130901.00         | $93081.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 3.0000%  | 0.0000% | $192439.00         | $128570.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 7.0000%  | 0.0000% | $1104703.00        | $920913.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $600000.00         | $101786.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $1500000.00        | $160484.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $5970000.00        | $232794.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $89982736.00       | $17943703.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $5297782.00        | $1964572.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 6.5000%  | 0.0000% | $7780891.00        | $2745801.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $6204000.00        | $4094238.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $7228171.00        | $4256016.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $7555864.00        | $5238692.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $2729043.00        | $189866.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $2298995.00        | $406684.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $9869988.00        | $1525779.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $50102649.00       | $5891969.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $52630995.00       | $6181673.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $6344328.00        | $1039459.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $3210000.00        | $413530.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $2710000.00        | $359914.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $91.13             | Agency Mortgage-Backed Securities |

### Security 242: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1D9NS2, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D9NS2_3.74_0608
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $8967782.00        | $350900.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $4402943.00        | $528392.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $105888499.00      | $9453189.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $44378867.00       | $2999575.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $164430049.00      | $15336797.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $437795392.00      | $60609483.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $83085890.00       | $8897617.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $265022.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $56258953.00       | $7935013.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $42722574.00       | $4949102.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $6835000.00        | $687668.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $19435999.00       | $1867583.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $40639368.00       | $4963728.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $31850000.00       | $3142040.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $1201000.00        | $97834.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6458763.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $68876841.00       | $8053292.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $75477421.00       | $6786332.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $670000.00         | $58552.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $4170000.00        | $325558.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $8392497.00        | $1293753.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $3659000.00        | $288376.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $17830000.00       | $1356955.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $48520760.00       | $5717846.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $10779467.00       | $923455.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $167481765.00      | $19598034.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $7995207.00        | $708269.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $155782455.00      | $11184478.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $82966833.00       | $6186997.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $199000.00         | $115547.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $11059812.00       | $8642839.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $8190.00           | $989.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $496733.00         | $69219.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1538287.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $2407468.00        | $524708.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $408764.00         | $74385.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $2034544.00        | $616391.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 5.0000%  | 0.0000% | $1000.00           | $54.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $56233.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $349000.00         | $161537.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $343480.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.0000%  | 0.0000% | $95909.00          | $33987.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $124211.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $314447.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $889586.00         | $180585.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $461034.00         | $91724.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $52710.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $71256.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 5.0000%  | 0.0000% | $226570.00         | $79592.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-15      | 5.0000%  | 0.0000% | $487862.00         | $88329.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $1793636.00        | $979396.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 3.0000%  | 0.0000% | $221000.00         | $141068.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $499000.00         | $132378.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 3.5000%  | 0.0000% | $3294000.00        | $778019.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $6577161.00        | $72531.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $3007367.00        | $1327407.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $4500000.00        | $1304760.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $859054.00         | $126968.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $1126608.00        | $100786.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $198937.00         | $66734.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2408949.00        | $680264.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $694261.00         | $128370.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1763035.00        | $455334.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $400000.00         | $57852.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $162018221.00      | $36726998.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 4.5000%  | 0.0000% | $2453982.00        | $1166862.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $230000.00         | $187076.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $25253415.00       | $1868264.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $93349504.00       | $6908915.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1134416.00        | $84874.42          | Agency Mortgage-Backed Securities |

### Security 243: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBDN9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DBDN9_3.75_0610
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $136316097.00      | $30969789.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $214986311.00      | $30840529.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $59809710.00       | $30340119.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $299428881.00      | $30767781.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $30914157.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $193358505.00      | $30069973.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $2855176.00        | $341322.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $31012768.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249601576.00      | $30341409.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249773693.00      | $30692851.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249861253.00      | $30436676.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $30793191.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $101015759.00      | $12839616.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $243297865.00      | $31413593.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $425180102.00      | $30226219.41       | Agency Mortgage-Backed Securities |

### Security 244: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DCPA2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DCPA2_3.59_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1274368.00        | $863194.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $763.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $737.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $788.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 5.0000%  | 0.0000% | $1000.00           | $395.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $796.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $756.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 5.0000%  | 0.0000% | $1000.00           | $598.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $729.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $738.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $916.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 4.5000%  | 0.0000% | $1008.00           | $1013.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $844.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $862.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2024.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $926.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $981.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $877.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1030.00           | $1060.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $976.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $999.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $989.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2016255.00        | $2064917.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1447750.00        | $1453016.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $979.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1090.00           | $977.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $927.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $54961280.00       | $52489522.01       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $8017600.00        | $8054179.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1003.00           | $1012.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1344.00           | $1152.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $15023132.00       | $10885438.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $766.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $781.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $852.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1030.00           | $775.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $939.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $40547712.00       | $34982010.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-15      | 5.5000%  | 0.0000% | $52558480.00       | $50019453.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $948.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $935.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1032.00           | $1061.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2144.00           | $2167.97           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-01-20      | N/A      | 0.0000% | $1700.00           | $1697.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-08-15      | 3.8750%  | 0.0000% | $65812200.00       | $66404723.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $5438500.00        | $5662387.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $80679100.00       | $81457900.26       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $990.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $756.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $983.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $25406444.00       | $26284176.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $6741359.00        | $6151827.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $113522.00         | $34109.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $350.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $553.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 3.5000%  | 0.0000% | $54998.00          | $15705.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $125400.00         | $66317.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 2.0000%  | 0.0000% | $135000.00         | $74440.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $241652.00         | $141158.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $210000.00         | $115515.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $628.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $628.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1008.00           | $609.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $569.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $639.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $749.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $124030.00         | $79591.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-10-01      | 5.5000%  | 0.0000% | $63000.00          | $6516.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $647472.00         | $423282.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $766.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $794.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $437578.00         | $310848.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 5.0000%  | 0.0000% | $1008.00           | $746.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $55000.00          | $44611.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $800.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $833.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $759.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $790.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $45940.00          | $35972.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $836.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $248000.00         | $191300.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $20641000.00       | $16484124.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $752.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $952.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $9720000.00        | $95404.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $123.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-11-01      | 8.0000%  | 0.0000% | $3012056.00        | $56683.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 5.6000%  | 0.0000% | $387074.00         | $25533.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-03-01      | 7.5000%  | 0.0000% | $991375.00         | $27358.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-02-01      | 5.0000%  | 0.0000% | $1052.00           | $32.29             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $186.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $735306.00         | $126628.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $342380.00         | $13299.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 4.5000%  | 0.0000% | $25496096.00       | $133975.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $2076020.00        | $141157.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $154.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $580000.00         | $98840.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 4.5000%  | 0.0000% | $299998.00         | $48789.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $74.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1706198.00        | $126788.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $97.68             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 3.0000%  | 0.0000% | $3570000.00        | $133533.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 3.5000%  | 0.0000% | $1068734.00        | $51794.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 2.0000%  | 0.0000% | $590000.00         | $217465.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $775000.00         | $493216.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $508.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $880.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $841.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $986.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $723.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $834.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1097.00           | $227.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $94298100.00       | $35274441.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $976.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $1201.00           | $600.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1026.00           | $518.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $540.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $48320.00          | $24965.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $107633875.00      | $58561879.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $454.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $578.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $53548.00          | $30328.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $869780.00         | $527397.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $550000.00         | $322441.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $618.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1152.00           | $698.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $419000.00         | $276449.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $352270.00         | $226911.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $566000.00         | $380253.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $18878888.00       | $14992479.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 4.5000%  | 0.0000% | $50615.00          | $27749.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $825.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $6868944.00        | $5601591.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $843.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $771.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $668.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6489270.00        | $1646151.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $11366207.00       | $7871518.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $697.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $406.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $573.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 2.5000%  | 0.0000% | $139459.00         | $71283.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1695034.00        | $138262.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $67.05             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-05-01      | 3.5000%  | 0.0000% | $590680.00         | $46177.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1289000.00        | $46018.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $2567366.00        | $328413.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $142.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-09-01      | 4.0000%  | 0.0000% | $8427000.00        | $233209.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-02-01      | 3.0000%  | 0.0000% | $496586.00         | $67698.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $151.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 2.5000%  | 0.0000% | $117000.00         | $32632.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $545.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1024.00           | $566.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $458.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $154000.00         | $94558.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $637.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $754.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $8000.00           | $6463.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.0000%  | 0.0000% | $6039.00           | $5390.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $794.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1023.00           | $318.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $217.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1120.00           | $845.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-10-01      | 2.0000%  | 0.0000% | $150000.00         | $71507.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $770.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $24102019.00       | $18028265.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $2318848.00        | $1886422.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $803.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2016.00           | $1792.34           | Agency Mortgage-Backed Securities  |

### Security 245: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DEB13, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1DEB13_3.76_0107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2067-02-15      | 5.4500%  | 0.0000% | $4031945.00        | $4176549.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-15      | 2.6000%  | 0.0000% | $3923877.00        | $3380399.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.2200%  | 0.0000% | $4000000.00        | $4072063.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-15      | 6.2300%  | 0.0000% | $2912131.00        | $3162019.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.6000%  | 0.0000% | $4703735.00        | $4835997.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-02-15      | 5.3200%  | 0.0000% | $3244129.00        | $3318277.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-04-15      | 6.0500%  | 0.0000% | $4543794.00        | $4812948.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.1000%  | 0.0000% | $3500000.00        | $3523201.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4174066.00        | $3572828.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-09-15      | 5.2500%  | 0.0000% | $3547842.00        | $3553688.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1100%  | 0.0000% | $3500000.00        | $3546582.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $8665817.00        | $5073450.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $4225695.00        | $3865559.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $5014422.00        | $4064150.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $2919852.00        | $3043585.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $3249998.00        | $3312314.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $3980909.00        | $4060904.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $3144900.00        | $3276605.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4000000.00        | $4052609.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4000000.00        | $4052609.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4000000.00        | $4052609.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4000000.00        | $4052609.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4000000.00        | $4052609.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $3500000.00        | $3576839.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $3500000.00        | $3576839.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $4004563.00        | $4236838.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $3584846.00        | $3788204.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $4319255.00        | $4567478.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3378790.00        | $3532247.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3458992.00        | $3448072.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4650271.00        | $4919347.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $3934096.00        | $4160672.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $4707137.00        | $4985190.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $3500000.00        | $3616188.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 4.8000%  | 0.0000% | $3500000.00        | $3443694.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 4.9500%  | 0.0000% | $3306667.00        | $3329430.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $5227411.00        | $5456099.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4249157.00        | $4431266.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.3400%  | 0.0000% | $5240000.00        | $5386337.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.3400%  | 0.0000% | $3920000.00        | $4029473.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2000%  | 0.0000% | $4061300.00        | $4135241.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $1125632.00        | $1176730.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3020285.00        | $3157391.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4714942.00        | $4917772.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3748283.00        | $3916577.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $2980462.00        | $3048371.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $5318580.00        | $5456059.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.0000%  | 0.0000% | $3202884.00        | $3285675.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3828515.00        | $3998540.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $3020527.00        | $3156274.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $2985761.00        | $3119943.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3661174.00        | $3825709.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $3402954.00        | $3546316.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 5.5000%  | 0.0000% | $4873062.00        | $4941799.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $4418574.00        | $4617152.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $4525875.00        | $4729275.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $3705719.00        | $3871125.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $4481765.00        | $4683160.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3716917.00        | $3883942.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $3448969.00        | $3605532.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3400000.00        | $3550827.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 6.5000%  | 0.0000% | $3768252.00        | $3937599.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $3851262.00        | $4026338.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $2785944.00        | $2911148.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $2950615.00        | $3084553.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $3365754.00        | $3518546.89        | Agency Mortgage-Backed Securities |

### Security 246: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DEB21, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1DEB21_3.75_0107
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $29905807.00       | $29183161.82       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-09-01      | 4.7300%  | 0.0000% | $10626000.00       | $10831766.59       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $889247.90         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2047-12-01      | 4.7100%  | 0.0000% | $20019000.00       | $17289305.83       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2028-07-01      | 5.8700%  | 0.0000% | $1500000.00        | $24427.41          | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2048-02-01      | 4.6100%  | 0.0000% | $1600000.00        | $1385271.34        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $200635000.00      | $178266951.18      | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2048-05-01      | 4.6200%  | 0.0000% | $8490000.00        | $7542801.91        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2035-09-01      | 2.8200%  | 0.0000% | $2200000.00        | $448509.32         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2036-03-01      | 2.5000%  | 0.0000% | $4861000.00        | $1219582.83        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $617295.47         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $541721.76         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $17215466.43       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $20237236.38       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2037-12-01      | 2.7800%  | 0.0000% | $4668000.00        | $1648741.01        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2028-03-10      | 3.1870%  | 0.0000% | $9800000.00        | $1382742.10        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2031-03-01      | 1.6670%  | 0.0000% | $16455000.00       | $12596256.17       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2032-09-01      | 4.2620%  | 0.0000% | $87500000.00       | $73618730.19       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-09-01      | 5.6880%  | 0.0000% | $156510000.00      | $138836373.53      | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2037-03-25      | 6.0000%  | 0.0000% | $1550000.00        | $331539.88         | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2031-02-25      | 7.8830%  | 0.0000% | $8494532.00        | $2624183.44        | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2031-07-25      | 8.5780%  | 0.0000% | $47512561.00       | $15826850.96       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-01-25      | 7.8050%  | 0.0000% | $10495000.00       | $11070743.81       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2050-05-25      | 6.3050%  | 0.0000% | $21275000.00       | $22349252.38       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2032-02-25      | 8.5930%  | 0.0000% | $56887844.00       | $23746549.52       | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2049-11-25      | 6.8320%  | 0.0000% | $17870000.00       | $18897597.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $18691323.00       | $9377693.60        | Agency Mortgage-Backed Securities |

### Security 247: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DEB39, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1DEB39_3.76_0107
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 1.9862%  | 0.0000% | $60881642.00       | $719275.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9476%  | 0.0000% | $45392838.00       | $1689156.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9196%  | 0.0000% | $2368000.00        | $84961.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-25      | 0.8683%  | 0.0000% | $19829000.00       | $692275.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.0142%  | 0.0000% | $534000.00         | $20592.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7637%  | 0.0000% | $2000000.00        | $61771.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7146%  | 0.0000% | $34788000.00       | $1045839.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $46381.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $19944.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3617%  | 0.0000% | $7384000.00        | $45681.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $22730.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3109%  | 0.0000% | $6230000.00        | $83494.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $1500000.00        | $646639.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1231%  | 0.0000% | $44717000.00       | $319129.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 1.9960%  | 0.0000% | $46189538.00       | $816014.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.7061%  | 0.0000% | $34000000.00       | $690988.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.2590%  | 0.0000% | $1100000.00        | $4239.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $278713.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.0037%  | 0.0000% | $36240765.00       | $740276.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.8267%  | 0.0000% | $33800000.00       | $911714.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.6338%  | 0.0000% | $2420000.00        | $51486.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1065%  | 0.0000% | $1550000.00        | $56028.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.1724%  | 0.0000% | $9719789.00        | $81915.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 1.8492%  | 0.0000% | $30143347.00       | $924767.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4096%  | 0.0000% | $1411000.00        | $72637.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.1219%  | 0.0000% | $88898767.00       | $3651069.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $5296.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3196%  | 0.0000% | $49886810.00       | $631235.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $34520.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $176225.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $54299.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-03-25      | 0.7653%  | 0.0000% | $6445000.00        | $59410.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 1.9281%  | 0.0000% | $70000000.00       | $4645126.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3487.68           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $4000000.00        | $4265.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $92155.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | N/A      | 0.0000% | $35000000.00       | $125541.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $133401.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $116769.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $28208.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $20763.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1243948.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7492%  | 0.0000% | $6389030.00        | $609349.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $349617.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $63910.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $183764.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $37500.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $84471.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $3447596.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7133%  | 0.0000% | $400000.00         | $109989.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $241345.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $308146.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | N/A      | 0.0000% | $22038475.00       | $339161.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $540400.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $175632.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $9415.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $4477.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.3427%  | 0.0000% | $7000000.00        | $139054.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.3897%  | 0.0000% | $180000000.00      | $4132032.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2304%  | 0.0000% | $107116213.00      | $1618736.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5645%  | 0.0000% | $1250000.00        | $237978.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | 5.0000%  | 0.0000% | $1750000.00        | $1929872.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3695%  | 0.0000% | $40200000.00       | $905573.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.0000%  | 0.0000% | $2180131.00        | $1529410.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 5.0000%  | 0.0000% | $1000000.00        | $1063136.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 3.6499%  | 0.0000% | $974273.00         | $476468.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.8258%  | 0.0000% | $30769235.00       | $1083498.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $40433.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $70363.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.5258%  | 0.0000% | $15000000.00       | $479575.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.7756%  | 0.0000% | $29850000.00       | $687538.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 2.1613%  | 0.0000% | $25931200.00       | $23882.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.6910%  | 0.0000% | $277000000.00      | $1163102.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.5230%  | 0.0000% | $175000000.00      | $39500.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 2.9940%  | 0.0000% | $83532611.00       | $101746.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.5000%  | 0.0000% | $3921471.00        | $4178976.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 3.0000%  | 0.0000% | $4628919.00        | $5457569.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $5017.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-12-25      | 2.5000%  | 0.0000% | $6077005.00        | $6470225.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $128504.00         | $152957.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0410%  | 0.0000% | $710330958.00      | $215609.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 1.6581%  | 0.0000% | $53208165.00       | $292234.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.0000%  | 0.0000% | $97920.00          | $100758.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.9613%  | 0.0000% | $67238023.00       | $434621.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 2.1113%  | 0.0000% | $90636161.00       | $548896.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.5950%  | 0.0000% | $13400000.00       | $720828.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.3810%  | 0.0000% | $19000000.00       | $158275.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.4284%  | 0.0000% | $129352688.00      | $1080790.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.0091%  | 0.0000% | $10000000.00       | $748314.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 0.0245%  | 0.0000% | $10617723.00       | $149330.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.4960%  | 0.0000% | $105056777.00      | $103812.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $214275.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.8084%  | 0.0000% | $19404255.00       | $299541.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.4150%  | 0.0000% | $10000000.00       | $382243.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.4310%  | 0.0000% | $28871368.00       | $229731.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $1918966.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2709690.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11374.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6240%  | 0.0000% | $55100000.00       | $114272.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $176661.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 0.2258%  | 0.0000% | $44000000.00       | $1346034.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.3258%  | 0.0000% | $17439040.00       | $1181986.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $23025000.00       | $3023176.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8330%  | 0.0000% | $4075000.00        | $160786.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.8920%  | 0.0000% | $12500000.00       | $296954.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1354192.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 3.0000%  | 0.0000% | $40000000.00       | $4899348.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $51567.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $549419.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-07-25      | 0.0680%  | 0.0000% | $130547117.00      | $408783.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-25      | N/A      | 0.0000% | $48224639.00       | $1194645.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1125000.00        | $72213.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $52572.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $309417.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2308%  | 0.0000% | $156262.00         | $11816.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 0.6883%  | 0.0000% | $13594000.00       | $539540.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $16006.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $24227.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $597648.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $131441.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $22099.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5310%  | 0.0000% | $37399231.00       | $611373.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11662.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $271922.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $162249.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.8758%  | 0.0000% | $150000.00         | $13396.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $311941.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $2759.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1137993.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $97412.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $5929.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.2758%  | 0.0000% | $15000000.00       | $299181.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $169703.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $6343.69           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.3758%  | 0.0000% | $100000000.00      | $3708965.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $185823.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 4.9890%  | 0.0000% | $4152591.00        | $2511187.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0676%  | 0.0000% | $19252093.00       | $23025.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.2487%  | 0.0000% | $39412051.00       | $1177725.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.0258%  | 0.0000% | $1841091.00        | $61504.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 3.0258%  | 0.0000% | $2504910.00        | $101037.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.0258%  | 0.0000% | $68397376.00       | $2669233.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $37836.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.5624%  | 0.0000% | $40000000.00       | $888366.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $29472.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $70101.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $229971.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $80000000.00       | $715839.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $733469.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.1000%  | 0.0000% | $360000000.00      | $733469.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2266564.00        | $461430.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $286786.00         | $29159.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $125006.00         | $12819.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $40000000.00       | $45515.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $4000000.00        | $4742.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $199356000.00      | $135415.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $20377.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $175000000.00      | $118870.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $350000000.00      | $237741.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0300%  | 0.0000% | $200000000.00      | $80970.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $122500000.00      | $82736.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $321274.00         | $45448.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.1324%  | 0.0000% | $7843217.00        | $663480.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.4824%  | 0.0000% | $100951220.00      | $1289796.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $126042.00         | $18447.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $2760625.00        | $281818.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $2272727.00        | $242060.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $109168.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $10000000.00       | $9618.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.7676%  | 0.0000% | $10000.00          | $9905.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $987000.00         | $976052.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $24496666.00       | $242327.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.0823%  | 0.0000% | $18781751.00       | $968354.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $9921161.00        | $31546.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $423962.00         | $63963.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.1000%  | 0.0000% | $17458859.00       | $53160.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 0.0500%  | 0.0000% | $20989179.00       | $31955.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.8677%  | 0.0000% | $6000.00           | $6014.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4138855.00        | $857077.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $3936531.00        | $550708.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1899693.00        | $354737.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5633013.00        | $1219863.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $4545454.00        | $570755.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8719%  | 0.0000% | $1315000.00        | $4136.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6357%  | 0.0000% | $5915000.00        | $30017.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $117.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1232%  | 0.0000% | $67275564.00       | $41837.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1842%  | 0.0000% | $2369000.00        | $1488.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3653%  | 0.0000% | $53026847.00       | $35900.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $53334.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.3513%  | 0.0000% | $81620726.00       | $487453.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7069%  | 0.0000% | $212570560.00      | $128431.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 0.9759%  | 0.0000% | $73086544.00       | $1633.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.2516%  | 0.0000% | $72207000.00       | $133529.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $77629.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-16      | 3.5000%  | 0.0000% | $36000.00          | $48622.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $9316.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $1000000.00        | $29973.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.2513%  | 0.0000% | $11167583.00       | $3479.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 4.0000%  | 0.0000% | $847020.00         | $0.67              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.7516%  | 0.0000% | $59403599.00       | $508262.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2473%  | 0.0000% | $2689000.00        | $4311.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.7417%  | 0.0000% | $125239007.00      | $985046.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2924%  | 0.0000% | $5831000.00        | $11426.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1594%  | 0.0000% | $5973000.00        | $771.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4973%  | 0.0000% | $23000000.00       | $100334.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7308%  | 0.0000% | $288270000.00      | $151206.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0133%  | 0.0000% | $155389291.00      | $5559.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $62.92             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1636%  | 0.0000% | $65000000.00       | $37666.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3664%  | 0.0000% | $2873000.00        | $640.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-16      | 0.4269%  | 0.0000% | $138479564.00      | $553095.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3403%  | 0.0000% | $657000.00         | $46.87             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.2000%  | 0.0000% | $15248565.00       | $24988.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $2625000.00        | $70821.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 3.5000%  | 0.0000% | $5200000.00        | $150256.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4789%  | 0.0000% | $10000000.00       | $83328.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4847%  | 0.0000% | $7837000.00        | $41851.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4353%  | 0.0000% | $3360000.00        | $12163.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $775642.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4956%  | 0.0000% | $5253289.00        | $20247.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6880%  | 0.0000% | $14090000.00       | $104513.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5739%  | 0.0000% | $10000000.00       | $130157.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6552%  | 0.0000% | $30000000.00       | $604219.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6359%  | 0.0000% | $27650000.00       | $232210.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5269%  | 0.0000% | $45071000.00       | $377058.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5883%  | 0.0000% | $67000000.00       | $755033.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $696953.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6512%  | 0.0000% | $70000000.00       | $831827.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $621649.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5415%  | 0.0000% | $18000000.00       | $167962.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5899%  | 0.0000% | $18080000.00       | $221011.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6467%  | 0.0000% | $3365000.00        | $34143.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9690%  | 0.0000% | $2898000.00        | $39660.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6250%  | 0.0000% | $160000000.00      | $915363.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.6086%  | 0.0000% | $100098741.00      | $456176.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8207%  | 0.0000% | $31250000.00       | $172793.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4587%  | 0.0000% | $2566000.00        | $5690.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7621%  | 0.0000% | $34581000.00       | $254257.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7458%  | 0.0000% | $15000000.00       | $71786.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.3016%  | 0.0000% | $100000.00         | $2417.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 2.2016%  | 0.0000% | $200000.00         | $4321.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $130421.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8165%  | 0.0000% | $1566000.00        | $11184.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.9128%  | 0.0000% | $14348938.00       | $117503.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 2.2513%  | 0.0000% | $400000.00         | $22213.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.2516%  | 0.0000% | $1100000.00        | $44722.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.2516%  | 0.0000% | $530000.00         | $10820.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $94876.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $458750.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $40988.00          | $43323.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $1036896.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5200%  | 0.0000% | $10270000.00       | $63942.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4097%  | 0.0000% | $839000.00         | $5140.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6517%  | 0.0000% | $42920000.00       | $517927.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6184%  | 0.0000% | $63505104.00       | $440283.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5862%  | 0.0000% | $20000000.00       | $377306.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6093%  | 0.0000% | $55026781.00       | $691032.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 2.0613%  | 0.0000% | $107999191.00      | $725273.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.6310%  | 0.0000% | $20000000.00       | $285260.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 0.3280%  | 0.0000% | $238530000.00      | $1628671.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.8190%  | 0.0000% | $100000000.00      | $1434824.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.1310%  | 0.0000% | $4059992.00        | $198278.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.3020%  | 0.0000% | $345000.00         | $2460.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.2340%  | 0.0000% | $25000000.00       | $58572.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-25      | 0.1210%  | 0.0000% | $163467055.00      | $593685.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.2380%  | 0.0000% | $10000000.00       | $222039.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1480%  | 0.0000% | $70500000.00       | $2586923.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.7585%  | 0.0000% | $23972632.00       | $166400.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.7670%  | 0.0000% | $29300000.00       | $1028344.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.7710%  | 0.0000% | $86641645.00       | $319496.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.0613%  | 0.0000% | $640000.00         | $23591.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 5.5000%  | 0.0000% | $727272.00         | $76502.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $7198.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $88618.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $2017.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3461.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.3123%  | 0.0000% | $50000000.00       | $1100171.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $8100.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $222401.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $10367.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $194287.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 2.1324%  | 0.0000% | $50000000.00       | $926720.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $151563.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.7824%  | 0.0000% | $50000000.00       | $1292453.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $118960.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $279091.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $14748.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $30487.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $24065.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $40590.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $20037.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.4324%  | 0.0000% | $10000000.00       | $400223.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $71373.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $351174.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $118738.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $273313.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $335667.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $51678.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $172077.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $131227.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $20000000.00       | $16512.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $33024.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $193132.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.2824%  | 0.0000% | $25000000.00       | $375141.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $2117.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $18122.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $10000000.00       | $10677.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $186201.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10941.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $140552809.00      | $174596.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $85243.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $57535.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $95191.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $95692.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $21112.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $79058.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.3823%  | 0.0000% | $25000000.00       | $839263.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $5429.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $33890.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $130000000.00      | $146810.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.6323%  | 0.0000% | $45000000.00       | $683855.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $34070.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $30445.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $13769.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $32309.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $79321.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $32137.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $246862.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $30000000.00       | $34174.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $90303.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $60755.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.3289%  | 0.0000% | $22833470.00       | $946070.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $213019.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1259235.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $122750000.00      | $3505646.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $789942.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3807646.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.8258%  | 0.0000% | $59474698.00       | $1877448.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.2758%  | 0.0000% | $25000000.00       | $535298.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 3.1258%  | 0.0000% | $60000000.00       | $2618059.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.4758%  | 0.0000% | $30254955.00       | $1146557.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $17817.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3409%  | 0.0000% | $47207427.00       | $305666.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 2.1367%  | 0.0000% | $40272922.00       | $216116.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.3390%  | 0.0000% | $18947000.00       | $83737.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.1155%  | 0.0000% | $41274792.00       | $194704.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.9621%  | 0.0000% | $50000001.00       | $299981.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.3030%  | 0.0000% | $13345000.00       | $108867.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4840%  | 0.0000% | $121565875.00      | $275834.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9304%  | 0.0000% | $22783581.00       | $134967.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.2222%  | 0.0000% | $100000000.00      | $633618.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.7376%  | 0.0000% | $96882694.00       | $193698.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.2506%  | 0.0000% | $4585000.00        | $26044.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.8554%  | 0.0000% | $35000000.00       | $51543.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.5000%  | 0.0000% | $525000.00         | $19459.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $70187.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.3176%  | 0.0000% | $87067583.00       | $105352.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.6316%  | 0.0000% | $6057000.00        | $22841.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.3970%  | 0.0000% | $12830316.00       | $219.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 5.0928%  | 0.0000% | $3000000.00        | $92.82             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 2.1716%  | 0.0000% | $5970310.00        | $70954.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $11.81             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $74863.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6936%  | 0.0000% | $10010000.00       | $41003.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4408%  | 0.0000% | $60000000.00       | $64731.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5117%  | 0.0000% | $14686909.00       | $21056.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5749%  | 0.0000% | $151310000.00      | $247389.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.96              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2711%  | 0.0000% | $31600000.00       | $21451.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6065%  | 0.0000% | $41095000.00       | $97512.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1976%  | 0.0000% | $90888774.00       | $45526.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.35             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1512%  | 0.0000% | $45683000.00       | $26496.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $29.43             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9077%  | 0.0000% | $35100000.00       | $3052.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1199%  | 0.0000% | $17467174.00       | $7081.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3972%  | 0.0000% | $8648000.00        | $9033.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.07              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0798%  | 0.0000% | $182710000.00      | $9680.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.4105%  | 0.0000% | $32233402.00       | $25352.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 2.2016%  | 0.0000% | $15927823.00       | $199437.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.6516%  | 0.0000% | $5224358.00        | $50134.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $521665.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7913%  | 0.0000% | $187842399.00      | $61559.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0644%  | 0.0000% | $50000000.00       | $14333.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2089%  | 0.0000% | $7787000.00        | $3036.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6985%  | 0.0000% | $83000000.00       | $246982.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4833%  | 0.0000% | $6230000.00        | $1777.50           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3078%  | 0.0000% | $2570000.00        | $3305.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3210%  | 0.0000% | $4700000.00        | $32726.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5020%  | 0.0000% | $69800000.00       | $29726.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $103.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3532.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.0968%  | 0.0000% | $15240000.00       | $4591.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 0.1290%  | 0.0000% | $20130000.00       | $7662.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2279%  | 0.0000% | $2550000.00        | $9398.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4851%  | 0.0000% | $974000.00         | $506.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6834%  | 0.0000% | $31620000.00       | $87040.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $273.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $137.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0039%  | 0.0000% | $1840000.00        | $1353.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1744%  | 0.0000% | $7233000.00        | $10210.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.68             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1071%  | 0.0000% | $176495000.00      | $71190.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6344%  | 0.0000% | $72040000.00       | $177156.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2158.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5870%  | 0.0000% | $7250000.00        | $37258.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $444.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $213.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5919%  | 0.0000% | $70404789.00       | $166904.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1650%  | 0.0000% | $32327393.00       | $5476.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0311%  | 0.0000% | $186970000.00      | $2074.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0254%  | 0.0000% | $150896202.00      | $6974.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 2.2016%  | 0.0000% | $24000000.00       | $156152.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-16      | 4.5000%  | 0.0000% | $31800000.00       | $16119.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $900000.00         | $1196635.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1700000.00        | $37008.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.3016%  | 0.0000% | $13861142.00       | $17646.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.7683%  | 0.0000% | $3154000.00        | $14625.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.3516%  | 0.0000% | $43933666.00       | $94487.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $10850.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4622%  | 0.0000% | $4500000.00        | $12437.61          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 1.9739%  | 0.0000% | $22170021.00       | $67106.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $16766.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 3.0000%  | 0.0000% | $2026.00           | $0.87              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $3902.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.7265%  | 0.0000% | $2315436.00        | $7713.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2562%  | 0.0000% | $40670000.00       | $60656.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1421%  | 0.0000% | $5550000.00        | $25.07             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0810%  | 0.0000% | $44160000.00       | $24406.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2216%  | 0.0000% | $15280000.00       | $19139.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4877%  | 0.0000% | $244000.00         | $573.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 6.0000%  | 0.0000% | $1375000.00        | $139967.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.2516%  | 0.0000% | $18715770.00       | $506325.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $272973.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $150917.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 0.9605%  | 0.0000% | $2521085.00        | $7333.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1066971.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $103351.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $85381.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $158045.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $223834.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $9125000.00        | $856129.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $48972.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $26485.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $550583.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $105665.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $52709.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $200000.00         | $19096.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $22752607.00       | $89212.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5197000.00        | $54889.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $7900000.00        | $144333.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.4516%  | 0.0000% | $230000.00         | $22196.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $645000.00         | $53450.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $300000.00         | $20459.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $16159.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $444200.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2100000.00        | $142145.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.4516%  | 0.0000% | $475000.00         | $43056.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.4516%  | 0.0000% | $100000.00         | $8790.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $204198.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $412531.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $2744.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $13141.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $105644.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1500000.00        | $141809.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7248.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $28622.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $1466.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $52650000.00       | $1009226.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $3406000.00        | $51163.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0146%  | 0.0000% | $15866343.00       | $533490.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $92949.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $514820.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $584429.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $800000.00         | $53198.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $18337137.00       | $580.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $17134.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8199%  | 0.0000% | $4283780.00        | $147946.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6707%  | 0.0000% | $6994179.00        | $71433.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $368790.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $1015008.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $547436.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $160903.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $22420.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $311626.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $880868.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $45909.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $154958.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $230485.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.4824%  | 0.0000% | $80000000.00       | $1278957.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $504643.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $9633946.00        | $1030833.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $7028280.00        | $758912.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.1824%  | 0.0000% | $15000000.00       | $1236050.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $811254.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $3749999.00        | $397898.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $77062.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $26371.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $54921.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.5824%  | 0.0000% | $10000000.00       | $144149.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0300%  | 0.0000% | $20000000.00       | $21659.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.7823%  | 0.0000% | $27867319.00       | $513113.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 4.5000%  | 0.0000% | $3666666.00        | $60692.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 0.0016%  | 0.0000% | $45000000.00       | $215894.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $31170.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 0.1016%  | 0.0000% | $75000000.00       | $357932.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21481.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $185434.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $65373689.00       | $229612.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.3516%  | 0.0000% | $5500000.00        | $132687.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $200000.00         | $15676.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $300000.00         | $26605.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1161841.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1599000.00        | $20923.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $87080.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $4042.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $47979314.00       | $936903.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $2250000.00        | $35796.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $27000000.00       | $104133.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $128619.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $14221.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $10564485.00       | $1029243.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $50350.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $47779.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $145443.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $408048.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1180000.00        | $85672.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0519%  | 0.0000% | $4983354.00        | $200111.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9040%  | 0.0000% | $51721.00          | $1419.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $340000.00         | $8598.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.4380%  | 0.0000% | $50149207.00       | $374569.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.1743%  | 0.0000% | $15000000.00       | $597465.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.5188%  | 0.0000% | $12425000.00       | $285383.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.7411%  | 0.0000% | $107856235.00      | $837679.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.5189%  | 0.0000% | $4318000.00        | $108927.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.3559%  | 0.0000% | $10847000.00       | $232490.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.3091%  | 0.0000% | $29320000.00       | $1434884.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 0.2363%  | 0.0000% | $53010043.00       | $78189.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 1.9454%  | 0.0000% | $11564324.00       | $178740.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0002%  | 0.0000% | $86443221.00       | $70460.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $57386.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $353590.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $3872000.00        | $35287.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $176494.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $22713.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $15111.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $313343.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $150524.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $101850.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $121388.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $136099.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $126984.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0323%  | 0.0000% | $50000000.00       | $888469.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $160575.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.8857%  | 0.0000% | $76467000.00       | $242956.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3736%  | 0.0000% | $947000.00         | $1486.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0045%  | 0.0000% | $58002227.00       | $110.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 2.0642%  | 0.0000% | $110462842.00      | $621051.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.7508%  | 0.0000% | $1497000.00        | $28999.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.7750%  | 0.0000% | $13365000.00       | $55989.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.5969%  | 0.0000% | $26450000.00       | $394809.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.7000%  | 0.0000% | $45514845.00       | $877109.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $53437.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $113846.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $57951.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $4861111.00        | $546007.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $3668125.00        | $385148.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.2824%  | 0.0000% | $45000000.00       | $916929.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.0324%  | 0.0000% | $5223326.00        | $308940.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.9324%  | 0.0000% | $20552847.00       | $1135250.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.3323%  | 0.0000% | $30000000.00       | $1244593.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.5824%  | 0.0000% | $50000000.00       | $1306752.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $11221.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $43529.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $11629.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $29451.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $49653.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $227715.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1780935.00        | $62669.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $78045.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $31243.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $114905.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $101117.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.6323%  | 0.0000% | $50000000.00       | $613951.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $306767.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $28315.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $18836.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $9435.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $14716.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $29829.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1160393.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $10000000.00       | $9344.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0800%  | 0.0000% | $10000000.00       | $14957.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0200%  | 0.0000% | $15000000.00       | $5609.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.6372%  | 0.0000% | $61490000.00       | $4551353.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.5861%  | 0.0000% | $11560000.00       | $777395.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $81376.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2824%  | 0.0000% | $655000.00         | $19086.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $82097.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $206023.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $207197.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.0823%  | 0.0000% | $25900000.00       | $986708.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6323%  | 0.0000% | $10000000.00       | $426693.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $66868.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $44579.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $98616.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $113000000.00      | $193579.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $17130.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $80583.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $34821.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $108826.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $52789.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $18273.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 3.1324%  | 0.0000% | $15000000.00       | $424185.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.2824%  | 0.0000% | $25000000.00       | $226157.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.8423%  | 0.0000% | $105000000.00      | $1274120.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $3958.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $54470.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.8523%  | 0.0000% | $57604386.00       | $759404.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $21882.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $451366.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $87725.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1824%  | 0.0000% | $10000000.00       | $455082.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.2324%  | 0.0000% | $15000000.00       | $704067.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.0823%  | 0.0000% | $30000000.00       | $797963.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $32244.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $64500.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $215051.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $17588.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $46723.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $138301.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $38296.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $419510.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $286956.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $479833.00         | $78561.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $243478.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $223555.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $27408.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $45042.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $56683.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $8747.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.3823%  | 0.0000% | $30000000.00       | $1259936.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.4824%  | 0.0000% | $30000000.00       | $1319973.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $80477.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.2324%  | 0.0000% | $40000000.00       | $335837.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $257675.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $49067.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2798.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 3.2758%  | 0.0000% | $43000000.00       | $2415384.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $44858.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $49543.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1503.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4758%  | 0.0000% | $25000000.00       | $607944.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.4258%  | 0.0000% | $60000000.00       | $1488732.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0258%  | 0.0000% | $20000000.00       | $514233.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $34233.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $13966.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $22000.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $717.28            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $385432.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $533.32            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $163842.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $49700.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $13765.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $30113.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $3961.13           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $26402.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $33979.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.6758%  | 0.0000% | $10000000.00       | $647484.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $3249.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.1758%  | 0.0000% | $42760023.00       | $2010165.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $221447.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $11920.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.0758%  | 0.0000% | $58934737.00       | $3433610.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.9258%  | 0.0000% | $10625546.00       | $361522.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $1002288.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.2258%  | 0.0000% | $47400308.00       | $516003.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $17842.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $7319.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $7855.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $74543.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $13066.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $41994.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $81026.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $545145.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $373287.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.0758%  | 0.0000% | $92208232.00       | $3099633.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.7258%  | 0.0000% | $26136191.00       | $428952.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6458%  | 0.0000% | $28433000.00       | $630565.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $567197.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $44590.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $153176.00         | $28450.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $128000.00         | $16586.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5258%  | 0.0000% | $74139548.00       | $1309578.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.3758%  | 0.0000% | $70118899.00       | $1024605.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0258%  | 0.0000% | $45319000.00       | $1088219.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $40524.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $586469.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $36742.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.2758%  | 0.0000% | $290500000.00      | $5609889.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.1758%  | 0.0000% | $50000000.00       | $557793.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $48659.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $8573.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $65999.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $5369.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $54154.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.3758%  | 0.0000% | $3000000.00        | $39921.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $146454.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.4258%  | 0.0000% | $58746045.00       | $894633.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.2758%  | 0.0000% | $40000000.00       | $1098795.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $14269.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $50198.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $13880.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $62653.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $148021.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.8758%  | 0.0000% | $123288348.00      | $4469780.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.0258%  | 0.0000% | $101000000.00      | $1929273.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.1258%  | 0.0000% | $25000000.00       | $492971.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $110574.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $570694.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $679.15            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.3258%  | 0.0000% | $55000000.00       | $1808776.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.8258%  | 0.0000% | $25000000.00       | $959093.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.4258%  | 0.0000% | $50666667.00       | $1233927.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.2758%  | 0.0000% | $98716908.00       | $3380451.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.5258%  | 0.0000% | $38000000.00       | $556528.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $53954.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $387422.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $199106.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $35240.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $23264.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $47102.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 7.8242%  | 0.0000% | $3000000.00        | $2492770.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $531142.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $75386.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $63456.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $59453.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.0000%  | 0.0000% | $704608.00         | $681277.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.2258%  | 0.0000% | $26901946.00       | $1676300.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $278579.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.7758%  | 0.0000% | $50000000.00       | $2406916.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 3.2258%  | 0.0000% | $59438675.00       | $2879007.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.3758%  | 0.0000% | $20000000.00       | $499712.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $743673.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.5258%  | 0.0000% | $54747000.00       | $1883267.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $85825.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.0758%  | 0.0000% | $47618946.00       | $1081876.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $57423.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0258%  | 0.0000% | $90200000.00       | $3324788.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $7816.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.2258%  | 0.0000% | $55500000.00       | $1429004.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5258%  | 0.0000% | $104766702.00      | $2807860.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $54291.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $22516.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $33283.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.1558%  | 0.0000% | $50000000.00       | $2584142.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $4238.02           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $6311.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $13080.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $102855.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $75908.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.5758%  | 0.0000% | $35000000.00       | $1995136.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $118611.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.0258%  | 0.0000% | $177633466.00      | $7165024.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 2.1258%  | 0.0000% | $31339944.00       | $747709.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $65271.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $136328.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.9258%  | 0.0000% | $25000000.00       | $568631.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.1558%  | 0.0000% | $71726826.00       | $1007986.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.2258%  | 0.0000% | $50000000.00       | $1261616.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $197732.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $61940.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $189224.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $37452.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.3258%  | 0.0000% | $50000000.00       | $1662688.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $697159.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $19353.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $126368.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $4674401.00        | $4803830.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $27410.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.8511%  | 0.0000% | $2095000.00        | $6256.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.6425%  | 0.0000% | $2800000.00        | $10970.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 2.1613%  | 0.0000% | $200000.00         | $3936.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $858318.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $60880.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $256197.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $197925.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $49602.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $80806.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $320935.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $189049.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $136855.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $5136.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $30577.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $128905.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $56312.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $74533.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $52012.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.9324%  | 0.0000% | $10000000.00       | $238644.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $5778.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $109644.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $68125.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.5623%  | 0.0000% | $20000000.00       | $531349.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $8835.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $26337.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $92250.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $5984.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $97456.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $99606.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $27555.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $143650.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $64792.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $300909.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7068%  | 0.0000% | $627000.00         | $28604.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9811%  | 0.0000% | $3600000.00        | $200261.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9988%  | 0.0000% | $11000000.00       | $710013.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $142000000.00      | $121.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7849%  | 0.0000% | $169000.00         | $9441.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6397%  | 0.0000% | $22400000.00       | $948354.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $374000.00         | $19687.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5702%  | 0.0000% | $7000000.00        | $284501.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0010%  | 0.0000% | $265000.00         | $18442.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1149624.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7012%  | 0.0000% | $17300000.00       | $898909.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8226%  | 0.0000% | $100000.00         | $6278.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0222%  | 0.0000% | $330000.00         | $22218.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6996%  | 0.0000% | $5100000.00        | $251348.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3311%  | 0.0000% | $535000.00         | $47859.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9380%  | 0.0000% | $330000.00         | $22950.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8757%  | 0.0000% | $378000.00         | $26722.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8180%  | 0.0000% | $580000.00         | $34492.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.6903%  | 0.0000% | $26400000.00       | $1300578.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9544%  | 0.0000% | $770000.00         | $53734.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7571%  | 0.0000% | $5347000.00        | $331558.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $240744.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $69164.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $171224.00         | $139050.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $135476.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $308390.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $207153.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $425318.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $79747.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $132911.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $445255.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.1824%  | 0.0000% | $170000000.00      | $1207025.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $75570.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.3824%  | 0.0000% | $25000000.00       | $582918.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $254439.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $176206.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $46399.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $104820.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $21128.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $27700.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $14282.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.8016%  | 0.0000% | $44300953.00       | $3225.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $905505.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 3.1416%  | 0.0000% | $7600000.00        | $4608.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.6317%  | 0.0000% | $45637000.00       | $101283.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.8307%  | 0.0000% | $34242459.00       | $15477.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.4466%  | 0.0000% | $38232128.00       | $130128.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.6684%  | 0.0000% | $17039817.00       | $9988.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.2827%  | 0.0000% | $12068141.00       | $82.80             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.6198%  | 0.0000% | $58505000.00       | $41250.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6788%  | 0.0000% | $30058530.00       | $41090.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.1115%  | 0.0000% | $128064500.00      | $91235.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.7032%  | 0.0000% | $120000000.00      | $30568.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.2649%  | 0.0000% | $20000000.00       | $4630.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.7964%  | 0.0000% | $1100000.00        | $694.94            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-16      | 2.7513%  | 0.0000% | $1100000.00        | $14214.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $13322551.00       | $499172.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-20      | 2.6616%  | 0.0000% | $1965000.00        | $2442.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.7316%  | 0.0000% | $34900000.00       | $2157.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-10-20      | 2.6416%  | 0.0000% | $5190000.00        | $326.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6471%  | 0.0000% | $21066040.00       | $464549.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3270%  | 0.0000% | $25812000.00       | $350389.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.6024%  | 0.0000% | $33431422.00       | $48309.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5824%  | 0.0000% | $20108000.00       | $82642.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2074%  | 0.0000% | $500000.00         | $4158.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.6584%  | 0.0000% | $67120667.00       | $86766.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5926%  | 0.0000% | $1183000.00        | $4455.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.5297%  | 0.0000% | $1500000.00        | $2189.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.6924%  | 0.0000% | $19428364.00       | $103781.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.0919%  | 0.0000% | $80000000.00       | $319995.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.1577%  | 0.0000% | $46268225.00       | $296407.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.3020%  | 0.0000% | $9000000.00        | $64922.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1183%  | 0.0000% | $50000000.00       | $363119.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.6619%  | 0.0000% | $1704000.00        | $10491.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.2262%  | 0.0000% | $6501000.00        | $49998.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $161.78            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.1581%  | 0.0000% | $188550000.00      | $3.37              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $60086.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $47.16             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.05              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $5986.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3957%  | 0.0000% | $303515873.00      | $19032.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | 0.0001%  | 0.0000% | $200000000.00      | $4.93              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $2.97              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1449.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $49.87             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.02              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $182.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $9820.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 2.1516%  | 0.0000% | $15945000.00       | $10390.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.3013%  | 0.0000% | $15401000.00       | $13357.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.2513%  | 0.0000% | $885000.00         | $30289.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $161974.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8077%  | 0.0000% | $41106136.00       | $19272.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.2231%  | 0.0000% | $4500000.00        | $48551.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.3489%  | 0.0000% | $40081161.00       | $143098.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.3058%  | 0.0000% | $2828000.00        | $23496.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 2.1477%  | 0.0000% | $2643000.00        | $17542.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8803%  | 0.0000% | $42276735.00       | $186167.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.0340%  | 0.0000% | $6434000.00        | $48610.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 2.1132%  | 0.0000% | $1036000.00        | $8595.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 2.0460%  | 0.0000% | $38214880.00       | $234326.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0844%  | 0.0000% | $208000.00         | $3933.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.9078%  | 0.0000% | $1157000.00        | $6316.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.9656%  | 0.0000% | $9026000.00        | $65359.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7848%  | 0.0000% | $9850000.00        | $53128.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8819%  | 0.0000% | $22838000.00       | $111272.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $128012.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $152536.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $81346.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1000%  | 0.0000% | $17000000.00       | $33372.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $178948.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $7436.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $35565.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $15000000.00       | $58935.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $227779.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $62542.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $116246.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 2.2258%  | 0.0000% | $25007250.00       | $1801493.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $150000000.00      | $205734.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.2500%  | 0.0000% | $7482798.00        | $7654911.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $80000000.00       | $228964.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 3.1258%  | 0.0000% | $16050000.00       | $1065966.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1500%  | 0.0000% | $15000000.00       | $64628.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.0258%  | 0.0000% | $100000000.00      | $271344.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $551353.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1258%  | 0.0000% | $195000000.00      | $1079707.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $203532.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.1258%  | 0.0000% | $102718523.00      | $1652271.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $557573.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $1963786.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $779042.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $2998048.00        | $39311.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1422.60           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.4180%  | 0.0000% | $250997935.00      | $5499.95           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 5.5000%  | 0.0000% | $10000000.00       | $1773099.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.5113%  | 0.0000% | $21244584.00       | $2439.32           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-04-25      | 4.5000%  | 0.0000% | $1600000.00        | $305329.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.5000%  | 0.0000% | $1900000.00        | $338881.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.6613%  | 0.0000% | $3050000.00        | $528.75            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 3.2713%  | 0.0000% | $37000000.00       | $15171.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.4513%  | 0.0000% | $19753086.00       | $1055.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 2.1517%  | 0.0000% | $1085000.00        | $1239.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.1917%  | 0.0000% | $1044408.00        | $1352.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-03-15      | 4.5000%  | 0.0000% | $1461000.00        | $111442.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 4.5000%  | 0.0000% | $3835000.00        | $243556.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-10-15      | 4.5000%  | 0.0000% | $1278000.00        | $267082.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 2.0113%  | 0.0000% | $3918472.00        | $2129.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 2.0113%  | 0.0000% | $14655000.00       | $2302.65           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-06-25      | 4.5000%  | 0.0000% | $3373000.00        | $666441.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 0.7217%  | 0.0000% | $12500000.00       | $549055.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 4.5000%  | 0.0000% | $2220000.00        | $1358058.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.5000%  | 0.0000% | $1300000.00        | $270021.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.9317%  | 0.0000% | $18300000.00       | $1487.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 4.5000%  | 0.0000% | $600000.00         | $175153.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.6517%  | 0.0000% | $100000000.00      | $13738.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 6.0000%  | 0.0000% | $10855.00          | $30706.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.6493%  | 0.0000% | $86271611.00       | $33538.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $356.03            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 4.5000%  | 0.0000% | $500000.00         | $259850.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 4.5000%  | 0.0000% | $1100000.00        | $210365.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 1.8033%  | 0.0000% | $25300000.00       | $197529.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 4.5000%  | 0.0000% | $500000.00         | $91488.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $426550.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $114051.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 1.9840%  | 0.0000% | $11678000.00       | $599720.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-04-15      | 4.5000%  | 0.0000% | $6479487.00        | $826954.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $35403712.00       | $30379413.57       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.4231%  | 0.0000% | $50000.00          | $24241.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-04-20      | 2.8016%  | 0.0000% | $1470000.00        | $782.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $5816.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $966.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1554%  | 0.0000% | $3913000.00        | $2.16              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7888%  | 0.0000% | $9000000.00        | $79.03             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.31              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0001%  | 0.0000% | $92307606.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.08              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 2.5257%  | 0.0000% | $85000000.00       | $2767.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6019%  | 0.0000% | $92200000.00       | $1086962.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $134494000.00      | $561727.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.4011%  | 0.0000% | $27850322.00       | $389516.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2613%  | 0.0000% | $23503901.00       | $295579.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.5212%  | 0.0000% | $55270998.00       | $222336.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8046%  | 0.0000% | $50590001.00       | $1109956.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 1.2996%  | 0.0000% | $17778781.00       | $457620.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 2.0095%  | 0.0000% | $43042938.00       | $230400.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.6768%  | 0.0000% | $26187556.00       | $673270.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7819%  | 0.0000% | $51548315.00       | $200212.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.9288%  | 0.0000% | $20136422.00       | $171954.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 1.8032%  | 0.0000% | $37253678.00       | $369941.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8269%  | 0.0000% | $48280052.00       | $344524.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.2826%  | 0.0000% | $18285188.00       | $368809.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.3859%  | 0.0000% | $19188000.00       | $236592.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.3549%  | 0.0000% | $885000.00         | $11807.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6346%  | 0.0000% | $138465286.00      | $526299.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8259%  | 0.0000% | $100000000.00      | $710762.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9873%  | 0.0000% | $150000000.00      | $786462.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4269%  | 0.0000% | $96712448.00       | $425477.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7230%  | 0.0000% | $120000000.00      | $632780.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $922114.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8264%  | 0.0000% | $106897339.00      | $1049112.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7177%  | 0.0000% | $115000000.00      | $1293833.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6019%  | 0.0000% | $75015040.00       | $1142699.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6801%  | 0.0000% | $142417131.00      | $1117239.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-11-16      | 0.5012%  | 0.0000% | $125622164.00      | $566733.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $46646.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $296735.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.7906%  | 0.0000% | $87000000.00       | $685871.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1335%  | 0.0000% | $7500000.00        | $388619.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9867%  | 0.0000% | $37968934.00       | $1027693.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $15500000.00       | $1208238.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2618%  | 0.0000% | $10555000.00       | $401519.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9389%  | 0.0000% | $1478000.00        | $56690.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0935%  | 0.0000% | $661000.00         | $25390.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8704%  | 0.0000% | $1304000.00        | $41310.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9721%  | 0.0000% | $13000000.00       | $504956.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $35000000.00       | $1147172.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7989%  | 0.0000% | $510000.00         | $19677.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1690%  | 0.0000% | $7400000.00        | $483142.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8813%  | 0.0000% | $465000.00         | $21618.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7589%  | 0.0000% | $105000.00         | $4754.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8349%  | 0.0000% | $2500000.00        | $114228.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7868%  | 0.0000% | $210525.00         | $9428.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.8538%  | 0.0000% | $22000000.00       | $579036.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6078%  | 0.0000% | $220000.00         | $6868.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0213%  | 0.0000% | $44177162.00       | $953721.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.8868%  | 0.0000% | $23262877.00       | $347887.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.0090%  | 0.0000% | $30602794.00       | $29785.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2357%  | 0.0000% | $28607880.00       | $1295607.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.1023%  | 0.0000% | $4669000.00        | $109669.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2571%  | 0.0000% | $14635149.00       | $646543.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.3599%  | 0.0000% | $17157604.00       | $785310.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.7881%  | 0.0000% | $23205000.00       | $561223.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1305%  | 0.0000% | $25816385.00       | $300834.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0837%  | 0.0000% | $15293749.00       | $408789.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5808%  | 0.0000% | $12977576.00       | $405488.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1698%  | 0.0000% | $5049054.00        | $29607.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.0107%  | 0.0000% | $45512037.00       | $907409.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.1942%  | 0.0000% | $28703471.00       | $581880.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $2500000.00        | $132922.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8774%  | 0.0000% | $3200000.00        | $172668.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9923%  | 0.0000% | $855000.00         | $52296.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9340%  | 0.0000% | $3330000.00        | $181894.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 1.4223%  | 0.0000% | $540000.00         | $45506.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7221%  | 0.0000% | $17393000.00       | $739855.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6015%  | 0.0000% | $4500000.00        | $385114.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8797%  | 0.0000% | $9148000.00        | $473679.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $70319882.00       | $63.65             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0338%  | 0.0000% | $5212000.00        | $299796.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $3000000.00        | $161608.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1446%  | 0.0000% | $1223000.00        | $72827.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $158.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $73584.00          | $75148.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8785%  | 0.0000% | $51800918.00       | $215384.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | N/A      | 0.0000% | $50000000.00       | $56831.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $94629.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $515000.00         | $608973.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.3516%  | 0.0000% | $102198991.00      | $1126166.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.3516%  | 0.0000% | $48400735.00       | $135334.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | N/A      | 0.0000% | $100000000.00      | $550752.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $36064.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8094%  | 0.0000% | $355551.00         | $17214.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8817%  | 0.0000% | $7164000.00        | $381356.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $91.42             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8667%  | 0.0000% | $1371000.00        | $71520.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $184828.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9040%  | 0.0000% | $10570000.00       | $600352.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9892%  | 0.0000% | $10700000.00       | $564693.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4281%  | 0.0000% | $10500000.00       | $769121.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $1382000.00        | $85402.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7086%  | 0.0000% | $18858000.00       | $1078849.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $12910.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8317.35           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $50248.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1500000.00        | $211855.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $12928.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1828.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.9324%  | 0.0000% | $50000000.00       | $778928.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $942.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.2824%  | 0.0000% | $25000000.00       | $378999.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $527488.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2797.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.2824%  | 0.0000% | $20000000.00       | $493364.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.9324%  | 0.0000% | $20000000.00       | $330488.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.0823%  | 0.0000% | $25000000.00       | $664550.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.2824%  | 0.0000% | $62627718.00       | $1201503.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.9023%  | 0.0000% | $30000000.00       | $870099.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.6824%  | 0.0000% | $33695566.00       | $489099.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $71394.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $21488.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $83532.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $53405.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $250504.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $73369.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $85797.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.7823%  | 0.0000% | $50000000.00       | $567228.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $4590579.00        | $3.70              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $113.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $62151.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6824%  | 0.0000% | $10000000.00       | $246907.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $71428.00          | $11861.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $42671.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $6532.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $110536.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.6323%  | 0.0000% | $30000000.00       | $241358.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $67999.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $155923.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5002%  | 0.0000% | $192307.00         | $17056.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.7824%  | 0.0000% | $14918139.00       | $339052.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.4823%  | 0.0000% | $18126000.00       | $503890.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $28950.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.2824%  | 0.0000% | $20000000.00       | $661909.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $578569.00         | $77890.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $24869.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $86900.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $27274.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $148178.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.4823%  | 0.0000% | $48888889.00       | $1114620.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $34223.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $34223.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $34223.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $34223.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $14827.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27177.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $14827.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27167.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $107613.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $353445.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $35254.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4824%  | 0.0000% | $20000000.00       | $349077.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $212856.00         | $27178.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $91461.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $23328.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $124496.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $23582.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $392856.00         | $42832.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $113060.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $113947.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6323%  | 0.0000% | $10000000.00       | $346595.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.2824%  | 0.0000% | $10000000.00       | $292082.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $50113.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $346582.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $27827.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $106349.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $189120.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $69022.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $74001.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $174558.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.2824%  | 0.0000% | $30000000.00       | $1460581.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.9324%  | 0.0000% | $19000000.00       | $1277816.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.9324%  | 0.0000% | $35000000.00       | $496019.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $49639.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $213232.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $440583.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $5625000.00        | $688931.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $325094.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3689000.00        | $344897.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $92147.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $63000000.00       | $435239.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $103197.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $400283.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $407713.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $90634.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $540989.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $404472.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $3340.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $503.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $28701143.00       | $250506.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $90313.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $1017664.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $18500000.00       | $199952.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $96000000.00       | $1171864.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $992259.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $489108.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $944322.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $30000000.00       | $3596.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $1048258.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $20959.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $481858.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $180080.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $103871.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $30000000.00       | $19043.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $100000000.00      | $384162.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $289770.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.3323%  | 0.0000% | $50000000.00       | $745010.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8038%  | 0.0000% | $65524795.00       | $3511067.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.4788%  | 0.0000% | $4863186.00        | $190393.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.5698%  | 0.0000% | $115680000.00      | $8294022.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.5595%  | 0.0000% | $19820000.00       | $1354257.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.3996%  | 0.0000% | $27380000.00       | $1598682.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.4703%  | 0.0000% | $11830000.00       | $750049.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.5644%  | 0.0000% | $107610000.00      | $6701279.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.4766%  | 0.0000% | $64724603.00       | $772430.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $11292000.00       | $977290.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2016%  | 0.0000% | $850000.00         | $69104.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.1824%  | 0.0000% | $25000000.00       | $261611.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.3824%  | 0.0000% | $36390000.00       | $732906.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $129777.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $60752.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $16334.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $40315110.00       | $485472.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $300319.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $83012.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $272090.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $57915422.00       | $680690.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $464.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $276651.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $643151.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 0.3624%  | 0.0000% | $50000000.00       | $969570.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $20000000.00       | $77831.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $69633.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $2181.74           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $125805.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $695374.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0024%  | 0.0000% | $12000000.00       | $186295.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.3824%  | 0.0000% | $1000000.00        | $33522.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.3824%  | 0.0000% | $1000000.00        | $32432.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.3824%  | 0.0000% | $1000000.00        | $32432.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.1824%  | 0.0000% | $25000000.00       | $566844.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $194812.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $253482.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.3824%  | 0.0000% | $54572337.00       | $1117220.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.4824%  | 0.0000% | $50000000.00       | $900271.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $956.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $383.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $45362.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.5324%  | 0.0000% | $15000000.00       | $420919.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $1172.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $1399.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $65935.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $29271.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7202%  | 0.0000% | $17021000.00       | $1160404.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $477031.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | N/A      | 0.0000% | $15000000.00       | $283032.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.1623%  | 0.0000% | $50000000.00       | $885417.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.7323%  | 0.0000% | $215000.00         | $25700.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.2323%  | 0.0000% | $20000000.00       | $395433.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $167998.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $6233.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 4.5000%  | 0.0000% | $3900000.00        | $1880071.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $561736.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 1.8729%  | 0.0000% | $101180763.00      | $292717.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 3.0000%  | 0.0000% | $500000.00         | $642532.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $375840.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-15      | 4.0000%  | 0.0000% | $250000.00         | $367096.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 1.8496%  | 0.0000% | $801316.00         | $2404.82           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $564180.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $116742.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1724435.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $3723.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-07-15      | 3.5000%  | 0.0000% | $1500000.00        | $9.55              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $503173.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.7327%  | 0.0000% | $2700000.00        | $10547.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 1.6813%  | 0.0000% | $105496846.00      | $932300.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $182372.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $376843.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 1.7440%  | 0.0000% | $71407604.00       | $658310.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 4.5000%  | 0.0000% | $14601203.00       | $446035.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.2699%  | 0.0000% | $32110000.00       | $78168.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $286500.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 1.6874%  | 0.0000% | $73541048.00       | $447372.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-15      | N/A      | 0.0000% | $87729140.00       | $606247.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.9365%  | 0.0000% | $69118725.00       | $822741.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.7941%  | 0.0000% | $1700000.00        | $2247.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.7583%  | 0.0000% | $25487149.00       | $181929.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.9991%  | 0.0000% | $19007000.00       | $14562.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.8187%  | 0.0000% | $7179000.00        | $47985.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.9260%  | 0.0000% | $107060003.00      | $849026.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 2.1634%  | 0.0000% | $10143000.00       | $67062.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 2.0025%  | 0.0000% | $3636000.00        | $12088.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.9608%  | 0.0000% | $116481213.00      | $630780.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.1609%  | 0.0000% | $62614494.00       | $487823.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.1097%  | 0.0000% | $36772864.00       | $319011.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.8758%  | 0.0000% | $160000000.00      | $4907151.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2000%  | 0.0000% | $105000000.00      | $174452.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $1268.18           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $12500000.00       | $40779.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.2258%  | 0.0000% | $10000000.00       | $120971.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.2758%  | 0.0000% | $50000000.00       | $627745.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $106519.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.7258%  | 0.0000% | $25050000.00       | $883209.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4628219.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $9163.68           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $38062.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $29024.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $9778.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $298077.00         | $51676.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 2.0758%  | 0.0000% | $27377680.00       | $1186179.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.4758%  | 0.0000% | $122904561.00      | $5824091.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.8758%  | 0.0000% | $50000000.00       | $1410853.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $14075.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 1.7700%  | 0.0000% | $220339174.00      | $443711.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 4.5000%  | 0.0000% | $2320000.00        | $2280160.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 4.5000%  | 0.0000% | $1320000.00        | $704384.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | 4.5000%  | 0.0000% | $1540000.00        | $590191.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20922.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.5517%  | 0.0000% | $34114911.00       | $59156.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $740.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $499.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $1417.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $4912487.00        | $66331.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $2300000.00        | $163.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $101698.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $94565.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $5.58              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $115010.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $87903.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.2596%  | 0.0000% | $102000000.00      | $1450775.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.8626%  | 0.0000% | $100000000.00      | $1327391.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.2872%  | 0.0000% | $78665828.00       | $1322585.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.5135%  | 0.0000% | $156350000.00      | $2275669.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.5000%  | 0.0000% | $131488.00         | $32.51             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $250527.00         | $1.82              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $720.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 1.7120%  | 0.0000% | $40188047.00       | $97065.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $600000.00         | $570833.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 0.8613%  | 0.0000% | $3795000.00        | $74335.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 4.5000%  | 0.0000% | $300000.00         | $467257.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 2.6113%  | 0.0000% | $319326.00         | $2140.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $3826.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.6613%  | 0.0000% | $2483600.00        | $21637.09          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 3.5000%  | 0.0000% | $7898854.00        | $8617895.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $445.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $909.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $650.71            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $2049.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $43246.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $4130180.00        | $2960487.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.4930%  | 0.0000% | $2181819.00        | $604063.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $95879.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $93549.93          | Agency Collateralized Mortgage Obligation |

### Security 248: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DEJJ6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1DEJJ6_3.73_0107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $176589200.00      | $154371409.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $194194600.00      | $198038237.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $53371300.00       | $55590384.30       | U.S. Treasuries (including strips) |

### Security 249: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DFTL7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1DFTL7_3.72_0612
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $67345064.00       | $29216380.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $178865414.00      | $22169434.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $399000000.00      | $53180743.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $249765051.00      | $49929945.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $493191717.00      | $53127469.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $229312212.00      | $49876025.71       | Agency Mortgage-Backed Securities |

### Security 250: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DFU27, C.3 - LEI: N/A, C.5 - Other ID: ARP1DFU27_3.79_0105
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $201923700.00      | $204000051.32      | U.S. Treasuries (including strips) |

### Security 251: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.540000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DLDG2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1DLDG2_3.54_0107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1031496.00        | $853312.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $969.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1584.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $520.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1217560.00        | $896914.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2264.00           | $508.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $241.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2002270.00        | $2051231.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1731794.00        | $1586469.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1130750.00        | $1165998.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $914.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $4239626.00        | $4363156.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2863511.00        | $2910218.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $940.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1226370.00        | $1270097.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $9102924.00        | $9380069.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $10510103.00       | $10497156.47       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $5070392.00        | $5456328.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $2988808.00        | $3142768.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2321896.00        | $2417255.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $3448686.00        | $3474017.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $5052752.00        | $5064863.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $982.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $6959872.00        | $6985891.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1067.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.5000%  | 0.0000% | $6120250.00        | $6423632.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2018.00           | $2024.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 6.0000%  | 0.0000% | $5921728.00        | $6121408.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $432.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $1053.00           | $771.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $1001.00           | $199.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $207000.00         | $47172.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $275.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $1024.00           | $113.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $1639000.00        | $412414.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $411.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $731.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $2051.00           | $1543.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $868.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $802.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $972.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $967.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $18183264.00       | $18187583.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $954.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $2023.00           | $2056.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $900.07            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-03-12      | N/A      | 0.0000% | $3721600.00        | $3696356.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-20      | N/A      | 0.0000% | $1200.00           | $1197.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $87323200.00       | $88266045.47       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $906.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $28000.00          | $10800.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $421.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $831.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $504.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $3133.00           | $1722.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $2327000.00        | $1216128.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $1036.00           | $666.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $750.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $2021.00           | $1760.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $186919.00         | $147940.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $760.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $748.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $839.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $199000.00         | $162712.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $836.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 5.0000%  | 0.0000% | $1000.00           | $785.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1008.00           | $797.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $794.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $784.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $788.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $963.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $2586448.00        | $2411483.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $881.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $625000.00         | $586802.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $918.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $973.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $893.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $9540088.00        | $8230586.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $899.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $989.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $917.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $940.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $872.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $867.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $854.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.5000%  | 0.0000% | $4116152.00        | $3565179.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $3517848.00        | $2671130.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $953.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $711.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $914.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $888.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $896.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1008.00           | $766.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 3.5000%  | 0.0000% | $1024.00           | $963.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $983.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $3356940.00        | $3443537.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $1008.00           | $981.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $962.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1025.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $874.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1280.00           | $1241.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $35000.00          | $33013.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1120.00           | $1054.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $817.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $781.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1736.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1875.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $5209192.00        | $4991749.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $941.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $923.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $972.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2080.00           | $1899.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $985.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $2557000.00        | $2625198.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $4089848.00        | $4114582.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $987.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1015.00           | $934.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $648000.00         | $601255.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $976.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $945.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1798.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $954.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $959.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $2077.00           | $2080.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2053.00           | $2058.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $2108.00           | $2034.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $1030.00           | $1001.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $1025.00           | $991.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-10-01      | 3.5000%  | 0.0000% | $1053.00           | $1015.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1080.00           | $1082.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $211.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $2158.00           | $611.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $130000.00         | $32465.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 4.5000%  | 0.0000% | $106998.00         | $26870.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-03-01      | 2.5000%  | 0.0000% | $130000.00         | $31847.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $390.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-11-01      | 2.0000%  | 0.0000% | $2000.00           | $917.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $339.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $442.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $1039.00           | $610.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $2079.00           | $1400.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2338000.00        | $1460932.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $47664.00          | $35996.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $622.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $1096000.00        | $763284.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $389000.00         | $295969.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $673.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $6024.00           | $5557.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $755.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $759.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1483000.00        | $1177641.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8693904.00        | $7458483.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1348060.00        | $1055565.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $748.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1298840.00        | $907663.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $2076.00           | $1709.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1036.00           | $731.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1153.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $1020.00           | $898.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2164.00           | $1976.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $3035.00           | $2510.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $919.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $909.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $910.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $972.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $5145240.00        | $4750021.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-25      | 3.5000%  | 0.0000% | $1000.00           | $785.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $3010.00           | $2859.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1280.00           | $1253.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $2076.00           | $2006.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $942.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $994.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1055.00           | $1050.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $3183.00           | $3219.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.5000%  | 0.0000% | $152097065.00      | $156133995.69      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.0000%  | 0.0000% | $3000.00           | $3023.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1077.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1612870.00        | $1193805.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-01      | 5.5000%  | 0.0000% | $1024.00           | $3.43              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $173.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $877821.00         | $239934.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4859000.00        | $465867.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $10440999.00       | $1206827.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 4.0000%  | 0.0000% | $33385536.00       | $3518103.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $388.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $57.87             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $244.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $509.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $214024.00         | $102656.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-02-01      | 6.5000%  | 0.0000% | $1000.00           | $409.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1112.00           | $903.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1035.00           | $855.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2291000.00        | $1582597.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $16957.00          | $12327.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $768.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $423.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 3.0000%  | 0.0000% | $1008.00           | $777.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $2856342.00        | $2138579.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $35000.00          | $29375.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2026-04-01      | 3.5000%  | 0.0000% | $32618000.00       | $35098.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 2.5000%  | 0.0000% | $29999000.00       | $599565.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $175.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.5000%  | 0.0000% | $1008.00           | $124.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $753.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $637.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 6.5000%  | 0.0000% | $1040.00           | $482.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 6.5000%  | 0.0000% | $1895806.00        | $895782.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 3.0000%  | 0.0000% | $1024.00           | $342.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $173.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $751.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $856.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $844.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $9044832.00        | $8627292.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $738.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $797.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.0000%  | 0.0000% | $1923000.00        | $1726834.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $751.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $134412.00         | $125845.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $845.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $829.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $120.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $127.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $168.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $295.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $210.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $466.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $514.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $803.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $2624320.00        | $1743334.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $618.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $746.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $724.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $762.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.0000%  | 0.0000% | $5498450.00        | $5178183.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $699000.00         | $668077.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $489.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $438.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $708.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 2.5000%  | 0.0000% | $3454072.00        | $1979103.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $437.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $272.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-05-01      | 2.0000%  | 0.0000% | $1000.00           | $60.97             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $879.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $790.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $906.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $934.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.5000%  | 0.0000% | $3169924.00        | $2568784.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 6.5000%  | 0.0000% | $3998000.00        | $3361212.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.0000%  | 0.0000% | $1887200.00        | $1871131.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $324.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $186.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $1008.00           | $97.44             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $99.81             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $493.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1163292.00        | $951448.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1089762.00        | $877640.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1321475.00        | $1116493.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 6.5000%  | 0.0000% | $1000.00           | $615.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $282416.00         | $236297.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1103750.00        | $1063190.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $809.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1028468.00        | $1030897.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1470653.00        | $1046731.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1008.00           | $1059.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $448730.00         | $411928.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $4501000.00        | $4345277.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $10711733.00       | $11089770.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $846.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1077.00           | $1029.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $7419120.00        | $6611393.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $2112100.00        | $2174763.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $990.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $538618.00         | $537550.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $965.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $29519.00          | $27985.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $3038.00           | $2980.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1015.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $937.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $969.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1046.00           | $1017.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $954.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $861.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1056350.00        | $1112097.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1029250.00        | $1085074.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $1113476.00        | $1090673.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2095.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $3088.00           | $3094.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $1514550.00        | $1577718.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $6000.00           | $5891.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $4425139.00        | $4559867.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $2028.00           | $2068.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1265250.00        | $1304872.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $986.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4042.00           | $3808.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $4567030.00        | $4692799.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $3158064.00        | $3042857.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $5803168.00        | $6015996.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1969.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1007.00           | $1024.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $6539876.00        | $6847909.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1480938.00        | $1595686.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1006.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1026.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1076010.00        | $1104705.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $2016.00           | $2063.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1653.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $938.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $933.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $949.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $2080.00           | $1977.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $986.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $937.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1012.65           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $843.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $517222.00         | $433156.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 4.5000%  | 0.0000% | $1000.00           | $872.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $1001.00           | $436.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $914.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $759.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 6.5000%  | 0.0000% | $7843270.00        | $4304676.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $2943088.00        | $2441359.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $493840.00         | $475584.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $1000.00           | $989.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.5000%  | 0.0000% | $1006988.00        | $991371.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $48.06             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1069988.00        | $1066408.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $27576.00          | $25082.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 7.0000%  | 0.0000% | $1279500.00        | $1351445.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1671514.00        | $1480458.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2158739.00        | $2237468.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $949.21            | Agency Mortgage-Backed Securities  |

### Security 252: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DOBE3, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1DOBE3_3.80_0102
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $41688300.00       | $26662189.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $172497900.00      | $163109701.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $251551700.00      | $243728108.54      | U.S. Treasuries (including strips) |

### Security 253: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DPBQ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1DPBQ3_3.79_0107
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-08-25      | 2.1113%  | 0.0000% | $146920181.00      | $5058632.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 4.0000%  | 0.0000% | $90846523.00       | $9364731.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 4.5000%  | 0.0000% | $56886493.00       | $6368592.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 2.0613%  | 0.0000% | $96587793.00       | $8368609.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 2.1113%  | 0.0000% | $82712887.00       | $8352423.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 2.0113%  | 0.0000% | $69606673.00       | $6130835.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3522610.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.2324%  | 0.0000% | $31000000.00       | $1458428.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.2824%  | 0.0000% | $19318398.00       | $2255499.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5023776.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5616999.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.2016%  | 0.0000% | $73151725.00       | $7181648.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $107857312.00      | $18982970.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3037590.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.9724%  | 0.0000% | $46010169.00       | $1725503.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.8323%  | 0.0000% | $47000000.00       | $1697604.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.0324%  | 0.0000% | $18000000.00       | $1236166.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.0324%  | 0.0000% | $100000000.00      | $5394565.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.0324%  | 0.0000% | $100000000.00      | $2851722.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0088%  | 0.0000% | $170000000.00      | $3304402.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2016%  | 0.0000% | $173153683.00      | $18851512.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.5016%  | 0.0000% | $54503825.00       | $6356469.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.8266%  | 0.0000% | $21566888.00       | $2911105.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2016%  | 0.0000% | $93915748.00       | $9835898.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2016%  | 0.0000% | $44500075.00       | $4746152.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.7823%  | 0.0000% | $100000000.00      | $4543430.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.7823%  | 0.0000% | $80000000.00       | $3052882.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.4123%  | 0.0000% | $195000000.00      | $7530291.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1349110.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.9823%  | 0.0000% | $200000000.00      | $5793846.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $6692283.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.1324%  | 0.0000% | $17000000.00       | $1412827.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.0074%  | 0.0000% | $200000000.00      | $12209490.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.5235%  | 0.0000% | $253000000.00      | $3073181.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.6824%  | 0.0000% | $78965220.00       | $2358406.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.4324%  | 0.0000% | $100000000.00      | $3068071.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.3023%  | 0.0000% | $100000000.00      | $1632363.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.3323%  | 0.0000% | $200000000.00      | $1883359.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.0823%  | 0.0000% | $13438826.00       | $1557160.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.4324%  | 0.0000% | $93000000.00       | $5546817.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.9324%  | 0.0000% | $50000000.00       | $1390380.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $20314497.00       | $2856367.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $29999995.00       | $35141.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.1824%  | 0.0000% | $170000000.00      | $7621523.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2324%  | 0.0000% | $60000000.00       | $3074777.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0000%  | 0.0000% | $6424805.00        | $172651.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0000%  | 0.0000% | $6251985.00        | $152071.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $200000.00         | $180730.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $19933185.00       | $3405263.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2016%  | 0.0000% | $60176659.00       | $7082287.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.1824%  | 0.0000% | $165039690.00      | $6852670.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.0000%  | 0.0000% | $999999.00         | $45901.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.6824%  | 0.0000% | $50000000.00       | $3624368.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.5324%  | 0.0000% | $170000000.00      | $9863679.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.6623%  | 0.0000% | $30000000.00       | $1672985.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $49999973.00       | $60447.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.6824%  | 0.0000% | $136289332.00      | $9272243.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.6824%  | 0.0000% | $43030535.00       | $4672981.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.9324%  | 0.0000% | $100000000.00      | $3506450.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1875000.00        | $405269.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0824%  | 0.0000% | $120000000.00      | $2310640.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.1824%  | 0.0000% | $250000000.00      | $3382252.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.2016%  | 0.0000% | $190928873.00      | $5015060.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.3516%  | 0.0000% | $75209809.00       | $4220275.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1372968.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.3516%  | 0.0000% | $3037000.00        | $218416.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $43167996.00       | $1798400.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.3516%  | 0.0000% | $66473586.00       | $2555225.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.3516%  | 0.0000% | $49592185.00       | $2998865.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088094.00      | $7904277.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6518331.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $1990445.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $22000000.00       | $1667067.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.3516%  | 0.0000% | $3823000.00        | $213755.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $27715031.00       | $1627482.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.4516%  | 0.0000% | $8000000.00        | $632614.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.4516%  | 0.0000% | $15000000.00       | $943694.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.4516%  | 0.0000% | $33000000.00       | $2675897.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8318547.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.4516%  | 0.0000% | $29319249.00       | $2394939.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $17599796.00       | $1151867.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1918562.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.4516%  | 0.0000% | $27818181.00       | $2136702.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.4516%  | 0.0000% | $1611000.00        | $121069.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.4516%  | 0.0000% | $2848000.00        | $243293.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.5258%  | 0.0000% | $200018224.00      | $6011582.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 6.6000%  | 0.0000% | $15874000.00       | $14053543.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 2.0113%  | 0.0000% | $88819952.00       | $9152604.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 2.0613%  | 0.0000% | $70650117.00       | $7212325.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.0113%  | 0.0000% | $52006853.00       | $5039158.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 1.5758%  | 0.0000% | $161800049.00      | $8453244.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-12-25      | 1.5758%  | 0.0000% | $141430551.00      | $7463250.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $9218476.00        | $11995748.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-25      | 2.2812%  | 0.0000% | $40934565.00       | $2988469.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 2.0613%  | 0.0000% | $345612857.00      | $11166176.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $98370798.00       | $8268895.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $86569995.00       | $7164797.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | N/A      | 0.0000% | $40000000.00       | $738846.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-15      | 1.9017%  | 0.0000% | $48543875.00       | $4825387.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.9258%  | 0.0000% | $300000000.00      | $17661053.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.8758%  | 0.0000% | $215250018.00      | $7321528.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $107981439.00      | $6981643.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $16511990.00       | $11098279.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $10000000.00       | $5258149.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $19870873.00       | $18485195.89       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 5.0000%  | 0.0000% | $4793652.00        | $171055.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-04-15      | 5.7000%  | 0.0000% | $3200000.00        | $3359576.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-09-15      | 5.8300%  | 0.0000% | $7455436.00        | $7835814.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $8127072.00        | $8426652.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3316344.00        | $3421105.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $2894192.00        | $2927221.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $26955264.00       | $28300574.27       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1324142.00        | $1392207.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $7305904.00        | $7527691.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $2483144.00        | $2612927.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.0000%  | 0.0000% | $2116996.00        | $169374.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-20      | 5.5000%  | 0.0000% | $23208584.00       | $615431.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-16      | 4.5000%  | 0.0000% | $3310000.00        | $1362135.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 1.9016%  | 0.0000% | $473125000.00      | $1430529.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 2.2516%  | 0.0000% | $72589000.00       | $666154.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 2.8016%  | 0.0000% | $21428571.00       | $381813.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1828610.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $17684560.00       | $291615.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.3516%  | 0.0000% | $47506714.00       | $755429.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $25170500.00       | $287778.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1291143.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $22918959.00       | $750170.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $35165143.00       | $885425.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $77028571.00       | $494769.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.3516%  | 0.0000% | $22237939.00       | $259117.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.8916%  | 0.0000% | $161020746.00      | $1582731.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.8016%  | 0.0000% | $18160000.00       | $130909.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 4.5000%  | 0.0000% | $916000.00         | $21921.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $418871.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $478178.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $60441000.00       | $484839.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $25312449.00       | $166748.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $345613.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.2516%  | 0.0000% | $66122517.00       | $1615692.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $8370000.00        | $321372.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $81428570.00       | $11455.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 2.2516%  | 0.0000% | $25259773.00       | $723123.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4316095.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.5455%  | 0.0000% | $70000000.00       | $1676716.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.7940%  | 0.0000% | $114925136.00      | $3613160.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $50860570.00       | $571448.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $767152.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $8400000.00        | $340793.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.7516%  | 0.0000% | $56774729.00       | $1129067.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7472%  | 0.0000% | $130450000.00      | $7461443.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.5000%  | 0.0000% | $3000000.00        | $74495.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9306%  | 0.0000% | $55000000.00       | $3729646.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 1.2875%  | 0.0000% | $37994480.00       | $3358789.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.9248%  | 0.0000% | $8840000.00        | $582737.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9815%  | 0.0000% | $33296039.00       | $2369709.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.9073%  | 0.0000% | $20254243.00       | $1290045.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8547%  | 0.0000% | $119993468.00      | $7866794.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 1.0030%  | 0.0000% | $4571000.00        | $336162.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0000%  | 0.0000% | $76659900.00       | $1967544.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-16      | 1.0000%  | 0.0000% | $10515436.00       | $638332.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8067%  | 0.0000% | $253401703.00      | $18241985.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 0.9311%  | 0.0000% | $49590410.00       | $3991337.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.2500%  | 0.0000% | $10000000.00       | $112290.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.2500%  | 0.0000% | $2000000.00        | $18353.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.9474%  | 0.0000% | $96176688.00       | $7843574.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8454%  | 0.0000% | $143417941.00      | $10186173.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 5.0000%  | 0.0000% | $18546740.00       | $18270100.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2824%  | 0.0000% | $212000000.00      | $9791667.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.1000%  | 0.0000% | $170000000.00      | $410940.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2324%  | 0.0000% | $200000000.00      | $9095816.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.3823%  | 0.0000% | $130000000.00      | $6393284.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $9375000.00        | $434036.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.7516%  | 0.0000% | $27000000.00       | $713802.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2016%  | 0.0000% | $33304063.00       | $691901.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.6916%  | 0.0000% | $50000000.00       | $903697.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.3823%  | 0.0000% | $90000000.00       | $3953356.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | N/A      | 0.0000% | $50000000.00       | $901334.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.8324%  | 0.0000% | $263000000.00      | $9723460.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 2.2516%  | 0.0000% | $96097941.00       | $2644777.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $30926454.00       | $719236.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.2516%  | 0.0000% | $8141610.00        | $234362.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.2516%  | 0.0000% | $19160664.00       | $515330.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5684048.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.2516%  | 0.0000% | $34167000.00       | $861505.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 2.1516%  | 0.0000% | $15292399.00       | $556007.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $400750.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5197284.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $9882721.00        | $370257.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9005222.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $6021688.00        | $446829.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1175000.00        | $77275.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2016%  | 0.0000% | $96961925.00       | $4764781.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2516%  | 0.0000% | $47654869.00       | $2249323.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2516%  | 0.0000% | $36250000.00       | $2746671.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2016%  | 0.0000% | $10560142.00       | $539623.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.2016%  | 0.0000% | $41545861.00       | $1679121.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $29290500.00       | $2251205.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $37673427.00       | $2659614.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2799953.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.4516%  | 0.0000% | $181212457.00      | $23377746.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.2516%  | 0.0000% | $98555246.00       | $12712081.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $902285.00         | $131015.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.2016%  | 0.0000% | $77721551.00       | $9362323.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 2.2016%  | 0.0000% | $110075800.00      | $13277935.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4606824.00        | $496815.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.2824%  | 0.0000% | $378246575.00      | $10741044.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $8572930.00        | $702287.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $15713581.00       | $2426749.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $16666752.00       | $2645248.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $687777.00         | $96403.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2374474.00        | $293879.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4524043.00        | $531828.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.2824%  | 0.0000% | $50146945.00       | $6186872.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | N/A      | 0.0000% | $59899958.00       | $592.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.7532%  | 0.0000% | $60000000.00       | $2658819.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.8014%  | 0.0000% | $105000000.00      | $4425656.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0323%  | 0.0000% | $2000000000.00     | $20503590.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.8324%  | 0.0000% | $100000000.00      | $3898968.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0323%  | 0.0000% | $100000000.00      | $2009684.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $217700948.00      | $21788599.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $67063215.00       | $7616237.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $118467431.00      | $19609113.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $80536165.00       | $13495208.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $97135227.00       | $12122520.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.4516%  | 0.0000% | $41928822.00       | $5931953.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $125000000.00      | $778495.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1675070.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $72963714.00       | $6741629.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $9825019.00        | $956091.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $67000000.00       | $758058.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $5337898.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334392934.00      | $1701257.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6759804.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $37257309.00       | $239576.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $37584545.00       | $238231.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.5000%  | 0.0000% | $27218978.00       | $3432113.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.3516%  | 0.0000% | $53766308.00       | $4896032.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.2516%  | 0.0000% | $16980859.00       | $1489925.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0323%  | 0.0000% | $80454641.00       | $1768766.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4862350.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $443569.00         | $23551.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 2.2516%  | 0.0000% | $50920532.00       | $4069313.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.1824%  | 0.0000% | $30000000.00       | $506476.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.0824%  | 0.0000% | $20000000.00       | $325583.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $7200000.00        | $1257236.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4646587.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.2324%  | 0.0000% | $50000000.00       | $590272.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3413988.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.8852%  | 0.0000% | $101861842.00      | $7012800.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7516%  | 0.0000% | $20573726.00       | $1450438.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $8946741.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.2016%  | 0.0000% | $42604540.00       | $3984538.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7845789.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.2016%  | 0.0000% | $33283888.00       | $3086244.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.2016%  | 0.0000% | $4600000.00        | $420383.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $12408096.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1147827.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.1716%  | 0.0000% | $50308129.00       | $4590598.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 2.2016%  | 0.0000% | $87954727.00       | $8380461.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 2.2016%  | 0.0000% | $97582703.00       | $8973695.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.2016%  | 0.0000% | $113975590.00      | $11070653.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 2.2016%  | 0.0000% | $109490422.00      | $10325272.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.3323%  | 0.0000% | $33162715.00       | $3905096.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1481725.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.3323%  | 0.0000% | $21391519.00       | $2416516.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $9518963.00        | $1267039.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3315908.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $170866.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $186133.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2888252.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.4516%  | 0.0000% | $7559000.00        | $618165.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $45000000.00       | $183816.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4283740.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1801950.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $39654744.00       | $3936031.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $82346955.00       | $8024353.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $40010996.00       | $2117814.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $62613460.00       | $6607554.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $25536887.00       | $2321202.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7256108.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.2016%  | 0.0000% | $54440000.00       | $2734292.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $983236.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.4324%  | 0.0000% | $16250000.00       | $1385116.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.4516%  | 0.0000% | $48010223.00       | $2669678.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1625000.00        | $184274.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $24000000.00       | $2388944.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.4516%  | 0.0000% | $126622035.00      | $8806287.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4735831.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $10124277.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31370483.00       | $4027345.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $19235093.00       | $2111516.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $192635000.00      | $12277156.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6308683.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.4516%  | 0.0000% | $500000.00         | $46028.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $133283250.00      | $8648674.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $119489000.00      | $7966754.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $14841590.00       | $1134710.06        | Agency Collateralized Mortgage Obligation |

### Security 254: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSKN4, C.3 - LEI: N/A, C.5 - Other ID: ARP1DSKN4_3.83_0109
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $12706300.00       | $12705776.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $182084200.00      | $191294293.52      | U.S. Treasuries (including strips) |

### Security 255: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DTR62, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1DTR62_3.82_0102
- **C.18 - Value (incl. sponsor support):** $1090566666.67
- **C.18.a - Value (excl. sponsor support):** $1090566666.67
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $406000000.00      | $265727000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $580000000.00      | $576984000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $415000000.00      | $269667000.00      | U.S. Treasuries (including strips) |

### Security 256: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUKU3, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1DUKU3_3.87_0102
- **C.18 - Value (incl. sponsor support):** $306247500.00
- **C.18.a - Value (excl. sponsor support):** $306247500.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $39000000.00       | $14171625.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $115680750.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $68952000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $49113000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | N/A      | 0.0000% | $65000000.00       | $22459125.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $43000000.00       | $41995950.00       | U.S. Treasuries (including strips) |

### Security 257: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUKV1, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DUKV1_3.83_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $71000000.00       | $72436656.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $230624000.00      | $233563343.40      | U.S. Treasuries (including strips) |

### Security 258: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUM56, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1DUM56_3.80_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $152334300.00      | $150020252.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $154684700.00      | $146780034.44      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $210701200.00      | $213199720.48      | U.S. Treasuries (including strips) |

### Security 259: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPH7, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1DUPH7_3.78_0102
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703040.00       | $111163.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $12942.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $879441.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140608.00       | $12052.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $3168934.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.1324%  | 0.0000% | $68000000.00       | $3205130.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999168.00       | $20444.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $16393.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 3.1324%  | 0.0000% | $26698400.00       | $2300406.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $55127.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $19741.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269546.00        | $174094.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74997760.00       | $33381.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74997760.00       | $33381.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $7694122.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $138220.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $31261.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $17871.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $36999168.00       | $36171.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $5776935.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $12024086.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $152943.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $295541.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $3824919.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $22052.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457272.00        | $874609.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $65435.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282368.00      | $9821543.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $56111.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $19999900.00       | $26746.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $29999104.00       | $22995.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.7323%  | 0.0000% | $50000000.00       | $3663366.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.1324%  | 0.0000% | $64600000.00       | $5196453.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $242448.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $7130.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $3178425.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $47133.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.0324%  | 0.0000% | $1000000.00        | $84153.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3647927.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $302445.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $50536.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $4946.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545448.00        | $3422342.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $1995082.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $24495.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.5823%  | 0.0000% | $95917952.00       | $7575501.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $25930.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248320.00       | $7472655.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $65999800.00       | $212370.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.6524%  | 0.0000% | $73172096.00       | $8084534.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.0823%  | 0.0000% | $75346432.00       | $8281141.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.6824%  | 0.0000% | $83797248.00       | $8279223.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.0324%  | 0.0000% | $13333328.00       | $1172996.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.0324%  | 0.0000% | $50000000.00       | $4971748.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1783075.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.2824%  | 0.0000% | $45000000.00       | $5096189.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.6323%  | 0.0000% | $156232704.00      | $10466215.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232704.00      | $6410214.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232832.00       | $188443.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.5523%  | 0.0000% | $50000000.00       | $3794807.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.1023%  | 0.0000% | $29066656.00       | $3157481.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.7123%  | 0.0000% | $40501120.00       | $3610423.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.5523%  | 0.0000% | $50000000.00       | $3269410.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.0823%  | 0.0000% | $50000000.00       | $4165455.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $80024.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 1.5300%  | 0.0000% | $25000000.00       | $1819537.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.6500%  | 0.0000% | $46874944.00       | $3874435.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $31681120.00       | $6366226.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $27458880.00       | $5821346.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 2.6000%  | 0.0000% | $40941056.00       | $5190811.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $25288448.00       | $6201266.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $15998544.00       | $57011.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $15231136.00       | $2113538.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.9324%  | 0.0000% | $47464960.00       | $3757347.13        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2028-08-15      | 2.8750%  | 0.0000% | $598900.00         | $596026.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-06-30      | 1.8750%  | 0.0000% | $890000.00         | $882717.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 0.5000%  | 0.0000% | $1471200.00        | $1416113.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-05-31      | 0.5000%  | 0.0000% | $1820800.00        | $1747385.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-03-31      | 0.7500%  | 0.0000% | $6686300.00        | $6653360.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $927600.00         | $911317.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $8790300.00        | $8630823.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $939800.00         | $928441.63         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $909900.00         | $905348.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $35287000.00       | $34913734.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-09-30      | 4.1250%  | 0.0000% | $1446200.00        | $1477154.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $44000000.00       | $48895715.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-31      | 4.1250%  | 0.0000% | $638800.00         | $650494.49         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $1634800.00        | $1644849.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-06-30      | 3.7500%  | 0.0000% | $1111000.00        | $1115451.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-07-15      | 1.3750%  | 0.0000% | $1232800.00        | $1299437.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-12-31      | 3.7500%  | 0.0000% | $550100.00         | $553700.95         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $150400.00         | $154905.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-02-28      | 4.2500%  | 0.0000% | $262000.00         | $271305.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-15      | 4.5000%  | 0.0000% | $24562100.00       | $25101022.71       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-30      | 4.8750%  | 0.0000% | $3883500.00        | $3931262.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-15      | 4.3750%  | 0.0000% | $4148200.00        | $4287453.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $5847800.00        | $6055403.54        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $82000.00          | $84080.01          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $399500.00         | $403977.58         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-11-30      | 4.2500%  | 0.0000% | $1197400.00        | $1209238.11        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-06-15      | 3.8750%  | 0.0000% | $227000.00         | $229480.27         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $66600.00          | $68391.91          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-08-15      | 3.6250%  | 0.0000% | $3563300.00        | $3623183.93        | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $233819.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9277%  | 0.0000% | $50000000.00       | $3458136.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1237%  | 0.0000% | $39996000.00       | $3532781.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7517%  | 0.0000% | $55369344.00       | $3957749.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4495%  | 0.0000% | $13922736.00       | $734065.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8570%  | 0.0000% | $121737856.00      | $8180505.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5854%  | 0.0000% | $25000000.00       | $1438717.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9020%  | 0.0000% | $44000000.00       | $3171002.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932032.00      | $7282071.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796416.00      | $7975986.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0394%  | 0.0000% | $100526720.00      | $8569347.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.2624%  | 0.0000% | $79000000.00       | $3922324.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $69996544.00       | $63748.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $4251.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874432.00       | $21405.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16965632.00       | $16137.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413696.00       | $24357.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40808448.00       | $26756.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25960443.00       | $17021.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 2.1124%  | 0.0000% | $13046496.00       | $859134.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67092480.00       | $48001.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12083200.00       | $11313.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24993792.00       | $10293.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5496832.00        | $2273.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $175543.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53401152.00       | $4855716.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18354784.00       | $1971458.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $473091.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $101532.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2508443.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $791132.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17018880.00       | $10113.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3631080.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1172289.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $939814.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319616.00       | $3251121.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $38537.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $45300224.00       | $2961955.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275228.00        | $13710.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318000.00        | $371385.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1260133.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $61346.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9902.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $117179.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0276%  | 0.0000% | $147202048.00      | $7733038.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $201683.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $150633.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1712456.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1665303.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $841740.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8258864.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2758758.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.8823%  | 0.0000% | $45000000.00       | $1863542.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.8323%  | 0.0000% | $50000000.00       | $1861785.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $998143.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6123%  | 0.0000% | $125000000.00      | $9763456.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4880138.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $38687.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.6524%  | 0.0000% | $77860096.00       | $7585567.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.9324%  | 0.0000% | $3436424.00        | $263502.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166664.00        | $1001265.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $228472.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291666.00        | $181774.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.3016%  | 0.0000% | $28926240.00       | $720338.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.2516%  | 0.0000% | $48975936.00       | $198941.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955032.00        | $633165.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.3523%  | 0.0000% | $130000000.00      | $7643898.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $19996672.00       | $14785.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $240479.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $165323.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.4123%  | 0.0000% | $100000000.00      | $5871669.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.0524%  | 0.0000% | $100068992.00      | $9674540.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.6824%  | 0.0000% | $52000000.00       | $4310964.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555552.00        | $217389.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $607320.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1310786.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.2516%  | 0.0000% | $22737664.00       | $730795.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $82851.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $4912541.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1378217.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $68507.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-12-14      | N/A      | 0.0000% | $19000.00          | $16403.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $10000.00          | $8175.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $40000.00          | $33222.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $21761.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $1044000.00        | $6852.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $1556168.00        | $13131.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2789615.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 3.0000%  | 0.0000% | $10000000.00       | $12752520.73       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $200001.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $160319.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.5000%  | 0.0000% | $3550000.00        | $4013662.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1264590.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $13288.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.2113%  | 0.0000% | $55745280.00       | $486199.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 4.0000%  | 0.0000% | $14403480.00       | $16606330.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $41057.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $288772.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $317711.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1173150.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $103454.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $203677.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $209652.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $870294.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4090052.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $367639.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $131474.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $651174.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41078784.00       | $25795.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9957376.00        | $7973.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $462484.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $708307.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.4758%  | 0.0000% | $10000000.00       | $572671.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $4027008.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $645738.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $19996672.00       | $18801.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.0258%  | 0.0000% | $14251040.00       | $691214.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $52578.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $20245.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $347517.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $2611308.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $69335.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $76806.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $38432.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $140985.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $141119.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309888.00      | $271017.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $6021976.00        | $1075049.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $26947.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.9758%  | 0.0000% | $163403520.00      | $12425014.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $232070.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $33759.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $212404.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $75724.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $1967.72           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720192.00       | $198761.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3023543.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $900000.00         | $86115.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $59793.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $2788000.00        | $3646589.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $14523.48          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $181911.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $846600.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $52407.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $238570.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.5754%  | 0.0000% | $8000000.00        | $585355.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $149687.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1148146.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $88237.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780440.00       | $3012640.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $441653.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $185245.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166664.00        | $229308.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $4938596.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $55832.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $17466.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13459456.00       | $12763.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3206486.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104776.00        | $273020.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $46131.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37961728.00       | $8517.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $12850000.00       | $366986.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721240.00        | $407615.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600836.00        | $548033.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418904.00        | $637071.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769336.00        | $424103.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290140.00        | $448337.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.1958%  | 0.0000% | $16611008.00       | $1491242.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.2818%  | 0.0000% | $33941696.00       | $806354.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961536.00       | $4085384.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860416.00       | $18538.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $62977.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $51513.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16068608.00       | $11827.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $122841.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456384.00        | $1227364.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $4997120.00        | $4506.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.7758%  | 0.0000% | $40000000.00       | $3328771.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6758%  | 0.0000% | $15000000.00       | $583486.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.6758%  | 0.0000% | $60000000.00       | $4672839.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $170554.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $170319.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728068.00        | $630807.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $213784.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.0000%  | 0.0000% | $2389580.00        | $419141.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $500997.00         | $95359.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $34996224.00       | $18099.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903872.00      | $425056.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793744.00        | $1031471.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435952.00        | $416195.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333332.00        | $253446.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.3958%  | 0.0000% | $50000000.00       | $3030803.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $200984.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.2258%  | 0.0000% | $40000000.00       | $5975702.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 5.5000%  | 0.0000% | $909091.00         | $143673.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 5.5000%  | 0.0000% | $14181344.00       | $2452286.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.5758%  | 0.0000% | $100000000.00      | $7651812.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 2.1258%  | 0.0000% | $200000000.00      | $19743419.98       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.2758%  | 0.0000% | $62887040.00       | $9078103.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.5258%  | 0.0000% | $9000000.00        | $516836.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $306064.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $244811.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.6300%  | 0.0000% | $64791936.00       | $5544872.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 5.5000%  | 0.0000% | $2220908.00        | $405129.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.1500%  | 0.0000% | $30208448.00       | $2425657.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 2.1500%  | 0.0000% | $17472300.00       | $1403363.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-01-25      | 1.6300%  | 0.0000% | $108569728.00      | $8696724.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1174.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 4.7483%  | 0.0000% | $35000000.00       | $1444276.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1160.12           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5166%  | 0.0000% | $6215312.00        | $14366.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482784.00       | $428971.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727877.00         | $20220.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $53788.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.3513%  | 0.0000% | $13956624.00       | $570287.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $36101.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $395917.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $399619.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $185995.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $14331.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 2.2016%  | 0.0000% | $7000000.00        | $222093.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.2516%  | 0.0000% | $559956.00         | $18104.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $562964.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $43474.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $295355.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427456.00      | $5017461.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1830%  | 0.0000% | $331784192.00      | $6606021.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7463%  | 0.0000% | $70664064.00       | $4434310.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276776.00        | $181529.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $45935.57          | Agency Collateralized Mortgage Obligation |

### Security 260: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPJ3, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1DUPJ3_3.78_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $1907.00           | $47.30             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $7049.00           | $7370.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1485.00           | $1116.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $63006603.00       | $61109656.68       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $215000000.00      | $11179131.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $8192540.00        | $8812494.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8701%  | 0.0000% | $100000000.00      | $5848964.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-12-16      | 0.6670%  | 0.0000% | $132000000.00      | $6154548.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5516%  | 0.0000% | $141049020.00      | $6364018.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7395%  | 0.0000% | $100000000.00      | $5590066.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.1824%  | 0.0000% | $200000000.00      | $6587893.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 3.1824%  | 0.0000% | $75000000.00       | $8502856.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.5123%  | 0.0000% | $150000000.00      | $5378998.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.2887%  | 0.0000% | $180000000.00      | $9085772.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4475%  | 0.0000% | $299410649.00      | $15558000.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.3895%  | 0.0000% | $142018722.00      | $8120711.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8539%  | 0.0000% | $149908300.00      | $11506789.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-10-20      | 0.2736%  | 0.0000% | $110307599.00      | $5700050.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-10-20      | 0.3990%  | 0.0000% | $113083786.00      | $8185393.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.7323%  | 0.0000% | $100000000.00      | $5681381.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.7323%  | 0.0000% | $75000000.00       | $7155447.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-16      | 0.7278%  | 0.0000% | $220236408.00      | $15447048.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.7200%  | 0.0000% | $175000000.00      | $12836094.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.0823%  | 0.0000% | $75000000.00       | $5330354.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.5324%  | 0.0000% | $160000000.00      | $9192359.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.5024%  | 0.0000% | $200000000.00      | $5204595.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 1.3823%  | 0.0000% | $221161340.00      | $4532383.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2324%  | 0.0000% | $250000000.00      | $7167246.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.2824%  | 0.0000% | $150000000.00      | $5071400.85        | Agency Collateralized Mortgage Obligation |

### Security 261: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPK0, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1DUPK0_3.78_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 4.0000%  | 0.0000% | $440000.00         | $18794.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-06-01      | 6.0000%  | 0.0000% | $3276797.00        | $367.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 5.5000%  | 0.0000% | $387995.00         | $1879.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-03-01      | 5.5000%  | 0.0000% | $1540632.00        | $38552.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-04-01      | 6.0000%  | 0.0000% | $666875.00         | $71539.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 5.0000%  | 0.0000% | $4592752.00        | $4678896.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $10013872.00       | $7010246.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $1592060.00        | $1338315.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $4475000.00        | $4075315.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1535340.00        | $1289384.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 4.5000%  | 0.0000% | $567237.00         | $482296.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $2796828.00        | $2224868.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $8800000.00        | $6935011.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $4625000.00        | $3443146.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 4.0000%  | 0.0000% | $30000.00          | $4884.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $260000.00         | $155667.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $294312.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $416519.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $889283.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5582123.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7736784.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1893951.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3827301.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3634568.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.3758%  | 0.0000% | $67500000.00       | $2713895.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 1.1258%  | 0.0000% | $50000000.00       | $1322186.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 3.1258%  | 0.0000% | $16606304.00       | $886217.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 3.1258%  | 0.0000% | $40458048.00       | $2121833.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 3.3258%  | 0.0000% | $55928256.00       | $4941005.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 3.2258%  | 0.0000% | $17235360.00       | $2374606.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 2.0258%  | 0.0000% | $104121088.00      | $4238359.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 3.2258%  | 0.0000% | $53399104.00       | $3533927.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.2258%  | 0.0000% | $116505472.00      | $5792645.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 1.9558%  | 0.0000% | $30000000.00       | $2675108.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 1.9258%  | 0.0000% | $149627392.00      | $9697981.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.2258%  | 0.0000% | $158132736.00      | $4331661.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $193696.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $323116.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $418942.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | N/A      | 0.0000% | $69362688.00       | $165126.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $378482.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $2918051.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8094396.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3167290.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $1926381.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8477975.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4410025.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2754318.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7354273.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1338776.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $8495596.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.3258%  | 0.0000% | $23488448.00       | $1053629.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5216789.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.3258%  | 0.0000% | $55660000.00       | $1922233.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.7258%  | 0.0000% | $76948000.00       | $2371077.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.3058%  | 0.0000% | $48317696.00       | $2131422.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 1.8758%  | 0.0000% | $50000000.00       | $2537104.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 2.0258%  | 0.0000% | $44342208.00       | $1712845.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.7758%  | 0.0000% | $35000000.00       | $924370.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 1.8758%  | 0.0000% | $100000000.00      | $3794774.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.3258%  | 0.0000% | $43876352.00       | $2045534.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.6258%  | 0.0000% | $105000000.00      | $4599596.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.5758%  | 0.0000% | $50557440.00       | $1111611.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 3.1258%  | 0.0000% | $44895424.00       | $3509082.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 3.1758%  | 0.0000% | $50000000.00       | $2812995.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 2.1258%  | 0.0000% | $57553600.00       | $2844755.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 2.0258%  | 0.0000% | $40685376.00       | $2927211.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 2.0258%  | 0.0000% | $25000000.00       | $1985269.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 2.0258%  | 0.0000% | $76631808.00       | $5835639.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.5258%  | 0.0000% | $50000000.00       | $4570385.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 2.0258%  | 0.0000% | $45000000.00       | $3887984.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.0000%  | 0.0000% | $34570624.00       | $33511484.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $8048384.00        | $7762632.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $3986944.00        | $3556948.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $29507839.00       | $30248377.55       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.7758%  | 0.0000% | $100000000.00      | $2901505.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $15493000.00       | $13541115.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $13293000.00       | $12031744.93       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $55000.00          | $55764.51          | Agency Mortgage-Backed Securities         |

### Security 262: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPL8, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1DUPL8_3.74_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $125063484.00      | $121555656.33      | Agency Mortgage-Backed Securities |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $95040000.00       | $84444344.39       | Agency Mortgage-Backed Securities |

### Security 263: Citibank NA

- **C.1 - Title:** Citibank NA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPM6, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1DUPM6_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $7796010.00        | $835028.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-20      | 4.0000%  | 0.0000% | $500000.00         | $46409.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 3.5000%  | 0.0000% | $222386.00         | $18176.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $4581000.00        | $489128.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.5000%  | 0.0000% | $400000.00         | $14456.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 4.7051%  | 0.0000% | $213138.00         | $218690.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 3.9660%  | 0.0000% | $53000.00          | $3200.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-09-01      | 4.3800%  | 0.0000% | $408500.00         | $413580.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-04-01      | 4.2500%  | 0.0000% | $276320.00         | $279071.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 4.7700%  | 0.0000% | $1000.00           | $1020.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 4.4500%  | 0.0000% | $30816810.00       | $31118763.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 3.8200%  | 0.0000% | $66249989.00       | $65837406.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.2700%  | 0.0000% | $10179545.00       | $10193921.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 3.9900%  | 0.0000% | $5227510.00        | $5131428.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $28462.00          | $29056.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $22155.00          | $18823.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $980.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.6240%  | 0.0000% | $500000.00         | $1105.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 6.4230%  | 0.0000% | $300000.00         | $2712.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 6.3450%  | 0.0000% | $410000.00         | $2281.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 6.7150%  | 0.0000% | $400000.00         | $1842.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 6.4170%  | 0.0000% | $9780.00           | $87.63             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.6850%  | 0.0000% | $878956.00         | $3878.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.9510%  | 0.0000% | $32599.00          | $398.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 6.2500%  | 0.0000% | $102687.00         | $1072.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-02-01      | 6.4250%  | 0.0000% | $577006.00         | $3703.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.6240%  | 0.0000% | $189890.00         | $1865.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-04-01      | 6.4550%  | 0.0000% | $53000.00          | $668.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-04-01      | 6.0000%  | 0.0000% | $88482.00          | $1193.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.3910%  | 0.0000% | $368000.00         | $3299.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 6.5940%  | 0.0000% | $419966.00         | $2338.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1046300.00        | $1041370.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 3.8500%  | 0.0000% | $1493.00           | $1480.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-20      | 3.0000%  | 0.0000% | $146994.00         | $14617.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $9752110.00        | $772983.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1171521.00        | $1051513.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1066591.00        | $1067603.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $85406.00          | $88078.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1025268.00        | $1069296.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1118163.00        | $1060699.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $561008.00         | $585633.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1106299.00        | $1013702.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $37466.00          | $39148.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $911460.00         | $976258.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $63780.00          | $66765.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1084756.00        | $1135538.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1055302.00        | $1104533.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1045142.00        | $1128908.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1030420.00        | $1078043.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1002.00           | $1014.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $72433.00          | $75895.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2096.18           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $425518.00         | $436140.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $50899.00          | $52721.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1176.00           | $1204.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1052.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1085.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $584105.00         | $627168.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1305.00           | $1330.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4678.00           | $4402.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $409305.00         | $380678.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $603285.00         | $448168.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $735.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2982.00           | $2798.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $35410.00          | $31145.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1484318.00        | $1083624.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2235.00           | $1224.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $8642.00           | $4767.89           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2005.00           | $1568.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1000.00           | $847.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1170996.00        | $1159533.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $2082.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3630.00           | $3647.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $26092.00          | $26261.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4361.00           | $4494.85           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $926290.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $36003.00          | $36388.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2787.00           | $2885.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3058.00           | $3130.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $3513.00           | $3343.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1032824.00        | $937748.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2012.00           | $2110.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1054347.00        | $1100299.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1007974.00        | $531567.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $1131960.00        | $1171504.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1038209.00        | $1081355.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1084468.00        | $1138475.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1050025.00        | $1091409.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1010.00           | $1051.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1092784.00        | $932660.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1048967.00        | $220841.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1084443.00        | $1141140.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $876378.00         | $925533.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1094995.00        | $832005.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $503038.00         | $432166.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1105241.00        | $1148208.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1050161.00        | $638036.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1076055.00        | $931964.40         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1106520.00        | $962028.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1066517.00        | $1116639.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1090319.00        | $1137726.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1144254.00        | $862234.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1009091.00        | $1062160.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1066666.00        | $1114761.31        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.6800%  | 0.0000% | $1776075.00        | $1863709.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $54941.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $76450.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $380140.00         | $251426.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $5000.00           | $3440.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1001.00           | $828.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $565350.00         | $458499.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1664.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $45838.00          | $27666.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $1000.00           | $549.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $740.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1494033.00        | $911966.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $2000.00           | $1472.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $735.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $51000.00          | $28684.04          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $1000.00           | $620.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $2000.00           | $1438.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1000.00           | $746.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $256003.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1043.00           | $780.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $947205.00         | $581199.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $1340099.00        | $1016130.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $912325.00         | $699533.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2000.00           | $1073.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1501997.00        | $513056.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-08-20      | 8.0000%  | 0.0000% | $2251745.00        | $3892.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-15      | 8.0000%  | 0.0000% | $13660.00          | $35.57             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 6.2000%  | 0.0000% | $28182.00          | $33.05             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 6.8750%  | 0.0000% | $110000.00         | $2266.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 9.0000%  | 0.0000% | $250000.00         | $160.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 7.0000%  | 0.0000% | $10831.00          | $141.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-09-01      | 2.1200%  | 0.0000% | $50000.00          | $49443.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-01-01      | 3.0500%  | 0.0000% | $55000.00          | $54628.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $27950.00          | $5177.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 6.5850%  | 0.0000% | $299000.00         | $3682.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $339.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3050%  | 0.0000% | $92000.00          | $279.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3170%  | 0.0000% | $1000000.00        | $3331.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1723.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1712.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.4050%  | 0.0000% | $92000.00          | $661.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2883.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.8100%  | 0.0000% | $92000.00          | $737.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1800.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.6590%  | 0.0000% | $625000.00         | $3402.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.9530%  | 0.0000% | $75000.00          | $433.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.5230%  | 0.0000% | $652000.00         | $4938.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 6.1220%  | 0.0000% | $350000.00         | $916.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.5630%  | 0.0000% | $450000.00         | $1237.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 6.0030%  | 0.0000% | $290000.00         | $826.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-05-01      | 6.8400%  | 0.0000% | $204000.00         | $4770.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 6.2600%  | 0.0000% | $977976.00         | $2106.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-04-01      | 6.9440%  | 0.0000% | $380000.00         | $2915.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $29399.00          | $29556.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $47104.00          | $47369.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $130.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3495.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $1512.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 6.3500%  | 0.0000% | $20000.00          | $2893.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.1130%  | 0.0000% | $30000.00          | $2266.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 6.3030%  | 0.0000% | $144000.00         | $4729.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 1.4290%  | 0.0000% | $1000.00           | $891.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 6.5000%  | 0.0000% | $1000.00           | $4.22              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 3.0000%  | 0.0000% | $2577.00           | $202.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 3.0000%  | 0.0000% | $14000.00          | $1168.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $79.89             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 2.5000%  | 0.0000% | $26000.00          | $2649.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.0000%  | 0.0000% | $35000.00          | $3206.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 3.5000%  | 0.0000% | $35000.00          | $2616.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 2.5000%  | 0.0000% | $11000.00          | $1040.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.5000%  | 0.0000% | $39000.00          | $3703.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 3.0000%  | 0.0000% | $25000.00          | $2789.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $29000.00          | $2374.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 4.0000%  | 0.0000% | $36000.00          | $2583.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.0000%  | 0.0000% | $30000.00          | $3329.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $350.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-12-01      | 3.0000%  | 0.0000% | $4000.00           | $430.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $179998.00         | $319.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 4.5000%  | 0.0000% | $38000.00          | $2715.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-01-15      | 5.0000%  | 0.0000% | $412079.00         | $3.28              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-05-01      | 6.5000%  | 0.0000% | $340628.00         | $178.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 5.0000%  | 0.0000% | $32200.00          | $69.20             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 5.5000%  | 0.0000% | $1000.00           | $3.98              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-04-01      | 5.5000%  | 0.0000% | $143000.00         | $4961.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $24431.00          | $669.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $775011.00         | $309.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $727649.00         | $482.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-10-20      | 8.5000%  | 0.0000% | $4254940.00        | $1110.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $702258.00         | $561617.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $860329.00         | $644603.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $5720000.00        | $1144666.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $1019.00           | $181.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1308814.00        | $111204.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $1645785.00        | $309472.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $43819.00          | $8372.72           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $345000.00         | $71520.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $1500000.00        | $79824.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $628003.00         | $14244.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1298057.00        | $1163488.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1043987.00        | $740672.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $27288.00          | $27949.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $1927442.00        | $696898.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2051100.00        | $847959.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 8.0000%  | 0.0000% | $1234621.00        | $1128117.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1980924.00        | $468409.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1074382.00        | $1110641.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1004921.00        | $859149.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1116558.00        | $494607.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1046869.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $954291.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $618608.00         | $651472.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1459779.00        | $828605.92         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $697767.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $607726.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $814439.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1109885.00        | $1098681.30        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $276061.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1086042.00        | $1119878.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $6674.00           | $6977.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $653491.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $731333.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $844928.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $433881.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1038852.00        | $1079484.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $150000.00         | $34603.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $100000.00         | $21796.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $750425.00         | $320683.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $8286.00           | $4802.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $199998.00         | $44475.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $7150.00           | $3658.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1150.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $1009169.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $423590.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $99999.00          | $67929.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1005.00           | $549.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $337378.00         | $232159.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7591.00           | $4186.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $98000.00          | $49878.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $774234.00         | $581899.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $120394.00         | $89076.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1295727.00        | $947241.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-03-15      | 2.2900%  | 0.0000% | $35436.00          | $28990.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $624410.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $97999.00          | $59219.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $499000.00         | $383366.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $844135.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $293881.44         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $99160.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $816937.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $924418.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $842766.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1074207.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $51619.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $299090.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $848914.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $277516.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $877944.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-07-15      | 2.9000%  | 0.0000% | $68400.00          | $58766.43          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $809612.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $804021.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $2443.00           | $1521.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $629818.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $4072.00           | $3381.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1565002.00        | $1072554.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $877075.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1285588.00        | $896237.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2047.00           | $1108.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $1007.00           | $144.98            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $999000.00         | $116155.09         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-08-20      | 4.5000%  | 0.0000% | $1090324.00        | $212933.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1205052.00        | $254051.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1057622.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1133985.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $575.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1084137.00        | $971599.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $930973.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1076842.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $791490.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $1064046.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $1004800.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $955393.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $19954.00          | $16966.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19315.00          | $13533.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1033021.00        | $975108.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1139477.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46306.00          | $34787.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1077109.00        | $953181.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 5.5000%  | 0.0000% | $169288.00         | $72671.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $2049.00           | $1233.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $3008.00           | $1852.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $248014.00         | $120780.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1065816.00        | $1080790.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1051012.00        | $1095278.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1044946.00        | $1090519.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $550596.00         | $575002.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1094173.00        | $754697.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1057871.00        | $882964.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1062892.00        | $355753.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1845.00           | $1918.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5806.00           | $5840.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1831.00           | $1906.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1002.00           | $1084.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2066-01-20      | 4.6890%  | 0.0000% | $1000.00           | $11.55             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 6.5000%  | 0.0000% | $25265805.00       | $15044.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $27805785.00       | $6858.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 8.5000%  | 0.0000% | $655000.00         | $60.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $810265.00         | $228.19            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $193988.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-06-20      | 6.0000%  | 0.0000% | $2913281.00        | $36533.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-12-20      | 8.5000%  | 0.0000% | $10841685.00       | $6528.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8581784.00        | $7459.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $72865188.00       | $107623.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-06-20      | 6.0000%  | 0.0000% | $25000.00          | $78.15             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $384188363.00      | $1039295.59        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $476922.00         | $14479.18          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $475023.00         | $5583.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 5.0000%  | 0.0000% | $5529.00           | $33.59             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $1800000.00        | $23227.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $278330.00         | $356.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $5483303.00        | $259965.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $8975282.00        | $222216.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $196000.00         | $6137.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $308091.00         | $10656.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 4.5000%  | 0.0000% | $116000.00         | $4383.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17613919.00       | $656970.01         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-02-20      | 4.5000%  | 0.0000% | $116000.00         | $4380.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $332036.00         | $3308.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $6079142.00        | $209439.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1566.00           | $23.97             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-20      | 3.5000%  | 0.0000% | $18682997.00       | $1115508.01        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-02-20      | 4.0000%  | 0.0000% | $1442287.00        | $73641.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $2280816.00        | $112340.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 3.5000%  | 0.0000% | $99725.00          | $8050.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 4.5000%  | 0.0000% | $1024.00           | $40.61             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $124159.00         | $1323.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $1109.00           | $47.15             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $56000.00          | $1921.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-05-20      | 6.0000%  | 0.0000% | $854760.00         | $23354.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $3088000.00        | $124498.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-20      | 4.0000%  | 0.0000% | $70734.00          | $1089.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $3841.00           | $163.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $3805548.00        | $183120.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $253870.00         | $59.38             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 4.7500%  | 0.0000% | $19428.00          | $569.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $15669.00          | $373.10            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.45           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2060-09-15      | 4.6250%  | 0.0000% | $38000.00          | $34374.73          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2041-03-15      | N/A      | 0.0000% | $2000.00           | $887.16            | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2041-09-15      | N/A      | 0.0000% | $2000.00           | $863.76            | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2057-03-15      | N/A      | 0.0000% | $12000.00          | $2180.00           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-11-15      | 2.0000%  | 0.0000% | $144221400.00      | $142661275.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $109185400.00      | $110870130.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $651.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $1000.00           | $654.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $2000.00           | $1477.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2001.00           | $1563.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1175000.00        | $894020.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $141203.00         | $52017.90          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $1999990.00        | $574384.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $50000.00          | $31605.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $646.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $422668.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1385.09           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1000.00           | $376.91            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1000.00           | $787.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $677.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $3000.00           | $2830.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $722509.00         | $421566.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $116992.00         | $97833.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $700003.00         | $304216.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $748030.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $680.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $363882.00         | $274807.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $67058.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $738067.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $385000.00         | $231146.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $690533.00         | $453169.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1001.00           | $340.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $999281.00         | $682750.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $6000.00           | $3689.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $343.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1000.00           | $424.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1004.00           | $328.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $6000.00           | $4712.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1299980.00        | $735621.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $6000.00           | $2083.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $727.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $340000.00         | $292140.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2047.00           | $1554.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $5002.00           | $2323.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $4000.00           | $3577.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $755460.00         | $480568.42         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $377999.00         | $351639.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3628.42           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $25526.00          | $13305.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1130820.00        | $448773.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $236560.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $37723.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $48828.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 5.0000%  | 0.0000% | $1437000.00        | $71856.71          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-10-20      | 4.0000%  | 0.0000% | $194049.00         | $3576.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $1988000.00        | $161431.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4778000.00        | $350366.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-20      | 5.5000%  | 0.0000% | $126056.00         | $7484.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $256935.00         | $9255.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $118000.00         | $10943.94          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $17035000.00       | $1060763.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $57197.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $951293.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5352300.00        | $386674.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $64.49             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-20      | 5.5000%  | 0.0000% | $119289.00         | $11799.70          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.0000%  | 0.0000% | $3780000.00        | $300038.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $4849047.00        | $507577.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $6118045.00        | $632957.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $109373.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $483718.00         | $5013.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1848890.00        | $157200.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1166000.00        | $79543.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $622779.00         | $67406.67          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $862708.93         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $745055.00         | $33356.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $779000.00         | $97968.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.3750%  | 0.0000% | $11908.00          | $426.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 3.0000%  | 0.0000% | $2049054.00        | $246254.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1800000.00        | $142816.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $751998.00         | $68408.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $255668.00         | $28734.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $3964176.00        | $428840.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $593125.00         | $66640.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4777000.00        | $536812.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $12453681.00       | $1041231.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $129227.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $107840.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $6296183.00        | $528826.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $3621000.00        | $272807.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5428991.00        | $471321.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4533802.00        | $389527.41         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $214955.00         | $30337.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $285733.00         | $33443.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4068000.00        | $377720.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $6038800.00        | $530767.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $1024.00           | $109.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $699000.00         | $66601.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $6828000.00        | $636086.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $9583960.00        | $1125195.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3195724.00        | $307100.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $5377000.00        | $518212.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 4.5000%  | 0.0000% | $5804219.00        | $539738.60         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-12-20      | 2.0000%  | 0.0000% | $231831.00         | $25989.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $6127268.00        | $1030104.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 4.5000%  | 0.0000% | $5951804.00        | $649827.10         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1604773.00        | $260559.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $11324791.00       | $1165995.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $750036.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $1411714.00        | $133707.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $853232.00         | $102395.46         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $30000.00          | $2678.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $9298843.00        | $1046255.84        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $2799978.00        | $261160.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1273713.00        | $173543.29         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 4.5000%  | 0.0000% | $1777398.00        | $154485.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $7425000.00        | $659118.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $12601.00          | $1453.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $1006.00           | $106.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $4342865.00        | $386400.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 2.0000%  | 0.0000% | $90703.00          | $18682.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $1002.00           | $133.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1008.00           | $119.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $6378108.00        | $552452.03         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 5.0000%  | 0.0000% | $2095756.00        | $226339.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 5.0000%  | 0.0000% | $413000.00         | $35934.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $107.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1157.00           | $83.06             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $1005.00           | $177.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1001.00           | $117.72            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $123.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $1499983.00        | $101464.61         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $51557.00          | $6005.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $1419.00           | $86.53             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $5994.00           | $486.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $2080.00           | $207.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $1999.00           | $227.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $504010.00         | $246776.89         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2001.00           | $734.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $447.36            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $400004.00         | $57166.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1115895.00        | $182676.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $1023.00           | $143.48            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $8998.00           | $1415.44           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $266993.00         | $55705.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1152.00           | $243.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $76361.00          | $17837.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $320000.00         | $69858.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $1266913.00        | $544783.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $2048.00           | $921.42            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $2000.00           | $753.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1024.00           | $315.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $930324.00         | $264278.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $341000.00         | $105868.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1463.00           | $674.30            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $4001.00           | $1889.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $5631.00           | $1856.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $150783.00         | $22749.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $37163.00          | $17920.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1025.00           | $681.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $5304.00           | $3804.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $291593.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $300000.00         | $172172.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $4520.00           | $2873.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $30367.00          | $20410.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $795657.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $4001.00           | $2027.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $503.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $1001.00           | $409.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1002.00           | $484.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $5005.00           | $2819.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $225000.00         | $80679.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5052.00           | $2904.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $500031.00         | $292738.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $5000.00           | $2936.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $165434.00         | $99262.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $650000.00         | $399592.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $700000.00         | $446483.64         | Agency Mortgage-Backed Securities  |

### Security 264: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPN4, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUPN4_3.82_0102
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $38075100.00       | $38360662.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $20922000.00       | $21794228.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50212706.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51373797.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51373797.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51373797.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51373797.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $50000000.00       | $50076922.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $50000000.00       | $50076922.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $50000000.00       | $50076922.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $50000000.00       | $50076922.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374999.52       | U.S. Treasuries (including strips) |

### Security 265: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPO2, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1DUPO2_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2035-04-23      | 4.9900%  | 0.0000% | $138000.00         | $139010.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $126637.00         | $8187.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $49961.00          | $8178.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $30183498.00       | $28018120.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $166611374.00      | $154992882.60      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $10115185.00       | $6642299.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $30264554.00       | $31075321.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $6445429.00        | $6611686.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7001279.00        | $7308979.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $7426251.00        | $7784416.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7514654.00        | $7806090.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $6581906.00        | $6870561.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $9268684.00        | $9600471.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $7601127.00        | $7798037.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5980707.00        | $6021302.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $6126291.00        | $6208072.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $242151356.00      | $228214961.57      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-15      | 4.5000%  | 0.0000% | $3706.00           | $145.78            | Agency Mortgage-Backed Securities |

### Security 266: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPP9, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUPP9_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374998.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $11924900.00       | $12014336.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374998.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50374998.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51581519.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51581519.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51581519.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $50000000.00       | $49179685.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $49000.00          | $48196.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $50000000.00       | $45040744.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $31046873.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $31046873.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $31046873.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $50000000.00       | $31046873.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $50000000.00       | $41042816.05       | U.S. Treasuries (including strips) |

### Security 267: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPV6, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1DUPV6_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $1429892.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2761098.00        | $2839292.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1837959.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1238971.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4634332.00        | $4702287.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $478741.00         | $494731.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $445646.00         | $460087.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2459595.00        | $2522818.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1384412.00        | $1435445.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $59654000.00       | $3010553.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $650000000.00      | $434770944.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $25546047.00       | $22664459.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $23348287.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $20784304.00       | $14244267.14       | Agency Mortgage-Backed Securities |

### Security 268: BNY Mellon Capital Markets

- **C.1 - Title:** BNY Mellon Capital Markets LLC 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPW4, C.3 - LEI: VJW2DOOHGDT6, C.5 - Other ID: ARP1DUPW4_3.85_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2056-01-01      | 5.5000%  | 0.0000% | $98983.00          | $102261.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $6983940.00        | $7098488.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.5000%  | 0.0000% | $2668097.00        | $2729915.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $6849927.00        | $7124204.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 6.0000%  | 0.0000% | $47875.00          | $49983.71          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-01-22      | N/A      | 0.0000% | $27899000.00       | $27839017.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-19      | N/A      | 0.0000% | $333000.00         | $331364.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-19      | N/A      | 0.0000% | $10445500.00       | $10365905.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-07-09      | N/A      | 0.0000% | $73900.00          | $72585.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-29      | N/A      | 0.0000% | $978800.00         | $976030.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-09-03      | N/A      | 0.0000% | $6099800.00        | $5960114.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-26      | N/A      | 0.0000% | $14403100.00       | $14322874.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-02      | N/A      | 0.0000% | $811000.00         | $803757.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-20      | N/A      | 0.0000% | $41863700.00       | $41781940.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-24      | N/A      | 0.0000% | $5383700.00        | $5354843.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-03      | N/A      | 0.0000% | $3278000.00        | $3258184.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-11-27      | N/A      | 0.0000% | $2098000.00        | $2033297.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-04      | N/A      | 0.0000% | $12249200.00       | $12065951.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-17      | N/A      | 0.0000% | $5118900.00        | $5081276.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-24      | N/A      | 0.0000% | $1388000.00        | $1376743.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-03-31      | N/A      | 0.0000% | $51800.00          | $51343.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-06-18      | N/A      | 0.0000% | $696200.00         | $684768.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $1014100.00        | $990034.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $11016000.00       | $10889724.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 0.7500%  | 0.0000% | $399100.00         | $397066.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 1.1250%  | 0.0000% | $463300.00         | $454840.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $5205500.00        | $4940869.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $2523100.00        | $2515288.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $29400.00          | $30030.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $2782400.00        | $2837471.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-15      | 3.8750%  | 0.0000% | $20000000.00       | $20356910.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-15      | 4.0000%  | 0.0000% | $4590000.00        | $4659818.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-15      | 4.1250%  | 0.0000% | $100000.00         | $100461.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.7500%  | 0.0000% | $500000.00         | $501350.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 4.5000%  | 0.0000% | $64300.00          | $65163.26          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $21950000.00       | $22153032.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $2153900.00        | $2175201.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $5000000.00        | $5006566.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-30      | 3.7500%  | 0.0000% | $454800.00         | $452413.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 3.5000%  | 0.0000% | $26663200.00       | $26532304.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-15      | 3.5000%  | 0.0000% | $641800.00         | $642684.69         | U.S. Treasuries (including strips) |

### Security 269: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPX2, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1DUPX2_3.82_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $458828000.00      | $510000089.98      | U.S. Treasuries (including strips) |

### Security 270: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPY0, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1DUPY0_3.86_0102
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10658761.10       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18377980.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $28106125.49       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4848107.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12399068.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22279358.40       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $27852155.63       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8134314.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $54526200.00       | $8657659.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7675812.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26251941.46       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $355178900.00      | $13330982.93       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $37626443.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $22849312.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30754378.71       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20257829.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16516142.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28253703.32       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1750497.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26656309.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $33386069.20       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.0000%  | 0.0000% | $13652100.00       | $8337144.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $30940002.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12555657.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12544192.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $1031641.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9802564.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19134480.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9291855.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4293146.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $821798.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12313550.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27698465.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $28739405.02       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6766602.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $759.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3529937.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5159207.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4279556.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $14137078.31       | Agency Collateralized Mortgage Obligation |

### Security 271: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUPZ7, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1DUPZ7_3.83_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $983.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 2.2500%  | 0.0000% | $3661500.00        | $3642224.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $33718100.00       | $33596211.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 1.5000%  | 0.0000% | $106200.00         | $100452.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $4913300.00        | $4974628.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $24999800.00       | $25578459.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $341000.00         | $354512.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $27598900.00       | $28587496.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $156066100.00      | $158165094.22      | U.S. Treasuries (including strips) |

### Security 272: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQ11, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUQ11_3.80_0102
- **C.18 - Value (incl. sponsor support):** $9500000000.00
- **C.18.a - Value (excl. sponsor support):** $9500000000.00
- **C.19 - Percentage of Net Assets:** 4.7000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499997.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499997.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499997.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499997.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50499997.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361072.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361072.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $26415700.00       | $27134773.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361072.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361072.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361071.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361071.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361071.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $51361071.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 3.7500%  | 0.0000% | $50000000.00       | $50542815.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $13506500.00       | $14009542.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $36493500.00       | $37852680.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51862223.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50373790.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50373790.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $23584300.00       | $24226298.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49789061.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $10310200.00       | $10740027.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-02      | 4.6250%  | 0.0000% | $50000000.00       | $52084477.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $48876800.00       | $49882349.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $27166100.00       | $27724992.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $50000000.00       | $50709132.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $50000000.00       | $47667815.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $48876800.00       | $49882349.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $51028657.70       | U.S. Treasuries (including strips) |

### Security 273: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQ60, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DUQ60_3.82_0102
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-08-15      | 2.2500%  | 0.0000% | $18774000.00       | $18570818.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $24077000.00       | $23972566.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-15      | 2.8750%  | 0.0000% | $11371000.00       | $11257555.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $15810000.00       | $15736503.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $3431000.00        | $3370995.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $25698000.00       | $22610930.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $3163000.00        | $3026959.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 0.3750%  | 0.0000% | $3141000.00        | $2997327.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $4779000.00        | $4177724.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $3535000.00        | $3133695.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $11206000.00       | $10086418.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $4064000.00        | $3832626.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $8001000.00        | $7551339.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $11240000.00       | $10623564.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $3966000.00        | $3877264.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $5267000.00        | $5033296.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $12763000.00       | $11504226.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $4488000.00        | $4433960.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $7272000.00        | $7057132.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $5173000.00        | $5147460.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $8172000.00        | $7756562.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $8339000.00        | $8254275.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $5736000.00        | $5422083.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $3702000.00        | $3720586.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $9457000.00        | $9644179.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $3048000.00        | $3081013.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $7830000.00        | $7736392.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $8224000.00        | $8302713.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $6156000.00        | $6430956.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $5878000.00        | $6235586.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $86000000.00       | $94688030.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-11-15      | 4.5000%  | 0.0000% | $11790000.00       | $12280207.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $4811000.00        | $4977585.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $3414000.00        | $3507393.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $3975000.00        | $3985732.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $18229000.00       | $18650938.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $4474000.00        | $4609917.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $11391000.00       | $11566763.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $12115000.00       | $12384943.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $8944000.00        | $9298416.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $8880000.00        | $9069598.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $8630000.00        | $8820716.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $5147000.00        | $5410081.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $4407000.00        | $4491804.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $10370000.00       | $10857865.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $4777000.00        | $4924945.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-08-15      | 3.8750%  | 0.0000% | $15453000.00       | $15494587.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $5837000.00        | $5944648.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $8132000.00        | $8200762.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $3544000.00        | $3634942.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $14166000.00       | $14407412.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 4.2500%  | 0.0000% | $4829000.00        | $4996651.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $20355000.00       | $20999795.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $11481000.00       | $11721319.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $3578000.00        | $3688137.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $4294000.00        | $4710892.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $40000000.00       | $58829385.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $28000000.00       | $27788607.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $38000000.00       | $36693123.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $128236600.00      | $95982305.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 0.1250%  | 0.0000% | $106000000.00      | $65892565.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $85000000.00       | $62301880.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 1.0000%  | 0.0000% | $60000000.00       | $56346077.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 1.0000%  | 0.0000% | $140000000.00      | $136177174.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $37000000.00       | $38638856.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $60000000.00       | $70835242.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $21408000.00       | $21837096.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $4061000.00        | $4170589.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $9301000.00        | $9434971.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $9225000.00        | $9352237.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $3309000.00        | $3373634.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-10-31      | 3.7500%  | 0.0000% | $3333000.00        | $3327497.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $272445500.00      | $271108002.16      | U.S. Treasuries (including strips) |

### Security 274: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQ78, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DUQ78_3.81_0102
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 3.4600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-02-15      | 0.7500%  | 0.0000% | $750000000.00      | $847121559.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $888000000.00      | $941625649.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-01-15      | 1.7500%  | 0.0000% | $287875300.00      | $306336253.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $918734000.00      | $941812598.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $503267100.00      | $520182768.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $923600000.00      | $936074927.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $881000000.00      | $885939021.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $920000000.00      | $977713909.79      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $774935000.00      | $783193366.70      | U.S. Treasuries (including strips) |

### Security 275: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQ86, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1DUQ86_3.83_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-01-22      | N/A      | 0.0000% | $274900.00         | $274358.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-12      | N/A      | 0.0000% | $723800.00         | $720846.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $2822600.00        | $2002569.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $1600.00           | $894.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.2500%  | 0.0000% | $550000.00         | $463332.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $1317068.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $1500.00           | $1378.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-11-15      | 4.7500%  | 0.0000% | $200000.00         | $198761.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $6373600.00        | $5899866.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $226000.00         | $215787.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $566500.00         | $558978.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-15      | 0.6250%  | 0.0000% | $1584300.00        | $2170895.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $880000.00         | $868404.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.7500%  | 0.0000% | $174000.00         | $170975.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $700.00            | $841.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $3125200.00        | $3008181.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $6570000.00        | $6234830.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $9455600.00        | $11164266.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-11-30      | 1.5000%  | 0.0000% | $25000.00          | $23643.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $1332500.00        | $1310733.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $189.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 2.7500%  | 0.0000% | $4208000.00        | $4108779.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $2060200.00        | $2104296.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $96000.00          | $96590.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 4.3750%  | 0.0000% | $5083300.00        | $5269015.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-12-31      | 3.7500%  | 0.0000% | $7578200.00        | $7595781.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $5000000.00        | $5177581.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $5831000.00        | $5942181.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $1018700.00        | $1037165.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $355000.00         | $366917.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.1250%  | 0.0000% | $8235600.00        | $8444503.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.8071%  | 0.0000% | $5000000.00        | $5037647.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-12-31      | 4.3750%  | 0.0000% | $2300.00           | $2364.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $1900.00           | $1978.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $10600000.00       | $10848603.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $476500.00         | $506426.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $1247400.00        | $1286902.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $3361500.00        | $3407531.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 3.8750%  | 0.0000% | $1333200.00        | $1369070.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-07-15      | 1.8750%  | 0.0000% | $72000.00          | $73636.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-09-30      | 3.8750%  | 0.0000% | $1986700.00        | $2005100.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-31      | 3.6250%  | 0.0000% | $250000.00         | $250902.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 3.5000%  | 0.0000% | $414300.00         | $416975.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-11-15      | 4.0000%  | 0.0000% | $65000.00          | $64606.55          | U.S. Treasuries (including strips) |

### Security 276: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQB9, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1DUQB9_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $510.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $802.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $961.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $58884.00          | $48388.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1155400.00        | $531317.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1463.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $90000.00          | $65200.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $668.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $726.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1416.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1211.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1574.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $851.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $672.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $679.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $942.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $735.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $671.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1850.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $708.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $737.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $637.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $611.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1361.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1517.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $892.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $534.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2690.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6653.00           | $3325.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1069.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $896.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2140.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1117.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1919.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $792.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1064766.00        | $842962.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1092.00           | $693.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1680.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2513.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $938.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $968.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $8866832.00        | $7599502.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1515.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $845.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1643.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $722.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $577.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $809.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $621.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3002.00           | $2302.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1171856.00        | $742919.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1284.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $756.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1802.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $449.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1452.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1225.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1037.00           | $808.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $676.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $733.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $819.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $700.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $606.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $785.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1334.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1216.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $622.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1560.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1876.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $621.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $496.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 5.0000%  | 0.0000% | $735194.00         | $38423.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $100457007.00      | $4350606.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $2001.00           | $312.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.23             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $905000.00         | $80984.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $21877.00          | $822.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $158.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $47968949.00       | $4528018.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $319.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $303.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $325.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $300.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $328.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $360.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $273.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $270.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1507345.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $323.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $171.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $363.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $88.13             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.5000%  | 0.0000% | $398000.00         | $80414.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $116.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1087.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $926.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $936.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $963.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $981.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $2048.00           | $2034.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $982.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.0000%  | 0.0000% | $1049.00           | $1048.72           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2033.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1008.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $973.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $12435088.00       | $11712254.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $979.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $931.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $836.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $898.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $982.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $910.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $950.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $10897080.00       | $11081452.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $3144263.00        | $2862742.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $11604.00          | $10119.83          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 6.5000%  | 0.0000% | $1285930.00        | $1343931.44        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $25328000.00       | $25072043.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $6900000.00        | $7170101.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $5303200.00        | $5347015.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-29      | 4.1250%  | 0.0000% | $29000000.00       | $29877741.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 3.5000%  | 0.0000% | $966200.00         | $961120.46         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $47752.00          | $45814.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $929.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1097.00           | $1026.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $907.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 2.5000%  | 0.0000% | $1000.00           | $774.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $950.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $886.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $940.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $3350254.00        | $3320805.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $985.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1199995.00        | $134327.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $84.02             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $254.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $292.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $305.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $367.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $150.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $181.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $304.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $392992.00         | $166241.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $265.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $341.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $228.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $238.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $179.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $276.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $230.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $449.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $69.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $92.43             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $172.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 4.0000%  | 0.0000% | $1000.00           | $72.33             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 3.0000%  | 0.0000% | $1000.00           | $226.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.5000%  | 0.0000% | $675000.00         | $123581.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $237.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $729.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $568.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $582.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $289.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $331.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $445.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $617.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $703.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $710.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $723.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $300553.00         | $233860.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $2999.00           | $2214.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $800.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $717.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1560.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $696.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $15758600.00       | $14928909.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $808.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $762.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $740.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $144000.00         | $130975.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $878.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $806.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289627.00        | $6745087.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $960.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $29997.00          | $26869.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $182.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 4.0000%  | 0.0000% | $178999.00         | $39492.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $183.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $238.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1152.00           | $1097.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $567.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 3.5000%  | 0.0000% | $94000.00          | $40000.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $814.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $738.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $139523.00         | $108895.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $11264.00          | $8833.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $762.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-10-01      | 3.5000%  | 0.0000% | $11821100.00       | $3603466.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1165558.00        | $129147.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1018.00           | $97.73             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1001.00           | $99.54             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.0000%  | 0.0000% | $1004.00           | $98.03             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $105.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $1997.00           | $385.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $122.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $124.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $924.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1723.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $645.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $286129.00         | $227962.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $307.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $812.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $560.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1322364.00        | $816544.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $176650.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $879.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $716.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $728.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1301.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1633.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1014590.00        | $340438.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1530.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1996.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1110.00           | $947.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $833.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $616.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $880.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $107766.00         | $99662.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1036.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1451.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $467.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $823.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $803.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $897.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1532.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $609.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762944.00       | $7341080.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3072.00           | $570.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20299894.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $215.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $42920128.00       | $4722894.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1279.00           | $190.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $287.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $125.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1056.00           | $243.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $108.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $247.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $267.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $207000.00         | $36561.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $260.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 5.0000%  | 0.0000% | $25015840.00       | $8346758.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $345000.00         | $87570.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $748999.00         | $191998.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $331.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1111.00           | $265.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $379.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $359960.00         | $69592.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $384.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-06-01      | 2.5000%  | 0.0000% | $1002.00           | $392.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $3160.00           | $1265.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $507.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $812.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $944.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $862.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $743.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $958.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $917.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $983.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2005.00           | $1993.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2005.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $894.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $12884609.00       | $12277674.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $590.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2302801.00        | $2411320.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $861.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $912.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $944.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $615.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $767.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $955.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $854.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $939.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-09-01      | 3.0000%  | 0.0000% | $1000.00           | $329.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 1.5000%  | 0.0000% | $1004.00           | $506.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 2.0000%  | 0.0000% | $248754.00         | $124618.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $281.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $998000.00         | $315293.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $528.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $492.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $630.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.0000%  | 0.0000% | $1008.00           | $596.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $708.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $633.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1002.00           | $623.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $700.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $719.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $723.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $870.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $22360241.00       | $18043872.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1033.00           | $833.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $29965760.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $9093344.00        | $7440745.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $964.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $847.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $5218342.00        | $4195207.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $808.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 2.0000%  | 0.0000% | $199000.00         | $119458.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-10-01      | 2.5000%  | 0.0000% | $199713.00         | $119649.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $996.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1477368.00        | $1325249.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $588.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 5.0000%  | 0.0000% | $978276.00         | $140614.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $490.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $318.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $1017.00           | $1.13              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $40.77             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $1279.00           | $96.49             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $30827824.00       | $2383120.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $169.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $1030.00           | $10.94             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $125000.00         | $19028.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $1001.00           | $139.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1023.00           | $176.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $182.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $164.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1055.00           | $95.45             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1245174.00        | $168123.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1001.00           | $102.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $129.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1462.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1975.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $938.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1988.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $602.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $556.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $460.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $606.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $778.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $961.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1293.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1693.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1528.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1732.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $568.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $786.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1473.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1084.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $718.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1603.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1298.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1215052.00        | $1068426.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $695.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $452.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $702.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $798.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $482.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $566.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $699.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $773.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $757.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $146081.00         | $132625.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $868.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $613.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $775.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $665.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1795.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1616.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $401.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $240.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $97183.00          | $87040.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $379.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $95.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1001.00           | $228.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $55.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $142.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $104.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $1048.00           | $209.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $2043.00           | $193.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $235.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $144.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $15137696.00       | $4155782.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $249.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $7758757.00        | $1413438.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $169.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $98.97             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $114.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $643.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $132.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $228.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1022.00           | $285.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $146.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $172759621.00      | $24113968.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2064.00           | $289.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $153.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $262.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $307.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.19             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $238.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $187.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $110.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $183.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $183.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $187285030.00      | $22838780.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $204.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $240.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $2000.00           | $271.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $2014.00           | $276.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12751.00          | $265.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $58.65             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1059.00           | $146.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1079637.00        | $291909.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $161.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $161.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $219.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $50.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $19427168.00       | $4155186.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $249.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $131872.00         | $934.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.31              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $5.39              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1012.00           | $13.43             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $69814192.00       | $286080.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1012.00           | $17.24             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $10.79             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1023.00           | $7.62              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $1025.00           | $1.44              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $2064.00           | $18.31             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $4418.00           | $25.75             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $2000.00           | $8.03              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1055.00           | $12.99             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1006.00           | $2.45              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1016.00           | $6.39              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $12.01             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $869.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $846.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $916.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $698.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $422.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $1933.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $800.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $995.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $3000.00           | $3248.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2615399.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $644.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $872.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $972.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $818.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $368.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1067.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $748.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $789.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $906.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1683.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $131.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.11             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $169.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $137.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1032.00           | $284.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $241.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $105.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $206.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $272.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1024.00           | $279.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $241.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $3067.00           | $372.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $178.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $222.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $47.19             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $127.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $346.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $113.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $185.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $2001.00           | $418.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1433.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4537.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $786.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $3099.00           | $2173.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2154.00           | $1664.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4139.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $626.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1025.00           | $761.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $9244.00           | $9150.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $60811136.00       | $43740402.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12076000.00       | $8895492.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $703.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1009.00           | $792.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $796.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $761.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $11310021.00       | $8691305.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3144.00           | $2733.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1545.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1023.00           | $772.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3077.00           | $2429.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3209.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $743.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $738.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1730.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1043.00           | $805.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1086.00           | $868.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $842.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $918623.00         | $704459.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2575211.00        | $1916904.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $92644258.00       | $76351521.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1707.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $3633410.00        | $2167922.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $882.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1068043.00        | $775665.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $747.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $908.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $2024.00           | $1500.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $867.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $519.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $863.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2064.00           | $1591.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $747.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2325.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $759.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1683.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $674.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1458.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $651.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $699.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $826.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $6078271.00        | $4401588.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $61469.00          | $48339.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1408.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $690.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $490.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $745.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $667.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $700.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $538.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $652.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $832409.00         | $606549.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $470.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $981.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $747.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $418.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $384.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $355.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $357.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $363.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $231.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $378.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $4633386.00        | $3510712.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $961.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $520.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $585.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $587.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $889.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $812.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $492.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $959.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2004.00           | $1235.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $280.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $784.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $696.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1885.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $828.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1263.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $651.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1130.00           | $942.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $615.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $608.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $701.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $621.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $773.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $504.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $738.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $2048.00           | $933.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38349406.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1779897.00        | $913900.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 2.0000%  | 0.0000% | $198985.00         | $47446.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $699.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $76086618.00       | $42574770.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $602.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $390.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $4579235.00        | $2831351.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2130.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $2968837.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $805.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $917.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $789.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $419.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $201230.00         | $74342.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $61000.00          | $24795.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $483.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $139089384.00      | $57550148.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $503.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $519.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $610.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $516.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1031.00           | $510.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $9919860.00        | $4054789.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $654.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4029926.00        | $2165737.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $548.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1147.00           | $712.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $7976930.00        | $4480777.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1013.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $425.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2163.00           | $1093.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $520.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $512.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $174905842.00      | $96620436.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $553.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $103108950.00      | $48841510.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $532.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $535.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $6894858.00        | $3532331.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1693131.00        | $909699.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1155.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3038.00           | $1627.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27712.00          | $12480.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543786.00      | $74530452.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $514.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1898980.00        | $1044006.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $418.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $369107.00         | $195633.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $541.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $908.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $458.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $3008.00           | $1471.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2429.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $172631.00         | $96504.69          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $192.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $576.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1191.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $2412647.00        | $1397122.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $593.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $504.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1475.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1816.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $727.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $11059826.00       | $7558785.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2022.00           | $1308.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-01-01      | 2.5000%  | 0.0000% | $80815.00          | $46167.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1268.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $94687.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1205.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1118490.00        | $587005.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $6073.00           | $4560.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1649.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $6144.00           | $4304.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4643.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2180.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2051.00           | $1476.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $6059.00           | $4364.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2175.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $748.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1040.00           | $752.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2386.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2345.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1451.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $776.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534464.00       | $19025395.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1003.00           | $767.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1439.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2159.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $707.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $200000.00         | $30964.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $273135.00         | $75339.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 5.5000%  | 0.0000% | $424000.00         | $103893.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $1497000.00        | $725870.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 3.0000%  | 0.0000% | $1000.00           | $518.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 2.0000%  | 0.0000% | $198000.00         | $110024.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1022999.00        | $419098.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 1.5000%  | 0.0000% | $45271.00          | $27304.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 2.5000%  | 0.0000% | $184000.00         | $71182.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $49121.00          | $30855.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $665.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $691.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1427.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $82000.00          | $66769.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1072930.00        | $869119.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $751.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1001.00           | $830.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $9000.00           | $6823.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $732.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $153000.00         | $111502.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $31000.00          | $24750.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $860.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $102000.00         | $79868.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $30000.00          | $24354.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $7000.00           | $6317.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1066.00           | $909.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1775.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1734.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $121.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $136.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $343.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $118.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $191.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $7567009.00        | $1178663.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $26969.00          | $4385.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $162.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $351.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $466.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $467344.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $159.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $147.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $324.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $289.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $428.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $97.18             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $192.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $843.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $352.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $315.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $195.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $1002.00           | $252.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $198.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1006.00           | $280.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $255.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $164.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $293.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1001.00           | $313.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $455.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $192.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $200.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $382.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $377.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $437.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 4.0000%  | 0.0000% | $150000.00         | $35051.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 4.0000%  | 0.0000% | $225000.00         | $39750.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $314.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $272.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $227.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $291.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $273.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $1001.00           | $239.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $339.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $2020.00           | $653.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $181.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $152.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $561.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $285.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $397.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $159.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1001.00           | $282.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1003.00           | $338.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $102.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1002.00           | $332.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $264.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.05             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $127.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $246.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $287.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $232.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $339.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $560.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $395.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $198.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $286.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $300.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $236.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1056.00           | $741.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $496358.00         | $432831.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2112.00           | $1503.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2024.00           | $1605.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2217399.00        | $1826077.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $805.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $70000.00          | $58728.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $850.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $796.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $798.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5189976.00        | $4225282.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $817.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $834.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $841.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $2048.00           | $1581.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1799.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1009.00           | $894.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $27823918.00       | $19737941.16       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $748.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $876.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $789.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $812.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $869.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $702.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1040.00           | $882.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $2131.00           | $1726.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $847.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $27104672.00       | $24454105.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $816.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $16829256.00       | $14034646.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $629.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1895.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1883.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $904.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $917.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3115451.00        | $2827276.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1031.00           | $836.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $925.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $902.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $18876.00          | $18023.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 5.0000%  | 0.0000% | $90000.00          | $74401.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $719.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $19831008.00       | $18680840.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1815.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1530.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $898.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 4.5000%  | 0.0000% | $1722756.00        | $161622.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $74447997.00       | $86082.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $26780465.00       | $38803.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $40953792.00       | $400099.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 6.5000%  | 0.0000% | $41787669.00       | $162135.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 6.5000%  | 0.0000% | $34547520.00       | $75120.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.0000%  | 0.0000% | $57560896.00       | $323413.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 5.5000%  | 0.0000% | $1000.00           | $6.21              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $11483.00          | $3.02              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-11-01      | 6.0000%  | 0.0000% | $15372.00          | $215.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $4125.00           | $76.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $76.63             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.0000%  | 0.0000% | $1000.00           | $56.84             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $271.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1158.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $186.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $2001.00           | $253.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $67.99             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $2000.00           | $386.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $89.71             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $154.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 4.5000%  | 0.0000% | $1000.00           | $162.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 3.0000%  | 0.0000% | $123041.00         | $13423.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 4.5000%  | 0.0000% | $1000.00           | $47.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-06-01      | 2.5000%  | 0.0000% | $2000.00           | $123.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $984000.00         | $264298.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $1021.00           | $177.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $220.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $206.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $130.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $161.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $509.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $572.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 3.0000%  | 0.0000% | $1001.00           | $106.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-03-01      | 2.5000%  | 0.0000% | $2000.00           | $348.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $743.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 1.5000%  | 0.0000% | $1998.00           | $1062.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 1.5000%  | 0.0000% | $148648.00         | $70682.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $458.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $663.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-04-01      | 2.0000%  | 0.0000% | $1000.00           | $611.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.0000%  | 0.0000% | $1000.00           | $681.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $679.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $763.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 5.0000%  | 0.0000% | $1000.00           | $395.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1083800.00        | $819386.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $846.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $715.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1654.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $886.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $2048.00           | $872.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $729.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $697.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $738.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $934.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $2048.00           | $2050.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $1051.00           | $27.47             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1003.00           | $100.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1002.00           | $867.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $844.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $690.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $519.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $615.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $955.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $3000.00           | $1643.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1446500.00        | $1404128.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1005.00           | $627.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $6124784.00        | $4315716.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $725.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1021.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1037479.00        | $744434.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $698.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $99000.00          | $74437.36          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $798.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $775.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $865.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $592.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $435.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $17570738.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $781.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $881.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $932602.00         | $733350.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $667662.00         | $694264.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $849.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2514560.00        | $1733112.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $289.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $166.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $353.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $353.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $281.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $679.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $722.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $185.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $648.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $271.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $166.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $294.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $335.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $267.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $985133.00         | $235443.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $356.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $316.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $384.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $643.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $358.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $380.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $93.76             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $417.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $403.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1142.73           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $295.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $372.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $457.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $299.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $557.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $597.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $657.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $622.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $641.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $601.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $471.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $171045.00         | $116407.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $626.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $867.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $829.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $829.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $769.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $774.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $855.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $618.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.99             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.11             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $1104.00           | $156.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $213.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1175000.00        | $1177176.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $935.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $975.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $848.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $7001.00           | $7445.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1957.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $773.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2105.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $2006.00           | $2038.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 4.0000%  | 0.0000% | $712674.00         | $678266.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1005.00           | $1030.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $165.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $76529.00          | $11896.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $144.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $289.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $471.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $489.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $473.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $306.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1205.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $147.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $150.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $425.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $2029.00           | $400.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1002.00           | $395.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $113.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $806.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $214.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $3320980.00        | $658198.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $981000.00         | $187769.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 3.5000%  | 0.0000% | $2070030.00        | $710584.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $203.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $174.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $3000.00           | $576.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $239.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2052.00           | $311.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1476440.00        | $498989.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $377.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $828.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $203.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $382.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1202.00           | $174.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $294.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $391.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $348.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $235.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2001.00           | $322.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $164.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $2820.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $15007.00          | $2841.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1541.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $9466.00           | $2542.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $1862000.00        | $406230.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $421.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $623.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $934.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $6000.00           | $2986.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $674.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1999.00           | $610.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $3003.00           | $309.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $4001.00           | $1418.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $3001.00           | $1180.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $4001.00           | $825.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1001.00           | $483.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1553.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $931184.00         | $236025.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $1333.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $415.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $988.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1281.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1021.00           | $202.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $185.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $296.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $348.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $11001.00          | $4248.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $16043.00          | $1436.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $1280.00           | $174.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1024.00           | $303.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $302.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $280.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1307.70           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1030.00           | $179.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $194.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-05-01      | 4.0000%  | 0.0000% | $3294.00           | $2381.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $741.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $938.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $96.01             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2840992.00        | $843609.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1028.00           | $672.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.85             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $527.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $272.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $416.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2052508.00        | $470873.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $183.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $228.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $269.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $127.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $2030.00           | $544.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $259.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $12884976.00       | $218375.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $177.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $261.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $476.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $475.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $438.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $156.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1998.00           | $442.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $485.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $152.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $480.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $372.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $991.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $310.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $332.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $181.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $335.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $827.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2324572.00        | $1328474.49        | Agency Mortgage-Backed Securities  |

### Security 277: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQE3, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUQE3_3.83_0102
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $11212156.00       | $10203251.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $358377752.00      | $369376928.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1146634824.00     | $1158903040.60     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $981049.00         | $990378.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $2488288.00        | $2501617.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $378314.00         | $395692.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1952192.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2741039.00        | $2642363.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1946597.00        | $1973387.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1871456.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $860801.00         | $875956.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $112172706.00      | $95365974.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1959153.00        | $932623.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1257647.00        | $1300438.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $570891.00         | $570808.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1379930.00        | $1452058.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3288042.00        | $3491618.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1689506.00        | $1739209.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5199846.00        | $5231776.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $5080559.00        | $5116141.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $32030.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $6075.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-15      | 4.5000%  | 0.0000% | $891022.00         | $158119.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $1061275.00        | $5658.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1063109.00        | $1096814.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $452891.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274229.00        | $2347916.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2494026.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1951618.00        | $1937215.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3535531.00        | $1465095.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1529602.00        | $1473620.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $817090.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1110275.00        | $1162611.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279107.00        | $1336916.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2131427.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1714731.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $20246118.00       | $21046983.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1013506.00        | $243829.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $1088643.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1174592.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3467478.00        | $3624326.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1556290.00        | $1070862.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8101527.00        | $8257618.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $14179846.00       | $14804302.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $64044.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $406128.00         | $368808.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1988807.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1447470.00        | $1484182.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1761822.00        | $1838471.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $5769387.00        | $5764598.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1577208.00        | $1643296.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1376719.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1103048.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $20668160.00       | $18197894.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1545809.00        | $1605505.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $559869.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2175852.00        | $2252946.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1105275.00        | $1108843.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1336046.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 6.5000%  | 0.0000% | $887500.00         | $927320.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313826.00        | $5559881.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423354.00        | $6424747.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3011347.00        | $3125122.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4717839.00        | $4891985.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5911495.00        | $6192672.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2308707.00        | $2353969.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2657530.00        | $2773303.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1169897.00        | $1174104.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $1077553.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $2149385.00        | $2148561.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4049126.00        | $4230134.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3394549.00        | $3526412.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3082076.00        | $3139063.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $1035082.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2044140.00        | $2088109.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2159835.00        | $2242908.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1276945.00        | $1340038.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1163118.00        | $1219950.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $1058863.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1696134.00        | $1627073.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.5000%  | 0.0000% | $1200751.00        | $1256784.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.0000%  | 0.0000% | $758349.00         | $774880.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $231477.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1273743.00        | $1276866.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 5.8300%  | 0.0000% | $868000.00         | $905025.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $164673.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2109653.00        | $2157424.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2578122.00        | $2702586.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6826736.00        | $6988949.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $407490.00         | $370389.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $3757507.00        | $3771750.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2148000.00        | $2165993.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1358254.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2673387.00        | $2799482.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5681912.00        | $5966206.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4979926.00        | $5113339.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1314911.00        | $1330112.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $658010.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $7276817.00        | $7561100.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1734377.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $614546.00         | $635943.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $4873531.00        | $5092369.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $42317220.00       | $43786976.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2314898.00        | $2436714.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3721187.00        | $3905157.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1861058.00        | $1910914.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1286902.00        | $1295747.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 4.0000%  | 0.0000% | $1288535.00        | $1229021.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1092218.00        | $1132322.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.5000%  | 0.0000% | $1483854.00        | $1355640.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1446267.00        | $1467433.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $134091.00         | $121871.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1191010.00        | $1201593.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $12355195.00       | $12429544.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $319352.00         | $311405.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $10910524.00       | $11202809.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1949068.00        | $1889876.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1361275.00        | $1365674.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $704441.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $141429.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $115129.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $15745.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $73873.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $325000.00         | $188995.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $94712.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $59335.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $12286402.00       | $7261670.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1901778.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $73679.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $10886299.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $603402.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $174846917.00      | $174480729.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 2.5000%  | 0.0000% | $2403021.00        | $1213013.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1345.00           | $361.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $42041000.00       | $30341235.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 7.5000%  | 0.0000% | $2182151.00        | $1341913.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 5.0000%  | 0.0000% | $270889.00         | $3201.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $5363.00           | $5431.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $13435.00          | $14288.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $28286338.00       | $29040744.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 3.0000%  | 0.0000% | $914222.00         | $578618.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $2403315.00        | $228699.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 2.5000%  | 0.0000% | $2796910.00        | $438936.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.7500%  | 0.0000% | $78805970.00       | $1657620.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $4119582.00        | $319945.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $64125475.00       | $7319631.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.0000%  | 0.0000% | $1039005.00        | $71080.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $107860.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $435777.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5728.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 5.5000%  | 0.0000% | $2600491.00        | $669239.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $5000729.00        | $964766.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $147909.00         | $46134.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $1019810.00        | $654666.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $72709884.00       | $41041127.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $15264.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $80699.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 7.5000%  | 0.0000% | $93245.00          | $39092.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $100622.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $14818.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $1326098.00        | $758572.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $388252.00         | $236991.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $14809828.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $290000.00         | $112003.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $436792.00         | $229671.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $97007.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.5000%  | 0.0000% | $3577500.00        | $2545956.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $8371164.00        | $6616941.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $100000.00         | $65000.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $292208.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $434072510.00      | $366092119.74      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3141486.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $53660.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-04-15      | 5.6300%  | 0.0000% | $29073.00          | $30045.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-01-15      | 6.9300%  | 0.0000% | $127788.00         | $139468.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $182735.00         | $189451.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $891229.00         | $402783.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $621837.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.8200%  | 0.0000% | $508189.00         | $535658.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1173765.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1295114.00        | $1291262.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1446960.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1197915.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $64979.00          | $64915.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1050525696.00     | $662494661.65      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $350000.00         | $52084.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1373227.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $31242860.00       | $5377395.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 2.5000%  | 0.0000% | $1488631.00        | $438698.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $97040.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-02-15      | 5.5500%  | 0.0000% | $1334.00           | $1355.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.5500%  | 0.0000% | $907258.00         | $948256.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.5000%  | 0.0000% | $665000.00         | $205662.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $891576.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $180903.00         | $36723.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 4.0000%  | 0.0000% | $700000.00         | $403171.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $2518205.00        | $163179.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.0000%  | 0.0000% | $677567.00         | $694483.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61684.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $429130.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $847523.00         | $524505.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $370920.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $2091331.00        | $1087046.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $512895.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $248036.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $826042.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $400779.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $118729.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $264027.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $414156.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $50936.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $50010.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $59617.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $57592.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $110000.00         | $76707.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $136526.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2781039.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.0000%  | 0.0000% | $1455858.00        | $1207041.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104774.00        | $2609351.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1065036.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $989749.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $459604.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-15      | 6.0000%  | 0.0000% | $2538823.00        | $2470591.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212327.00        | $1088658.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1392657.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $32835825.00       | $28742659.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $33076471.00       | $30580698.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.6800%  | 0.0000% | $5000000.00        | $5240469.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1572353.00        | $503547.31         | Agency Mortgage-Backed Securities |

### Security 278: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQF0, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUQF0_3.82_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-02-28      | 2.5000%  | 0.0000% | $5000000.00        | $5032562.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $26481600.00       | $26167129.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $44000000.00       | $42109628.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $14000000.00       | $14099997.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-04-30      | 4.6250%  | 0.0000% | $402244600.00      | $422590738.52      | U.S. Treasuries (including strips) |

### Security 279: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 3.900000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1DUQT0, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1DUQT0_3.90_0105
- **C.18 - Value (incl. sponsor support):** $1090354000.00
- **C.18.a - Value (excl. sponsor support):** $1090354000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUQY9, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1DUQY9_3.80_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2031-02-15      | 5.3750%  | 0.0000% | $50000000.00       | $54854362.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $60618800.00       | $49236659.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $46741100.00       | $35166414.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $100000000.00      | $58492000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $57982100.00       | $57250583.33       | U.S. Treasuries (including strips) |

### Security 281: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7K8, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: ARP1DV7K8_3.84_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $261179900.00      | $229739115.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $43236200.00       | $41030496.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $596400.00         | $569669.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $4316900.00        | $4362879.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 4.0000%  | 0.0000% | $81200.00          | $82432.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 3.5000%  | 0.0000% | $47700000.00       | $47996350.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $38141100.00       | $38375561.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $40800.00          | $42134.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-15      | 4.6250%  | 0.0000% | $36500.00          | $37264.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $6046400.00        | $6314550.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $48782500.00       | $50793729.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $15556100.00       | $16033445.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $15600.00          | $15778.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $3198000.00        | $3225204.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $119947700.00      | $120600833.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $339400.00         | $344573.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $40558600.00       | $41453081.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $44129300.00       | $45368627.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $238153200.00      | $252128684.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $27631300.00       | $28071651.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $10411300.00       | $10595502.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $82287000.00       | $83036058.56       | U.S. Treasuries (including strips) |

### Security 282: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7M4, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1DV7M4_3.82_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $3000.00           | $3082.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $7572800.00        | $7843097.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $389030900.00      | $399999946.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-15      | 3.5000%  | 0.0000% | $153600.00         | $153811.73         | U.S. Treasuries (including strips) |

### Security 283: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7P7, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1DV7P7_3.83_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $150000.00         | $137603.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $416409.00         | $91823.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $8993331.00        | $1811734.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3654838.00        | $1989498.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $250000.00         | $125896.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $1827823.00        | $1295912.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $554000.00         | $385717.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $428000.00         | $309043.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.0000%  | 0.0000% | $700000.00         | $563643.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $217000.00         | $173073.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $3645011.00        | $2811874.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.0000%  | 0.0000% | $4040000.00        | $2761756.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $760000.00         | $513766.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.0000%  | 0.0000% | $201095.00         | $179488.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1191052.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $368000.00         | $302927.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $400000.00         | $348667.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $2375103.00        | $1705665.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $5150000.00        | $3840917.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $564342.00         | $410945.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $668616.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 5.0000%  | 0.0000% | $2260913.00        | $195006.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $4289898.00        | $2646866.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $2811968.00        | $1726666.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2070000.00        | $1457077.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $2245817.00        | $1299027.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $397774.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $145000.00         | $113628.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $235003.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $97131.00          | $80336.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $1927000.00        | $602709.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $1043460.00        | $712736.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $131000.00         | $117027.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $163917.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $520000.00         | $466749.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.5000%  | 0.0000% | $242000.00         | $162275.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-03-23      | 4.0000%  | 0.0000% | $2096000.00        | $2116129.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $741117.00         | $86413.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 3.5000%  | 0.0000% | $1015000.00        | $106556.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $12300000.00       | $1080715.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $3210000.00        | $376642.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 2.8300%  | 0.0000% | $2000000.00        | $1539080.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $745000.00         | $129063.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $890000.00         | $148809.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 5.5000%  | 0.0000% | $5130330.00        | $62013.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $6950000.00        | $84405.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $391900.00         | $366587.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3916233.00        | $4126880.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $4870176.00        | $5014075.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $607000.00         | $108930.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $367500.00         | $97514.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $329000.00         | $110007.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $2108000.00        | $181528.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $450000.00         | $146570.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1120000.00        | $540420.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $210000.00         | $110134.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 5.0000%  | 0.0000% | $1188930.00        | $591043.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $4271294.00        | $2299668.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $126502.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $432000.00         | $286910.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $2581933.00        | $1597727.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $210000.00         | $138941.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $159646.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $138177.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $295000.00         | $102230.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $846000.00         | $298594.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $2445157.00        | $1126667.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $116125.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $400000.00         | $214602.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1438401.00        | $924113.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $605000.00         | $385771.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $752823.00         | $507130.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $6671247.00        | $4440416.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $3150000.00        | $2009472.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $144033.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5544000.00        | $4117654.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $261355.00         | $206406.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2175000.00        | $1711616.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $280000.00         | $220124.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $300000.00         | $251563.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $676000.00         | $572881.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $446000.00         | $378135.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1310000.00        | $1064573.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1008158.00        | $707239.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $716881.00         | $594795.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $190000.00         | $163002.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $450000.00         | $432091.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $89000.00          | $85835.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 4.5000%  | 0.0000% | $1345807.00        | $1229155.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $2000000.00        | $753788.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2288000.00        | $1103289.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $500000.00         | $344034.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $131000.00         | $91667.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $440000.00         | $283691.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $563052.00         | $253115.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $215000.00         | $111879.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $5840973.00        | $3419547.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $491529.00         | $288689.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $700000.00         | $420010.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $4375000.00        | $2656082.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $175000.00         | $104032.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3385241.00        | $2186338.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $275000.00         | $206203.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $110000.00         | $83996.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $600000.00         | $501742.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $217547.00         | $179756.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $466228.00         | $407333.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $100000.00         | $81776.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $822620.00         | $632601.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $925000.00         | $862617.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $6067000.00        | $319054.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $3149000.00        | $2803180.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $5419998.00        | $291200.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.5000%  | 0.0000% | $12819558.00       | $83424.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 4.5000%  | 0.0000% | $1482497.00        | $153673.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $786020.00         | $113420.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 2.5000%  | 0.0000% | $700000.00         | $125051.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $1650000.00        | $343096.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 6.5000%  | 0.0000% | $13675000.00       | $86293.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $135846.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.0000%  | 0.0000% | $1391341.00        | $140565.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $2099318.00        | $259500.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $459000.00         | $125838.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $133508.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $4151871.00        | $329535.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 5.5000%  | 0.0000% | $1781672.00        | $1837700.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.0000%  | 0.0000% | $195000.00         | $118082.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 4.5000%  | 0.0000% | $1676188.00        | $1685690.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $390000.00         | $277416.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $250000.00         | $157907.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $270000.00         | $169188.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $210000.00         | $162783.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $900000.00         | $621614.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 4.0000%  | 0.0000% | $650000.00         | $417147.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $383478.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $754000.00         | $572571.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $540000.00         | $425643.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $678454.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $5545822.00        | $4195684.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $330000.00         | $279395.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $615000.00         | $518105.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $124000.00         | $94877.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $630000.00         | $539695.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 2.0000%  | 0.0000% | $148000.00         | $110113.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $621000.00         | $480030.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.5000%  | 0.0000% | $1493314.00        | $1297682.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $1159441.00        | $827793.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $4459276.00        | $3994943.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1160000.00        | $942926.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $4976414.00        | $4897722.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 6.0000%  | 0.0000% | $400000.00         | $119079.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $585529.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $928000.00         | $255169.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 5.0000%  | 0.0000% | $287000.00         | $87042.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $437000.00         | $205707.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.0000%  | 0.0000% | $248000.00         | $118084.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1209000.00        | $532540.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $845000.00         | $230652.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.0000%  | 0.0000% | $327000.00         | $96866.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $150000.00         | $82985.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $533795.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $2149106.00        | $1308430.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $387000.00         | $158544.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $445000.00         | $286348.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2698000.00        | $1687073.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $500000.00         | $325643.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $625000.00         | $425109.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $4357932.00        | $2783443.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2688000.00        | $1857659.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2582000.00        | $1747609.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $451000.00         | $313551.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $380010.00         | $252255.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $500000.00         | $387865.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $600000.00         | $477611.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $80739.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $376000.00         | $323445.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $250000.00         | $217266.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $5564140.00        | $4438171.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 5.5000%  | 0.0000% | $325000.00         | $209546.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $80473.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $173000.00         | $128624.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1080000.00        | $986818.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $180000.00         | $146246.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $500000.00         | $418234.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $600000.00         | $450421.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $97103.00          | $77763.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 6.0000%  | 0.0000% | $265000.00         | $222588.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $450000.00         | $417218.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $4499284.00        | $4034424.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 5.5000%  | 0.0000% | $6000000.00        | $113812.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 4.0000%  | 0.0000% | $4614494.00        | $511832.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.0000%  | 0.0000% | $850000.00         | $126839.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $3114658.00        | $463335.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $8333000.00        | $630683.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1928000.00        | $333357.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 3.0000%  | 0.0000% | $2350000.00        | $113847.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $1810000.00        | $1122807.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $10594775.00       | $1152040.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 2.5000%  | 0.0000% | $1250000.00        | $177418.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $850000.00         | $192098.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $10161000.00       | $2516068.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $2800000.00        | $501636.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $498000.00         | $174495.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3543316.00        | $1543122.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 5.5000%  | 0.0000% | $368000.00         | $224052.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 4.0000%  | 0.0000% | $4245000.00        | $1788123.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $452000.00         | $288151.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $755000.00         | $572174.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $295510.00         | $224657.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $175000.00         | $136062.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $332985.00         | $250851.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1812000.00        | $1442650.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $395000.00         | $324058.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $4041932.00        | $3055824.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $340000.00         | $280961.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $6455980.00        | $4953254.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $361000.00         | $234543.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 5.5000%  | 0.0000% | $220000.00         | $140379.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-08-01      | 5.0000%  | 0.0000% | $690000.00         | $426178.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5464761.00        | $3790856.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $179000.00         | $104739.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1660000.00        | $1420264.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $880000.00         | $768778.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $5909999.00        | $4906192.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $347000.00         | $328766.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1412564.00        | $1438793.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $5050178.00        | $4629643.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $2327163.00        | $2372783.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $900000.00         | $648181.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $952629.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $4992000.00        | $4684776.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 2.5000%  | 0.0000% | $800000.00         | $101290.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $49593000.00       | $5249123.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1746458.00        | $753099.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $5030000.00        | $474406.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $1105000.00        | $319056.37         | Agency Mortgage-Backed Securities |

### Security 284: Natixis SA

- **C.1 - Title:** Natixis SA 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7Q5, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1DV7Q5_3.84_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $203.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $4839200.00        | $4949821.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $590600.00         | $597603.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $49999900.00       | $50675241.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $239593000.00      | $244293947.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $800.00            | $822.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $600.00            | $635.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $600.00            | $611.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1018.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $18000.00          | $18170.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $4600.00           | $4667.70           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-12-31      | 3.8750%  | 0.0000% | $14851500.00       | $14832935.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $13000100.00       | $12041470.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $183.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $1097800.00        | $995615.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $195.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $1100.00           | $1018.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $1600.00           | $1589.14           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $938.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $1400.00           | $1453.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $1300.00           | $1280.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $378.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $1000000.00        | $984027.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $99999900.00       | $99047458.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-11-15      | 4.1250%  | 0.0000% | $4000800.00        | $4079986.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $199800.00         | $205265.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $300.00            | $301.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $7600.00           | $7762.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $2100.00           | $2159.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $69599900.00       | $70534322.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2026-11-15      | 6.5000%  | 0.0000% | $100.00            | $103.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-11-15      | 3.0000%  | 0.0000% | $1200.00           | $937.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $3389800.00        | $2459467.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $96.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $1100.00           | $703.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $106.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $6866200.00        | $4255935.11        | U.S. Treasuries (including strips) |

### Security 285: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7R3, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1DV7R3_3.85_0102
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $85044400.00       | $80531518.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $80050200.00       | $79649787.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $12726900.00       | $12862455.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $23581900.00       | $24221770.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $79240200.00       | $79558587.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.5000%  | 0.0000% | $79925000.00       | $80252333.94       | U.S. Treasuries (including strips) |

### Security 286: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7U6, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1DV7U6_3.84_0102
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $101536645.00      | $101058260.89      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1103414.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $52588.00          | $49407.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1580991.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1665426.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $9276758.00        | $8753675.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2756426.00        | $2650931.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $18323634.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $146756.00         | $148220.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1252610.00        | $1206071.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $105014.00         | $99559.28          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $959.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $103625645.00      | $102352206.05      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 4.0000%  | 0.0000% | $4314823.00        | $4117425.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600003.00        | $2057875.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1211406.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $83667.50          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $51086212.00       | $28643826.46       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9925319.00        | $5955336.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $49754923.00       | $29958425.82       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $53649100.00       | $33282318.46       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $852854.00         | $536143.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $24928967.00       | $19579828.18       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329905.00        | $1404688.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $40000000.00       | $33525331.10       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 3.5000%  | 0.0000% | $3675114.00        | $3364591.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $45710581.00       | $44801306.12       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1718449.00        | $1626913.77        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1336838.00        | $1270566.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $39974400.00       | $34447005.74       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $243030.00         | $246027.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $341916.00         | $352409.94         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-04-28      | N/A      | 0.0000% | $600.00            | $593.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $92700.00          | $95264.52          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $22674400.00       | $23353712.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-05-31      | 4.6250%  | 0.0000% | $39730700.00       | $41596130.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-11-15      | 4.1250%  | 0.0000% | $700.00            | $711.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $11400.00          | $11473.60          | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                   | 2040-12-24      | 5.4500%  | 0.0000% | $6990000.00        | $6988879.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $89339.00          | $67607.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $615.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $20158003.00       | $11805892.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $782.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1510414.00        | $1316580.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $2169573.00        | $1903195.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $13153979.00       | $12402749.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $83972000.00       | $45619130.75       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1207545.00        | $985557.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $1064694.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $500000.00         | $469358.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15638063.00       | $3093957.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786966.00       | $21299626.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3434000.00        | $3087429.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1221875.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3054096.00        | $3134074.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3647905.00        | $3355001.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $38548240.00       | $39303913.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1031143.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $33534000.00       | $31799646.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $965000.00         | $906111.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1021000.00        | $1033306.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $346314.00         | $312477.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1536389.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $88749434.00       | $75932321.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $644483.00         | $563028.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $4067851.00        | $3212769.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3663537.00        | $3341570.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $26328327.00       | $22353689.97       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.0000%  | 0.0000% | $629722.00         | $582399.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 6.0000%  | 0.0000% | $26830000.00       | $24738921.70       | Agency Mortgage-Backed Securities  |

### Security 287: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7V4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1DV7V4_3.82_0102
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2028-08-15      | N/A      | 0.0000% | $1975900.00        | $1803237.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $305408000.00      | $268162233.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $203600.00         | $189183.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $32974900.00       | $31180142.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $188.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $12995000.00       | $13605139.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 3.7001%  | 0.0000% | $611900.00         | $615689.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $600.00            | $619.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $1192163200.00     | $1214766673.27     | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $1270.61           | $1231.48           | U.S. Treasuries (including strips) |

### Security 288: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7X0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1DV7X0_3.83_0102
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $57600.00          | $57734.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $121831700.00      | $149999941.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 3.7500%  | 0.0000% | $2916800.00        | $2941192.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 4.5000%  | 0.0000% | $1100.00           | $1114.77           | U.S. Treasuries (including strips) |

### Security 289: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV7Z5, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1DV7Z5_3.86_0102
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2577400.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $35226404.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $115138702.48      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47022621.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2571858.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $14056273.00       | $13221392.17       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $205783.80         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24531.69          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-11      | 5.7500%  | 0.0000% | $125000.00         | $126901.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45714.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $95555792.52       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-03      | 2.6300%  | 0.0000% | $109000.00         | $109541.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14969.06          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $52080.30          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14596.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15364.49          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $103128.46         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $983.57            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $295957.85         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51862.72          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14858.41          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-03-22      | 3.1500%  | 0.0000% | $1000000.00        | $1004003.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $6974.84           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $38875.52          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $226610.79         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $81980.88          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $144797.47         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $98801.92          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $66289.54          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $805000.00         | $732492.85         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9577.21           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $958191.50         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $125545.52         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4686.02           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $129055.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $218317.32         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $88419.20          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $134732.39         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $28000.00          | $28451.11          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $125000.00         | $122898.95         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $610000.00         | $602307.29         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $965113.25         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $348732.34         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $111337.48         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $50000.00          | $51928.70          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-02-23      | 4.2500%  | 0.0000% | $100000.00         | $102591.51         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $170000.00         | $171691.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23418674.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $18163006.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $51992045.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22603126.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $28712407.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $50000709.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $48602798.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $29528544.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $84582659.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $22222442.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $23153098.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $21551711.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $20725439.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26609591.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $60773795.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $97941198.00       | $87761475.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $20572665.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2610214.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15796316.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $17073280.00       | $11044500.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2612175.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $24494947.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $20438989.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $36550937.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $37376428.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $100532256.56      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $17305574.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $9835047.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $20853188.98       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $17853779.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $67361416.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $88684972.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $104210.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 4.1250%  | 0.0000% | $284000.00         | $290916.25         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36470.96          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $121054.97         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5224.42           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $456173.55         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-27      | 4.2500%  | 0.0000% | $620000.00         | $629563.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-08-16      | 3.7500%  | 0.0000% | $419000.00         | $426770.57         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $188159.92         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-27      | 3.3750%  | 0.0000% | $1190000.00        | $1193978.17        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $185553.65         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-09-15      | 3.6250%  | 0.0000% | $249000.00         | $251531.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21179846.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $28345817.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2931777.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3272666.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2539237.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2452816.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $40625113.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19066752.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2604047.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2552956.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2429761.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2557200.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $30918281.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2612159.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2595041.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2565548.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2664494.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3152409.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19715136.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $53971005.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48107415.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $25657429.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2417029.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2867701.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25259539.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $64043854.58       | Agency Mortgage-Backed Securities |

### Security 290: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV819, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1DV819_3.82_0102
- **C.18 - Value (incl. sponsor support):** $338000000.00
- **C.18.a - Value (excl. sponsor support):** $338000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-15      | 0.1250%  | 0.0000% | $58081200.00       | $69848565.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $107900000.00      | $110534989.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $36679900.00       | $37993779.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $125196200.00      | $126382684.40      | U.S. Treasuries (including strips) |

### Security 291: MUFG Securities (Canada) Ltd.

- **C.1 - Title:** MUFG Securities (Canada) Ltd. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV835, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1DV835_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $505076.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1745227.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5477879.00        | $836240.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20224689.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $12065369.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4526587.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22843712.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14165129.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584756.00         | $433256.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $13383870.41       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2740351.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $188744.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30031694.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $57213.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2706.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $17257846.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $544.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $30430471.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $98207387.00       | $75228353.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1713329.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1826587.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $205.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15075809.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $506.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1572644.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7585803.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $237645.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7038907.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2701043.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $774.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $255594.00         | $197337.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $526636.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1373034.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $923.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3471514.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3701837.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $16641556.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $18189784.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5429796.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2095903.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.0300%  | 0.0000% | $20301000.00       | $20495957.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $949194.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $2413616.00        | $2260098.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $367466.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $329396.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $430393.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $794722.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83613074.00       | $369906.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21175823.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10048.00          | $9233.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $215985.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6377255.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $340.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14819730.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $408.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4794785.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5305497.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4144111.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $194.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1654800.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $353.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $183.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $939830.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6712278.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $15912688.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $600.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $590.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8905721.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5610.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $108094.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $778.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $697.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $626.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $767.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1543.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1982690.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $553.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1069796.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1113753.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1286657.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $740.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $302.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $182.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $532.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $647.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3210027.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $538.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2672896.00        | $1729739.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1008.00           | $716.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1529.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $809.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3071056.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713728.00        | $2792177.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $21713974.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1471862.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $9756.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $188211.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $4911164.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21186279.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62729540.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $387456.00         | $342869.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $37037440.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5308464.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4918643.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $41656.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15408407.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $34714431.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $130930.00         | $106042.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1310.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7957443.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $659812.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8731988.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $586.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $605095.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8674052.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $673.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4240514.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $22679256.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $30263335.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23454137.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $7814965.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $922.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $48368130.00       | $40630073.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340302.00         | $316463.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $7389657.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1373654.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12072432.00       | $11002919.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $657907.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $562258.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $25246875.85       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $28625600.00       | $29442193.97       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3509647.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6272909.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4839.21           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $16382231.57       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699000.00        | $4251699.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $740.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $3822922.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $180912.55         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $22038176.00       | $15896769.42       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1052.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $130099.00         | $95057.12          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $7696497.34        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $700.00            | $603.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 3.8750%  | 0.0000% | $1415100.00        | $1282931.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $27009600.00       | $25332702.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 2.3750%  | 0.0000% | $8427200.00        | $8365680.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $6398500.00        | $6177783.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $378.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $189.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $11715900.00       | $10246904.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $948.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-31      | 3.1250%  | 0.0000% | $177950400.00      | $176999213.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $10462100.00       | $10844327.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $23931000.00       | $24364796.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $515600.00         | $527044.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $998.40            | U.S. Treasuries (including strips) |

### Security 292: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV876, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1DV876_3.83_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $68974000.00       | $25521685.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 5.5000%  | 0.0000% | $1144.00           | $854.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-04-01      | 4.0000%  | 0.0000% | $8442001.00        | $4228984.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-01      | 3.3426%  | 0.0000% | $3690.00           | $626.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $8168783.00        | $5731731.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.4300%  | 0.0000% | $39818.00          | $40235.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.1600%  | 0.0000% | $159653.00         | $160619.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1203.00           | $713.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $8399999.00        | $6030644.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $10464.00          | $9680.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $59211358.00       | $59472191.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2256000.00        | $1099915.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $46917.00          | $34918.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2182.00           | $1689.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $61054.00          | $61186.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $4842.00           | $1295.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $265339.00         | $228333.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $9378.00           | $7962.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1630.00           | $1532.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1623.00           | $1701.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $6822607.00        | $7017697.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $13183.00          | $11522.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1003.00           | $266.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1017.00           | $84.89             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $2752.00           | $1870.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2001.00           | $1038.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $815.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $1002.00           | $297.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1003.00           | $450.63            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1001.00           | $1064.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2001.00           | $2099.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1998.00           | $951.40            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2000.00           | $1631.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $3024.00           | $2476.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $37735.00          | $34603.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $60846.00          | $65972.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3234.60           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-03-05      | N/A      | 0.0000% | $108100.00         | $107443.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $43900.00          | $42651.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-05-15      | 4.6250%  | 0.0000% | $13300.00          | $13202.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-15      | 0.1250%  | 0.0000% | $83000.00          | $99689.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-07-15      | 0.6250%  | 0.0000% | $300.00            | $317.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-15      | 1.6250%  | 0.0000% | $88806000.00       | $91717729.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-30      | 3.5000%  | 0.0000% | $3317300.00        | $3299860.19        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $2098.00           | $1740.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $1222.00           | $560.78            | Agency Mortgage-Backed Securities  |

### Security 293: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV892, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1DV892_3.85_0102
- **C.18 - Value (incl. sponsor support):** $599000000.00
- **C.18.a - Value (excl. sponsor support):** $599000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank           | 2026-03-04      | 0.8000%  | 0.0000% | $25000000.00       | $24935700.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank           | 2027-01-28      | 1.7000%  | 0.0000% | $24995000.00       | $24689061.20       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2032-03-29      | 3.5400%  | 0.0000% | $34083000.00       | $33051193.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2028-12-22      | 3.9250%  | 0.0000% | $48000000.00       | $47961660.00       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond               | 2043-08-15      | 3.6250%  | 0.0000% | $105716400.00      | $93154833.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-11-15      | 2.7500%  | 0.0000% | $3348700.00        | $2411289.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $9787000.00        | $9908554.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-15      | 4.3750%  | 0.0000% | $1104200.00        | $1127567.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-31      | 4.8750%  | 0.0000% | $85233500.00       | $90418661.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $280594400.00      | $283321514.07      | U.S. Treasuries (including strips) |

### Security 294: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV8C5, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1DV8C5_3.84_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip      | 2026-02-15      | N/A      | 0.0000% | $61494184.78       | $61206514.98       | U.S. Treasuries (including strips) |
| Federal Home Loan Bank   | 2026-03-04      | 0.8000%  | 0.0000% | $55000.00          | $54858.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2026-09-24      | 3.7950%  | 0.0000% | $1000000.00        | $1000727.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank   | 2026-06-22      | N/A      | 0.0000% | $230291000.00      | $226394476.30      | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-28      | 4.8750%  | 0.0000% | $203000.00         | $208028.97         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2028-05-15      | 4.2200%  | 0.0000% | $11272000.00       | $11341911.45       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-11-12      | 3.8850%  | 0.0000% | $1821000.00        | $1831865.30        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note       | 2026-11-30      | 1.6250%  | 0.0000% | $18129600.00       | $17842407.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2027-03-31      | 2.5000%  | 0.0000% | $30973000.00       | $30793037.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2029-08-31      | 3.1250%  | 0.0000% | $12556600.00       | $12492206.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note       | 2030-12-31      | 3.7500%  | 0.0000% | $146443700.00      | $146839098.00      | U.S. Treasuries (including strips) |

### Security 295: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV8D3, C.3 - LEI: N/A, C.5 - Other ID: ARP1DV8D3_3.82_0102
- **C.18 - Value (incl. sponsor support):** $3050000000.00
- **C.18.a - Value (excl. sponsor support):** $3050000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-26      | N/A      | 0.0000% | $14999800.00       | $14878241.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-28      | N/A      | 0.0000% | $6900.00           | $6802.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-06-25      | N/A      | 0.0000% | $664500.00         | $653307.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $342561200.00      | $328749072.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $49990200.00       | $47695803.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $441196000.00      | $418688298.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $2157700.00        | $2040260.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $1240200.00        | $1220616.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $196.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $104319400.00      | $101999649.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $138898200.00      | $138203428.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $19333400.00       | $19741727.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 4.1250%  | 0.0000% | $39280900.00       | $40000014.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $352507200.00      | $356067745.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-15      | 4.0000%  | 0.0000% | $6505400.00        | $6604119.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-28      | 4.0000%  | 0.0000% | $1289800.00        | $1325481.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 4.1250%  | 0.0000% | $7201700.00        | $7437210.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $13447100.00       | $13891095.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $96746500.00       | $100281082.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 4.3750%  | 0.0000% | $5000000.00        | $5170999.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $478375200.00      | $489411586.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $501547300.00      | $509999383.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $1300.00           | $1301.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $21217800.00       | $21579154.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $6500.00           | $6577.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $133632800.00      | $137385743.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $295936000.00      | $301546961.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $6996000.00        | $7059684.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $39836800.00       | $39996864.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-30      | 3.5000%  | 0.0000% | $18000.00          | $17905.37          | U.S. Treasuries (including strips) |

### Security 296: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV8P6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1DV8P6_3.83_0102
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $781.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1008.00           | $782.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $787.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $789.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $1024.00           | $10.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 5.5000%  | 0.0000% | $1000.00           | $13.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1000.00           | $16.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.0000%  | 0.0000% | $1003.00           | $19.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $20.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $35.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.5000%  | 0.0000% | $1015.00           | $36.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 4.0000%  | 0.0000% | $1000.00           | $45.50             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1000.00           | $50.46             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 2.5000%  | 0.0000% | $1000.00           | $52.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-07-01      | 4.5000%  | 0.0000% | $1001.00           | $55.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $60.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $71.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-07-01      | 4.5000%  | 0.0000% | $1000.00           | $73.05             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1004520.00        | $815104.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1083212.00        | $822574.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $915630.00         | $824486.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1558642.00        | $831204.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 3.0000%  | 0.0000% | $1076404.00        | $864308.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1781186.00        | $866020.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 8.0000%  | 0.0000% | $1554416.00        | $876058.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $4124000.00        | $910193.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $2999000.00        | $924187.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1251840.00        | $938995.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $951080.00         | $970958.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $2351268.00        | $1098849.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1127050.00        | $1141473.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1156980.00        | $1152436.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1497000.00        | $1174793.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.5000%  | 0.0000% | $1157920.00        | $1210779.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1281625.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1528270.00        | $1335115.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $2161070.00        | $1340588.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2327392.00        | $1357031.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1361014.00        | $1426735.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1414488.00        | $1443049.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1558662.00        | $1475527.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.7900%  | 0.0000% | $1548230.00        | $1476173.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $2905000.00        | $1547050.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2583370.00        | $1596075.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1986000.00        | $1652137.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1723343.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $2418976.00        | $1732109.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1705081.00        | $1766271.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1932511.00        | $1867371.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $45951616.00       | $33491369.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $38492298.00       | $36028821.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $36886336.00       | $36104659.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $56061579.00       | $49979559.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $1013.00           | $79.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 7.0000%  | 0.0000% | $1000.00           | $79.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.71             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $82.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $1008.00           | $86.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 6.3130%  | 0.0000% | $1000.00           | $91.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $94.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1008.00           | $97.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $98.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $100.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $102.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $103.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $1008.00           | $105.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $107.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $1005.00           | $108.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.0000%  | 0.0000% | $1000.00           | $116.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $1003.00           | $118.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1024.00           | $119.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $121.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 3.5000%  | 0.0000% | $1000.00           | $121.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $133.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $136.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $136.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $146.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $146.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $156.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $163.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $163.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $173.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $180.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 4.0000%  | 0.0000% | $1000.00           | $190.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 2.5000%  | 0.0000% | $1000.00           | $192.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1007.00           | $193.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $1040.00           | $204.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $209.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1000.00           | $212.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $212.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $1992.00           | $226.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $242.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $273.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $285.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $289.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $290.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $291.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $293.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $294.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $302.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $303.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $331.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1002.00           | $339.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1000.00           | $357.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $361.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $380.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $438.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $441.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 3.0000%  | 0.0000% | $1000.00           | $446.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $492.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $505.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $514.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $515.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $531.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $532.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $535.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $542.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $565.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $570.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $575.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $575.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $580.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1023.00           | $586.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $587.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1008.00           | $602.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $602.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $611.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1001.00           | $616.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $619.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1002.00           | $620.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $629.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $629.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $629.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $634.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $637.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $642.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $646.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $647.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $654.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $662.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1008.00           | $662.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $666.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $668.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $669.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $669.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $669.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $673.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 2.5000%  | 0.0000% | $1000.00           | $673.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $674.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $676.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $692.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $694.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $694.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $694.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $696.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $697.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1016.00           | $697.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $699.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $701.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $704.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $704.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $704.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $707.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $709.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $716.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $716.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $1040.00           | $717.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $720.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $720.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $722.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $722.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $726.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $729.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $729.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $733.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $733.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $734.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $735.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $740.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $748.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1024.00           | $748.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $790.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $791.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $792.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $793.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $793.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $794.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $798.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $799.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $802.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $805.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $806.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $808.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $810.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $812.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $814.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $819.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $826.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $828.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $831.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $832.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $833.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $1024.00           | $833.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $833.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $833.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $835.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $836.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $836.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $837.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $838.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $843.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $847.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1035.00           | $853.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $854.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $856.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $858.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $865.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $871.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $873.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $881.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $881.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $882.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $883.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $883.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $891.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $894.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $899.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1030.00           | $904.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $907.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $909.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $910.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $913.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $915.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $916.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $917.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $920.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $928.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $928.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $929.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1022.00           | $930.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1016.00           | $931.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $932.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $936.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $936.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $938.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $940.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $941.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $946.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $949.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $953.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $954.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $955.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $1000.00           | $958.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $965.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $966.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $969.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1009.00           | $972.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $976.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $981.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $981.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $983.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $986.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $987.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $987.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1004.00           | $989.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $990.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $992.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 6.5000%  | 0.0000% | $1801.00           | $0.84              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1002.00           | $3.95              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $1068.00           | $6.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1005.00           | $7.10              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-04-01      | 3.0000%  | 0.0000% | $1149.00           | $9.59              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3780.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 6.4390%  | 0.0000% | $742336.00         | $5007.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $5000.00           | $5097.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-08-01      | 3.5000%  | 0.0000% | $71000.00          | $5105.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $5001.00           | $5214.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5334.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $12000.00          | $5434.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-25      | 3.5000%  | 0.0000% | $9000.00           | $5439.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 6.0000%  | 0.0000% | $1600000.00        | $5524.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $6000.00           | $5565.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $8001.00           | $5792.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $64000.00          | $5814.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $9048.00           | $5871.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $8000.00           | $5905.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $35000.00          | $5911.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $9000.00           | $5914.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $456.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $461.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $471.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $476.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1732414.00        | $210878.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.9400%  | 0.0000% | $300014.00         | $219110.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $224835.00         | $228111.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $282000.00         | $231150.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $1463888.00        | $241875.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $290000.00         | $243245.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $1340866.00        | $268389.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $577999.00         | $279884.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $483986.00         | $299096.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $357143.00         | $336788.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $442720.00         | $348908.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $501000.00         | $376587.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $417403.00         | $392368.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $505348.00         | $402562.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $426816.00         | $403885.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $2800000.00        | $446307.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $530592.00         | $469881.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1024000.00        | $476565.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $695833.00         | $483978.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $495822.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $829230.00         | $508278.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $491660.00         | $513313.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $682753.00         | $523412.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $591000.00         | $524465.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $871861.00         | $558394.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $681519.00         | $568251.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $620290.00         | $585757.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $1448398.00        | $602769.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1228304.00        | $619601.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $944000.00         | $629260.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $891133.00         | $642090.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 6.5000%  | 0.0000% | $1003180.00        | $665533.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $705343.00         | $716915.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1169070.00        | $724616.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1415890.00        | $749016.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1058000.00        | $793561.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $778178.00         | $797947.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $5999.00           | $6116.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $6210.00           | $6265.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $6000.00           | $6269.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 4.0000%  | 0.0000% | $45000.00          | $6530.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.5000%  | 0.0000% | $327999.00         | $6887.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $7144.00           | $7001.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.0000%  | 0.0000% | $8000.00           | $7063.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $7000.00           | $7088.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $12000.00          | $7090.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $8000.00           | $7239.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $7000.00           | $7269.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $8907.00           | $7702.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $8001.00           | $7783.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.9850%  | 0.0000% | $1060000.00        | $8065.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 3.0000%  | 0.0000% | $51000.00          | $8451.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $9000.00           | $8714.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $9000.00           | $9073.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $14000.00          | $9585.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $14657.00          | $9877.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $9907.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $69000.00          | $10691.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $1124990.00        | $12188.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 4.4650%  | 0.0000% | $14730.00          | $14716.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 5.5000%  | 0.0000% | $5170070.00        | $16502.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $31362.00          | $16667.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $31000.00          | $17329.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 3.0000%  | 0.0000% | $300000.00         | $41905.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $91780.00          | $46549.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $190294.00         | $54784.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $64028.00          | $54978.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 4.5000%  | 0.0000% | $733155.00         | $57835.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $56141.00          | $59102.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $60475.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $63038.00          | $66275.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $67395.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $219100.00         | $67832.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 4.5000%  | 0.0000% | $10305072.00       | $69956.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $100000.00         | $70307.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 3.5000%  | 0.0000% | $392460.00         | $79140.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $109397.00         | $80445.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.4630%  | 0.0000% | $119910974.00      | $82430.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $321000.00         | $85256.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 4.0000%  | 0.0000% | $1313994.00        | $96719.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 4.1710%  | 0.0000% | $20150793.00       | $98419.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $99008.00          | $102876.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $996976.00         | $127061.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $144525.00         | $150969.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 6.5000%  | 0.0000% | $4270197.00        | $153693.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $157441.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 5.0000%  | 0.0000% | $2291996.00        | $159450.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.0000%  | 0.0000% | $174000.00         | $166184.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 5.0000%  | 0.0000% | $324988.00         | $171386.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $290888.00         | $180794.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $725620.00         | $181204.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $270945.00         | $185092.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 6.3440%  | 0.0000% | $22995740.00       | $189685.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $274829.00         | $193097.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 4.5000%  | 0.0000% | $264836.00         | $202624.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $196864.00         | $207492.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $435406.00         | $208067.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1023.00           | $751.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $757.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2064.00           | $2091.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $2000.00           | $2122.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2132.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 7.0000%  | 0.0000% | $2000.00           | $2136.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $992.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $995.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $998.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $1024.00           | $998.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $1004.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1006.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1016.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-01-01      | 4.5800%  | 0.0000% | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1003.00           | $1032.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1048.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1064.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 8.0000%  | 0.0000% | $1000.00           | $1064.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1017.00           | $1067.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $1043.00           | $1071.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1055.00           | $1077.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1080.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1320.00           | $1191.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2032.00           | $1289.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1346.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $5013.00           | $1367.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 3.5000%  | 0.0000% | $17264.00          | $1386.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1400.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1497.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1566.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2006.00           | $1578.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1587.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2016.00           | $1633.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $2016.00           | $1700.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2008.00           | $1731.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1740.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2008.00           | $1885.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1934.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $7695.00           | $1964.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $2008.00           | $2002.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2011.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2014.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $763.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $766.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $769.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $769.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $770.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $771.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $773.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $775.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $778.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $780.42            | Agency Mortgage-Backed Securities |

### Security 297: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV8T8, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1DV8T8_3.83_0102
- **C.18 - Value (incl. sponsor support):** $3090000000.00
- **C.18.a - Value (excl. sponsor support):** $3090000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 3.0000%  | 0.0000% | $3000.00           | $831.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $868.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 5.5000%  | 0.0000% | $155719.00         | $966.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-09-01      | 6.0000%  | 0.0000% | $115000.00         | $1029.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-07-01      | 5.0000%  | 0.0000% | $190080.00         | $1192.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-06-01      | 5.5000%  | 0.0000% | $236479.00         | $1599.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2017.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-12-01      | 5.5000%  | 0.0000% | $638516.00         | $2089.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-01-01      | 6.0000%  | 0.0000% | $842474.00         | $2109.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 6.0000%  | 0.0000% | $4000.00           | $2359.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2493.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-01-01      | 4.0000%  | 0.0000% | $2119491.00        | $3168.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-07-01      | 7.0000%  | 0.0000% | $125915.00         | $3410.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-12-01      | 3.0000%  | 0.0000% | $31000.00          | $3552.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 3.0000%  | 0.0000% | $14000.00          | $4064.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 5.5000%  | 0.0000% | $1850000.00        | $9608.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-05-01      | 2.0000%  | 0.0000% | $22000.00          | $10816.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 6.0000%  | 0.0000% | $2473546.00        | $11029.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $16000.00          | $11676.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 2.5000%  | 0.0000% | $75000.00          | $13556.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 6.0000%  | 0.0000% | $20000.00          | $13940.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-12-01      | 4.5000%  | 0.0000% | $25000.00          | $14682.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 4.5000%  | 0.0000% | $70000.00          | $15351.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-12-01      | 2.0000%  | 0.0000% | $25000.00          | $15624.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $23000.00          | $16913.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $26400.00          | $19237.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.0000%  | 0.0000% | $27109.00          | $19447.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 3.0000%  | 0.0000% | $133193.00         | $21007.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-03-01      | 7.5000%  | 0.0000% | $3287561.00        | $22875.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-01      | 1.5000%  | 0.0000% | $40000.00          | $24689.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 5.5000%  | 0.0000% | $1152932.00        | $25724.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $40000.00          | $28596.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.5000%  | 0.0000% | $41000.00          | $29604.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-06-01      | 2.0000%  | 0.0000% | $50000.00          | $29980.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-08-01      | 6.0000%  | 0.0000% | $801484.00         | $31289.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $70000.00          | $33810.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-02-01      | 4.5000%  | 0.0000% | $200000.00         | $34712.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $43000.00          | $35155.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-12-01      | 4.5000%  | 0.0000% | $200000.00         | $35174.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $36795.00          | $35213.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-05-01      | 4.5000%  | 0.0000% | $1175000.00        | $35599.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.5000%  | 0.0000% | $100000.00         | $36542.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 3.0000%  | 0.0000% | $149565.00         | $38229.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-01      | 5.0000%  | 0.0000% | $486000.00         | $39867.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 3.5000%  | 0.0000% | $286918.00         | $39938.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.5000%  | 0.0000% | $550000.00         | $40601.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.0000%  | 0.0000% | $62058.00          | $46032.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-08-01      | 3.0000%  | 0.0000% | $65387.00          | $46950.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $50991.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $81917.00          | $52898.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-01-01      | 5.0000%  | 0.0000% | $500000.00         | $54689.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-04-01      | 3.0000%  | 0.0000% | $2500000.00        | $56685.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $91000.00          | $60962.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 3.0000%  | 0.0000% | $600000.00         | $80998.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-11-01      | 6.0000%  | 0.0000% | $13551983.00       | $81052.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-04-01      | 4.0000%  | 0.0000% | $121967.00         | $83906.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.0000%  | 0.0000% | $211000.00         | $84317.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 2.0000%  | 0.0000% | $140000.00         | $85014.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-10-01      | 1.0000%  | 0.0000% | $150000.00         | $85697.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 3.0000%  | 0.0000% | $150000.00         | $95649.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $115000.00         | $95667.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.5000%  | 0.0000% | $111581.00         | $101305.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $130000.00         | $101757.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 1.5000%  | 0.0000% | $200250.00         | $102320.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $103805.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 6.0000%  | 0.0000% | $137201.00         | $106597.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $111265.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 4.5000%  | 0.0000% | $562890.00         | $114540.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-01      | 6.0000%  | 0.0000% | $224277.00         | $116819.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $122030.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 3.5000%  | 0.0000% | $715000.00         | $126478.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 2.5000%  | 0.0000% | $205113.00         | $135304.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 2.0000%  | 0.0000% | $255685.00         | $141625.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $183000.00         | $144275.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 4.0000%  | 0.0000% | $239691.00         | $148595.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $235000.00         | $164992.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $233000.00         | $168299.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $237875.00         | $174068.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 2.5000%  | 0.0000% | $360000.00         | $176176.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.5000%  | 0.0000% | $2113397.00        | $2238116.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-12-01      | 6.0000%  | 0.0000% | $2209153.00        | $2283464.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 4.5000%  | 0.0000% | $2335057.00        | $2298879.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.5000%  | 0.0000% | $2575650.00        | $2304406.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.5000%  | 0.0000% | $2495600.00        | $2307980.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $2418385.00        | $2443401.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $2398059.00        | $2479463.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $2523829.00        | $2536788.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $2520230.00        | $2582646.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $2561430.00        | $2627935.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 2.5000%  | 0.0000% | $4155380.00        | $2715957.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.5000%  | 0.0000% | $3202879.00        | $2735638.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $3016680.00        | $2808698.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 4.5000%  | 0.0000% | $4119566.00        | $2835822.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $2928742.00        | $2950742.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.0000%  | 0.0000% | $3009873.00        | $2978862.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $3107956.00        | $3045677.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.0000%  | 0.0000% | $3400000.00        | $3070963.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $3054422.00        | $3128190.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 3.5000%  | 0.0000% | $5286771.00        | $3207207.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $3453967.00        | $3242456.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $3166663.00        | $3255091.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $5548815.00        | $3280682.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $3235310.00        | $3304702.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.5000%  | 0.0000% | $4436924.00        | $3324175.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $3435000.00        | $3509678.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $3432600.00        | $3514024.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $3537284.00        | $3522076.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $3451400.00        | $3533078.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $3669536.00        | $3544644.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.5000%  | 0.0000% | $3430785.00        | $3546429.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $4096969.00        | $3572825.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-02-01      | 2.0000%  | 0.0000% | $8150005.00        | $3698091.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $3776224.00        | $3780186.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 2.5000%  | 0.0000% | $5252957.00        | $3801594.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 6.5000%  | 0.0000% | $217682.00         | $179602.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 3.0000%  | 0.0000% | $2196399.00        | $261172.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $619000.00         | $497077.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $511684.00         | $509833.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 3.5000%  | 0.0000% | $3230000.00        | $516506.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.0000%  | 0.0000% | $800000.00         | $528315.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 4.0000%  | 0.0000% | $600000.00         | $543148.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-06-01      | 2.5000%  | 0.0000% | $800000.00         | $547982.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 3.0000%  | 0.0000% | $995106.00         | $582046.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $947867.00         | $595376.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 4.0000%  | 0.0000% | $686018.00         | $609697.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 3.0000%  | 0.0000% | $996514.00         | $665987.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $690925.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.5000%  | 0.0000% | $2821757.00        | $726206.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-09-01      | 3.0000%  | 0.0000% | $1513782.00        | $759047.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $992375.00         | $759597.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 5.0000%  | 0.0000% | $1000952.00        | $767173.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $728593.00         | $768614.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.0000%  | 0.0000% | $922755.00         | $769163.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 4.5000%  | 0.0000% | $1206301.00        | $769796.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 3.5000%  | 0.0000% | $2275018.00        | $780378.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 6.5000%  | 0.0000% | $1043882.00        | $788969.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.5000%  | 0.0000% | $1300000.00        | $802084.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $1137891.00        | $845227.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $1300194.00        | $849850.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 6.0000%  | 0.0000% | $1483382.00        | $877666.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $1115456.00        | $889455.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $1100000.00        | $897192.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $1089891.00        | $899065.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-07-01      | 1.5000%  | 0.0000% | $1691622.00        | $909479.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $1225591.00        | $924700.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.5000%  | 0.0000% | $1526131.00        | $936205.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.0000%  | 0.0000% | $1144231.00        | $937429.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 6.0000%  | 0.0000% | $1353443.00        | $981095.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.5000%  | 0.0000% | $1141383.00        | $998706.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $1210250.00        | $1010687.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $1343958.00        | $1014895.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-01-01      | 5.5000%  | 0.0000% | $2893484.00        | $1023393.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 6.0000%  | 0.0000% | $1703004.00        | $1026082.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-11-01      | 3.0000%  | 0.0000% | $3000000.00        | $1032310.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $1049618.00        | $1035369.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 5.5000%  | 0.0000% | $1015960.00        | $1048793.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 6.0000%  | 0.0000% | $1248792.00        | $1050403.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $1040576.00        | $1074413.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $1159905.00        | $1077670.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.5000%  | 0.0000% | $1262122.00        | $1088423.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $1041426.00        | $1091284.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 5.5000%  | 0.0000% | $1168399.00        | $1108163.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $1106704.00        | $1133085.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1124909.00        | $1145561.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.5000%  | 0.0000% | $1077158.00        | $1145913.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $1300000.00        | $1148943.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 3.0000%  | 0.0000% | $1494679.00        | $1158819.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $1325000.00        | $1160110.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1136048.00        | $1174080.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.5000%  | 0.0000% | $1306437.00        | $1185121.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $1155754.00        | $1190993.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $1259181.00        | $1230096.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.5000%  | 0.0000% | $1404469.00        | $1239638.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $1350000.00        | $1243576.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1193694.00        | $1245418.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.0000%  | 0.0000% | $1274779.00        | $1247732.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.0000%  | 0.0000% | $1336286.00        | $1250418.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $1251000.00        | $1263505.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $1285647.00        | $1266204.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1226365.00        | $1268191.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-01      | 6.0000%  | 0.0000% | $1672771.00        | $1283732.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 6.0000%  | 0.0000% | $1327010.00        | $1313113.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1299994.00        | $1338041.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-02-01      | 4.0000%  | 0.0000% | $1448127.00        | $1342307.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.5000%  | 0.0000% | $1518176.00        | $1365865.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.0000%  | 0.0000% | $1612355.00        | $1375923.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $1730017.00        | $1424385.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $1416590.00        | $1467240.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 4.0000%  | 0.0000% | $1980000.00        | $1467896.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.0000%  | 0.0000% | $1534226.00        | $1475326.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-09-01      | 6.0000%  | 0.0000% | $1437726.00        | $1479302.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.5000%  | 0.0000% | $2551865.00        | $1490355.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $2100000.00        | $1521545.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 4.5000%  | 0.0000% | $1539001.00        | $1547919.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1486410.00        | $1559537.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 1.5000%  | 0.0000% | $4450000.00        | $1617240.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $1699100.00        | $1638830.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $1637063.00        | $1641279.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.5000%  | 0.0000% | $2150949.00        | $1648769.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 6.0000%  | 0.0000% | $1590185.00        | $1678150.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 7.5000%  | 0.0000% | $1598552.00        | $1701513.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.0000%  | 0.0000% | $2250000.00        | $1723690.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.0000%  | 0.0000% | $2362441.00        | $1740758.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.0000%  | 0.0000% | $2250000.00        | $1782604.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $1869770.00        | $1842844.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.0000%  | 0.0000% | $2088911.00        | $1863639.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 7.0000%  | 0.0000% | $1992092.00        | $1874814.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $1870590.00        | $1885503.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 6.0000%  | 0.0000% | $1815500.00        | $1885716.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 4.0000%  | 0.0000% | $2705834.00        | $1910099.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $1868474.00        | $1937837.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.0000%  | 0.0000% | $1911244.00        | $1992364.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $2867883.00        | $2027651.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.5000%  | 0.0000% | $2265910.00        | $2094528.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2110256.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.5000%  | 0.0000% | $2671025.00        | $2112463.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-06-01      | 5.0000%  | 0.0000% | $3816000.00        | $2148344.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $2072500.00        | $2150873.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 4.5000%  | 0.0000% | $2383463.00        | $2237562.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.0000%  | 0.0000% | $7212260.00        | $6960001.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.0000%  | 0.0000% | $8529225.00        | $7045890.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $9000104.00        | $8311434.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 4.0000%  | 0.0000% | $8688787.00        | $8466504.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $8554542.00        | $8687174.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $14343049.00       | $8696969.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 2.0000%  | 0.0000% | $15927676.00       | $8969909.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.0000%  | 0.0000% | $10651617.00       | $9048720.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $9017937.00        | $9057685.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 3.0000%  | 0.0000% | $10317146.00       | $9307392.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $9311275.00        | $9375948.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $9585175.00        | $9617780.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $12298515.00       | $10123798.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $9918834.00        | $10223195.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-08-01      | 3.5000%  | 0.0000% | $11159784.00       | $10407947.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $10577000.00       | $10436298.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $10864332.00       | $10894251.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $11229843.00       | $11103570.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $11015715.00       | $11241580.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $11838683.00       | $11709824.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $11499042.00       | $11724213.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $13261349.00       | $12429616.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $12460000.00       | $12489827.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $12726956.00       | $12976459.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.5000%  | 0.0000% | $18355554.00       | $15007287.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $15320059.00       | $15433960.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $15580000.00       | $15616744.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $23102332.00       | $16958618.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 4.5000%  | 0.0000% | $17654548.00       | $17466103.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $17330090.00       | $17550743.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 3.0000%  | 0.0000% | $20899651.00       | $18708188.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $25719703.00       | $19426621.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $22635918.00       | $19755556.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-09-01      | 3.5000%  | 0.0000% | $20784097.00       | $19838037.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 4.0000%  | 0.0000% | $87900000.00       | $20163859.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.0000%  | 0.0000% | $25026757.00       | $20579235.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $21046131.00       | $21142669.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $27658347.00       | $21513009.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.0000%  | 0.0000% | $26099540.00       | $22227520.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 6.0000%  | 0.0000% | $30603745.00       | $22489757.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-01      | 3.0000%  | 0.0000% | $29012685.00       | $26222888.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 6.0000%  | 0.0000% | $35356000.00       | $26413048.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-01      | 3.5000%  | 0.0000% | $31536284.00       | $27134670.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $27972272.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 2.5000%  | 0.0000% | $35792605.00       | $30683755.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-01      | 5.5000%  | 0.0000% | $32578139.00       | $31626206.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $41408198.00       | $32144917.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.5000%  | 0.0000% | $39867852.00       | $33239609.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $39786406.00       | $33720945.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $35825318.00       | $34320538.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $35016692.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $35874834.00       | $36376674.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $36650000.00       | $36966393.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.0000%  | 0.0000% | $43518522.00       | $38208824.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $45840747.00       | $38397205.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $42831591.00       | $42740952.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $44401965.00       | $44553005.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.0000%  | 0.0000% | $59549903.00       | $45630973.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $80010617.00       | $50085622.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $53344978.00       | $54341776.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $3752402.00        | $3846862.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.0000%  | 0.0000% | $4965597.00        | $4161030.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 5.0000%  | 0.0000% | $4263023.00        | $4295576.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.0000%  | 0.0000% | $6101924.00        | $4749752.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $4681449.00        | $4788737.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 3.5000%  | 0.0000% | $5215178.00        | $4857999.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $4705408.00        | $4863594.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-02-01      | 4.0000%  | 0.0000% | $13863610.00       | $5021473.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $7885000.00        | $5025056.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $5934708.00        | $5069643.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-03-01      | 4.0000%  | 0.0000% | $18798142.00       | $5180613.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 6.5000%  | 0.0000% | $5030306.00        | $5308963.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.5000%  | 0.0000% | $5193805.00        | $5332969.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $5769189.00        | $5460859.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $5443470.00        | $5522887.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.0000%  | 0.0000% | $10033665.00       | $5523590.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $5521304.00        | $5529572.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 3.5000%  | 0.0000% | $6009780.00        | $5588516.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-12-01      | 5.0000%  | 0.0000% | $6062157.00        | $6018137.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $5973221.00        | $6106283.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $6599792.00        | $6745906.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-01      | 3.5000%  | 0.0000% | $9859081.00        | $6762917.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 6.0000%  | 0.0000% | $6601019.00        | $6785489.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $55090890.00       | $55463431.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $56608604.00       | $55912949.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $61260592.00       | $56921321.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 7.0000%  | 0.0000% | $53197615.00       | $57118403.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $55981234.00       | $57665278.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $68293793.00       | $68490332.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $68206646.00       | $70160657.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $72011873.00       | $76436258.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $90871030.00       | $86499146.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $91746665.00       | $91575764.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $111929997.00      | $97420730.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $96238155.00       | $97800477.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $99997669.00       | $102330868.30      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $138818740.00      | $106265106.06      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $107115442.00      | $107885155.04      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $164697591.00      | $162722864.76      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $201960861.00      | $202984324.73      | Agency Mortgage-Backed Securities |

### Security 298: Natixis SA

- **C.1 - Title:** Natixis SA 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV8U5, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1DV8U5_3.85_0102
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $39.74             | $34.81             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 3.5000%  | 0.0000% | $1000.00           | $39.58             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.97             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 3.0000%  | 0.0000% | $2002.00           | $79.41             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1014.00           | $86.19             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $92.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2036-04-01      | 5.0000%  | 0.0000% | $2000.00           | $117.49            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $185.25            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2046-05-01      | 3.5000%  | 0.0000% | $2005.00           | $208.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $242.03            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2034-11-15      | 4.2500%  | 0.0000% | $300.00            | $305.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $403.18            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 2.5000%  | 0.0000% | $3000.00           | $405.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $831.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $916.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $2964.00           | $919.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1014.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1079.00           | $1017.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1000.00           | $1020.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1051.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1057.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 3.6800%  | 0.0000% | $1065.00           | $1061.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1120.00           | $1160.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1278.00           | $1171.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1151.00           | $1206.85           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2030-06-30      | 3.8750%  | 0.0000% | $1200.00           | $1211.37           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1227.00           | $1277.88           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2047-08-15      | 2.7500%  | 0.0000% | $2000.00           | $1458.09           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1981.00           | $1505.52           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-12-16      | 2.9200%  | 0.0000% | $2000.00           | $1535.69           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-06-30      | 1.2500%  | 0.0000% | $1700.00           | $1609.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $1900.00           | $1863.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-31      | 2.7500%  | 0.0000% | $2300.00           | $2246.28           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2198.00           | $2257.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 4.3200%  | 0.0000% | $2848.00           | $2767.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2776.00           | $2884.48           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-09-10      | 1.7300%  | 0.0000% | $4000.00           | $3168.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $7000.00           | $6151.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $6682.00           | $6437.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 4.0000%  | 0.0000% | $13000.00          | $8963.65           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $9900.00           | $10127.31          | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14672.70          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-10-24      | 4.1000%  | 0.0000% | $15000.00          | $14687.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $73000.00          | $52622.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 6.0000%  | 0.0000% | $95000.00          | $76378.03          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $109500.00         | $105388.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.8750%  | 0.0000% | $163900.00         | $166551.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-11-15      | 4.6250%  | 0.0000% | $179300.00         | $175045.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $347700.00         | $220873.56         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 2.5000%  | 0.0000% | $337000.00         | $232809.05         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $266200.00         | $265045.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-03-31      | 4.1250%  | 0.0000% | $500000.00         | $514097.91         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1114929.00        | $558574.94         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $646400.00         | $569592.65         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $750850.00         | $782020.00         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2045-11-15      | 4.6250%  | 0.0000% | $799900.00         | $790730.80         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1350179.00        | $984644.87         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $1356800.00        | $1020810.19        | U.S. Treasuries (including strips) |
| Federal Home Loan Bank                | 2030-12-04      | 4.0000%  | 0.0000% | $1065000.00        | $1066120.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1075675.00        | $1129875.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1388242.79        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $2673200.00        | $1419803.13        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1520109.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1601337.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1735722.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1980704.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-02      | N/A      | 0.0000% | $2998000.00        | $2117757.22        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2037-02-15      | 4.7500%  | 0.0000% | $1999900.00        | $2137572.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 4.2500%  | 0.0000% | $2199700.00        | $2142816.98        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $3854280.00        | $3590306.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $4323072.00        | $3746238.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $20551701.00       | $3784943.57        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2045-11-15      | 3.0000%  | 0.0000% | $4987800.00        | $3851111.08        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $4241139.00        | $3869420.44        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $4000000.00        | $3932099.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $4998800.00        | $4060196.09        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $5400000.00        | $4187716.75        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-07-31      | 1.8750%  | 0.0000% | $4229400.00        | $4221400.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 4.0000%  | 0.0000% | $4251300.00        | $4356221.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 0.2500%  | 0.0000% | $5999500.00        | $4397413.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 3.8750%  | 0.0000% | $4998100.00        | $4533246.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2038-05-15      | 4.5000%  | 0.0000% | $4499200.00        | $4626510.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-30      | 1.2500%  | 0.0000% | $5000000.00        | $4762766.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $6949700.00        | $5042350.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $5003400.00        | $5211432.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-31      | 4.6250%  | 0.0000% | $5000000.00        | $5235229.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 4.6250%  | 0.0000% | $4999900.00        | $5264792.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $5429900.00        | $5304123.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-15      | 1.7500%  | 0.0000% | $6000000.00        | $5622544.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-15      | 0.3750%  | 0.0000% | $4359700.00        | $5746885.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 4.5000%  | 0.0000% | $5698100.00        | $5774600.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.7500%  | 0.0000% | $5925600.00        | $5941599.12        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2056-01-01      | 5.0000%  | 0.0000% | $5964048.00        | $6004643.29        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $6435800.00        | $6043868.05        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $6897117.00        | $6756875.62        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $8056200.00        | $7698812.72        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 2.0000%  | 0.0000% | $47009700.00       | $7767603.79        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $8389600.00        | $8353742.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $9039000.00        | $8481399.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $11570800.00       | $8585500.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-05-15      | 4.6250%  | 0.0000% | $9015000.00        | $8792573.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-07-15      | 1.8750%  | 0.0000% | $8819100.00        | $9289813.19        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9341332.04        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $14456800.00       | $9453651.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $9989900.00        | $9886054.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-15      | 0.1250%  | 0.0000% | $8303500.00        | $9985805.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-15      | 0.1250%  | 0.0000% | $9400900.00        | $10984981.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 4.3750%  | 0.0000% | $10950800.00       | $11250369.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 4.6250%  | 0.0000% | $10975300.00       | $11423855.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $11850000.00       | $12100900.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-11-15      | 2.8750%  | 0.0000% | $16432900.00       | $12262876.04       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $14479702.00       | $13034812.83       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $14099600.00       | $14137545.55       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 5.5000%  | 0.0000% | $14308202.00       | $14775255.09       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2044-11-15      | 3.0000%  | 0.0000% | $18933500.00       | $14798085.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-03-31      | 4.1250%  | 0.0000% | $14440900.00       | $14870745.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.3750%  | 0.0000% | $15148600.00       | $15125528.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $14998700.00       | $15268264.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-31      | 4.1250%  | 0.0000% | $17066900.00       | $17400268.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-02-15      | 3.0000%  | 0.0000% | $23283300.00       | $17891609.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $19104300.00       | $18932305.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 3.3750%  | 0.0000% | $20200000.00       | $20226528.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-15      | 0.6250%  | 0.0000% | $19382100.00       | $20484806.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 4.3750%  | 0.0000% | $20011500.00       | $20579826.60       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $29391797.00       | $21126554.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $22540900.00       | $23334249.52       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $22769100.00       | $23335617.22       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $35593434.00       | $24503227.47       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2030-10-31      | 4.8750%  | 0.0000% | $23995200.00       | $25454942.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $24999200.00       | $25673824.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 5.0000%  | 0.0000% | $24994000.00       | $25953359.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $26808200.00       | $26529930.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $29072400.00       | $29354956.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 3.8750%  | 0.0000% | $28650200.00       | $29380514.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $33611900.00       | $30483262.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $49716500.00       | $31773296.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $49136000.00       | $32928809.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-09-30      | 3.6250%  | 0.0000% | $34769000.00       | $34826789.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $35879300.00       | $35681099.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 1.5000%  | 0.0000% | $39000300.00       | $38407862.55       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $39417695.00       | $38760170.17       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $63566100.00       | $39400716.08       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $53312179.00       | $45210776.13       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2032-08-15      | 2.7500%  | 0.0000% | $49999900.00       | $47263530.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $49999900.00       | $50900727.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-12-31      | 3.8750%  | 0.0000% | $58453900.00       | $58380832.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 4.0000%  | 0.0000% | $61663000.00       | $62428854.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 4.2500%  | 0.0000% | $76311900.00       | $77680923.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.6250%  | 0.0000% | $78208400.00       | $79359381.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $79930800.00       | $82562405.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $119074500.00      | $118266826.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $189999000.00      | $192884536.73      | U.S. Treasuries (including strips) |
| Cash                                  | 2026-01-02      | N/A      | 0.0000% | $63322283.55       | $63322283.55       | Cash                               |

### Security 299: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DVA32, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1DVA32_3.70_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $11273312.00       | $11345153.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $33489200.00       | $32270610.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $50000.00          | $39378.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $74000.00          | $60207.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $800000.00         | $538466.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $78100.00          | $70152.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $75000.00          | $65906.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $56000.00          | $5909.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $11097.00          | $6032.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $63000.00          | $32449.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $13000.00          | $7889.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $71000.00          | $47454.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $22000.00          | $16898.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.5000%  | 0.0000% | $113600.00         | $99288.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $10000.00          | $9073.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 4.0000%  | 0.0000% | $12000.00          | $10971.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $25952.00          | $22538.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 3.0000%  | 0.0000% | $299000.00         | $7523.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $4980000.00        | $773850.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.6700%  | 0.0000% | $18020000.00       | $16585666.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 4.1000%  | 0.0000% | $97020000.00       | $96075963.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 4.3000%  | 0.0000% | $70000000.00       | $71189953.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 5.0000%  | 0.0000% | $390000.00         | $59265.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $492316.00         | $245200.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 4.0000%  | 0.0000% | $31640.00          | $19400.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $74839.00          | $47410.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $17000.00          | $11525.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $85000.00          | $56757.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $284036.00         | $223321.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $30667.00          | $24399.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $19000.00          | $15738.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $77184.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $73073.00          | $56204.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $50000.00          | $29715.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $61798.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 2.0000%  | 0.0000% | $133376.00         | $53364.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 5.0000%  | 0.0000% | $30000.00          | $24664.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 4.0000%  | 0.0000% | $10000.00          | $8729.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 5.0000%  | 0.0000% | $80000.00          | $54473.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.0000%  | 0.0000% | $35000.00          | $22339.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $14103.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $41428.00          | $40203.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $28306.00          | $22524.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 1.5000%  | 0.0000% | $35529.00          | $24925.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 3.0000%  | 0.0000% | $36507.00          | $24768.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 5.0000%  | 0.0000% | $1786166.00        | $1814907.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.0000%  | 0.0000% | $1261162.00        | $1269042.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 6.1570%  | 0.0000% | $24500000.00       | $187173.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.5000%  | 0.0000% | $7950000.00        | $79386.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 6.0940%  | 0.0000% | $10260816.00       | $622509.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-05-01      | 4.2210%  | 0.0000% | $35723648.00       | $97423.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-07-01      | 6.5890%  | 0.0000% | $8657696.00        | $332899.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4813260.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-05-01      | 3.5400%  | 0.0000% | $8411728.00        | $8249171.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-05-01      | 3.4300%  | 0.0000% | $300000.00         | $298259.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 3.6700%  | 0.0000% | $4491000.00        | $3713070.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 3.0000%  | 0.0000% | $600000.00         | $7800.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-01-01      | 2.0000%  | 0.0000% | $1037694.00        | $43593.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 6.3010%  | 0.0000% | $460000.00         | $21568.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-01-01      | 3.5000%  | 0.0000% | $485714.00         | $74005.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $1057152.00        | $5960.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 6.0560%  | 0.0000% | $2720000.00        | $22464.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-09-01      | 5.9300%  | 0.0000% | $12279200.00       | $147341.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $105000.00         | $74693.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $73235.00          | $49043.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $88000.00          | $55817.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $157289.00         | $86038.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 1.5000%  | 0.0000% | $200000.00         | $96378.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.0000%  | 0.0000% | $105000.00         | $30222.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $100905.00         | $22129.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 1.5000%  | 0.0000% | $114499.00         | $71100.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 3.5000%  | 0.0000% | $422359.00         | $22615.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 3.0000%  | 0.0000% | $64943.00          | $38628.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 3.0000%  | 0.0000% | $43962.00          | $22340.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $3883512.00        | $2092881.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $24447.00          | $21542.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $100000.00         | $97391.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $80183.00          | $67981.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $624006.00         | $562044.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $105456.00         | $40264.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $52710.00          | $43925.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-01-01      | 3.0000%  | 0.0000% | $558000.00         | $66275.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 3.5000%  | 0.0000% | $620000.00         | $78642.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $7738500.00        | $1635908.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 5.0000%  | 0.0000% | $330000.00         | $45828.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.5000%  | 0.0000% | $3200000.00        | $555407.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $116870.00         | $9276.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $76097.00          | $48524.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.0000%  | 0.0000% | $980821.00         | $989720.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 1.5000%  | 0.0000% | $94281.00          | $79057.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.0000%  | 0.0000% | $65000.00          | $59519.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.0000%  | 0.0000% | $165000.00         | $92922.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 3.5000%  | 0.0000% | $100000.00         | $60664.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 4.5000%  | 0.0000% | $82596.00          | $48312.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 4.5000%  | 0.0000% | $37885.00          | $25461.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $165000.00         | $85714.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-01      | 6.0000%  | 0.0000% | $102682.00         | $60878.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $94000.00          | $13825.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 3.0000%  | 0.0000% | $1106440.00        | $99622.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 2.0000%  | 0.0000% | $127388.00         | $21442.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 6.4290%  | 0.0000% | $1191100.00        | $472410.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.1440%  | 0.0000% | $17575200.00       | $17880686.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-10-01      | 6.5570%  | 0.0000% | $2132420.00        | $26988.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 6.7230%  | 0.0000% | $10000000.00       | $165014.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $101688800.00      | $507950.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 4.6050%  | 0.0000% | $13613808.00       | $145516.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 6.6460%  | 0.0000% | $3000000.00        | $57241.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.4930%  | 0.0000% | $175000.00         | $5138.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 5.5000%  | 0.0000% | $12328840.00       | $78996.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 5.0000%  | 0.0000% | $1571160.00        | $13935.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.5000%  | 0.0000% | $4347160.00        | $82635.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 5.5000%  | 0.0000% | $322526.00         | $10964.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 5.5000%  | 0.0000% | $276990.00         | $27429.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $92161.00          | $83480.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $70000.00          | $37020.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $83277.00          | $70197.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $573813.00         | $587445.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $12728.00          | $10009.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $13068.00          | $9478.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $125000.00         | $95988.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $8000.00           | $6286.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $21750.00          | $15774.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 2.5000%  | 0.0000% | $96000.00          | $54721.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 1.5000%  | 0.0000% | $80000.00          | $48744.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $126000.00         | $87830.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 2.0000%  | 0.0000% | $100000.00         | $49766.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 2.0000%  | 0.0000% | $38949.00          | $22386.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 2.0000%  | 0.0000% | $49000.00          | $19488.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 4.5000%  | 0.0000% | $67059.00          | $39671.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.0000%  | 0.0000% | $1019898.00        | $867907.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 6.0500%  | 0.0000% | $25500000.00       | $73690.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 6.1370%  | 0.0000% | $10000000.00       | $37809.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 6.3460%  | 0.0000% | $6000000.00        | $49745.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $279210.00         | $253232.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1774272.00        | $1429009.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $4414640.00        | $3522165.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2719552.00        | $2472095.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $3722964.00        | $3891164.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1864846.00        | $1969466.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1450780.00        | $1485198.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0490%  | 0.0000% | $10633504.00       | $10787854.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2059-01-01      | 4.5000%  | 0.0000% | $9110000.00        | $3150861.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $135000.00         | $39225.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $162225.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 5.0000%  | 0.0000% | $4129392.00        | $2378377.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $54732.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $22000.00          | $14009.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $500487.00         | $112226.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 3.5000%  | 0.0000% | $350000.00         | $14331.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $600000.00         | $88997.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $566190.00         | $92862.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.0000%  | 0.0000% | $88000.00          | $22773.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $648075.00         | $71932.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $5012.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $300000.00         | $38480.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $1350000.00        | $93044.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $270287.00         | $22168.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 5.5000%  | 0.0000% | $4374128.00        | $34758.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.5000%  | 0.0000% | $999978.00         | $7539.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 7.5000%  | 0.0000% | $1862000.00        | $18803.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 5.5000%  | 0.0000% | $5310672.00        | $50292.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $620000.00         | $50860.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.0000%  | 0.0000% | $53946.00          | $8130.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 3.0000%  | 0.0000% | $440036.00         | $62524.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $446562.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $419306.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2575000.00        | $1372676.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $182511.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $99400.00          | $87557.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 6.3990%  | 0.0000% | $6047000.00        | $70400.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 6.2510%  | 0.0000% | $3128000.00        | $55126.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $1051000.00        | $93070.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $500000000.00      | $40854746.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $58000.00          | $8072.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $26000.00          | $21573.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 5.5000%  | 0.0000% | $417315000.00      | $3332625.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 6.5100%  | 0.0000% | $10080560.00       | $84880.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $103119.00         | $95197.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $24054.00          | $22834.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2640180.00        | $2672796.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $48826.00          | $43701.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2631860.00        | $2684005.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $175098.00         | $184758.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $22400.00          | $22611.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $10212912.00       | $10550177.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.0000%  | 0.0000% | $1250000.00        | $1314400.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $3146864.00        | $3226140.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $26015700.00       | $26729358.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 4.0000%  | 0.0000% | $18440832.00       | $17929031.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-07-01      | 4.3900%  | 0.0000% | $1600000.00        | $1500756.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $46533.00          | $19603.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $25083.00          | $23539.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5000%  | 0.0000% | $6000.00           | $5475.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $53188.00          | $51993.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $1001744.00        | $1067767.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $22077.00          | $22509.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $22460.00          | $22604.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1352140.00        | $1333285.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1080200.00        | $1088288.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 5.0000%  | 0.0000% | $1321650.00        | $1335028.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2056-01-01      | 6.5000%  | 0.0000% | $1205424.00        | $1269464.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $65968.00          | $26173.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $611000.00         | $387648.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $3375744.00        | $3021776.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $79565.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.1170%  | 0.0000% | $1982500.00        | $2015084.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $41505728.00       | $40382491.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $33361088.00       | $34930727.19       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-01-08

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President